Interior Point Methods in Function Space

Authors:
Martin Weiser
Affiliations:
-
Venue:
SIAM Journal on Control and Optimization
Year:
2005

Citing 0
Cited 8

Path-following and augmented Lagrangian methods for contact problems in linear elasticity

Journal of Computational and Applied Mathematics
Superlinear convergence of the control reduced interior point method for PDE constrained optimization

Computational Optimization and Applications - Special issue: Numerical analysis of optimization in partial differential equations
On two numerical methods for state-constrained elliptic control problems

Optimization Methods & Software
Superlinear convergence of the control reduced interior point method for PDE constrained optimization

Computational Optimization and Applications
A control reduced primal interior point method for a class of control constrained optimal control problems

Computational Optimization and Applications
Elliptic optimal control problems with L1-control cost and applications for the placement of control devices

Computational Optimization and Applications
A posteriori error estimates for a finite element discretization of interior point methods for an elliptic optimization problem with state constraints

Computational Optimization and Applications
Multigrid Preconditioning of Linear Systems for Interior Point Methods Applied to a Class of Box-constrained Optimal Control Problems

SIAM Journal on Numerical Analysis

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Abstract

A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite-dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short-step path-following method is established.