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Function space interior point methods for PDE constrained optimization
Author(s) -
Weiser Martin,
Schiela Anton
Publication year - 2004
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200410011
Subject(s) - interior point method , continuation , convergence (economics) , mathematical optimization , dual (grammatical number) , mathematics , point (geometry) , path (computing) , optimal control , space (punctuation) , function (biology) , computer science , geometry , art , literature , evolutionary biology , economics , biology , programming language , economic growth , operating system
A primal‐dual interior point method for optimal control problems with PDE constraints is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed. Numerical results from an inexact continuation method applied to a model problem are shown. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)