optimal control problems

Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems

  • Margherita Porcelli
  • Valeria Simoncini
  • Mattia Tani
    • Categories Control Applications, Nonlinear Optimization, Systems governed by Differential Equations Optimization Tags , ,

    We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We present two new preconditioners based on a full block matrix factorization of the Schur complement of the Jacobian matrices, where the active-set … Read more

    One Class Nonsmooth Dyscrete Step Control Problem

  • Shahlar Maharramov
    • Categories Nonsmooth Optimization Tags , , , ,

    In this paper a survey and refinement of its recent results in the discrete optimal control theory are presented. The step control problem depending on a parameter is investigated. No smoothness of the cost function is assumed and new versions of the discrete maximum principle for the step control problem are derived Citation submited to … Read more