Globally convergent algorithms for nonsmooth nonlinear equations in computational fluid dynamics
Journal of Computational and Applied Mathematics - Proceedings of the international conference on recent advances in computational mathematics
Adaptive Finite Element Approximation for a Constrained Optimal Control Problem via Multi-meshes
Journal of Scientific Computing
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In this paper we develop a trust region algorithm for constrained parabolic boundary control problems. For the computation of a trust region step we propose an iterative scheme which is a projected form of the Steihaug trust region conjugate gradient method. To ensure the good local convergence properties in the terminal phase, a smoothing step at each iteration is added. This step and the projection require the modification of the standard trust region algorithm and its convergence proof. The algorithm has sup-norm convergence in the terminal phase and L2 convergence in the global phase. The results are illustrated for a parabolic boundary control problem.