Path-following Methods for a Class of Constrained Minimization Problems in Function Space

Authors:
Michael Hintermüller;Karl Kunisch
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
2006

Citing 0
Cited 16

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
Superlinear convergence of the control reduced interior point method for PDE constrained optimization

Computational Optimization and Applications
A virtual control concept for state constrained optimal control problems

Computational Optimization and Applications
Error estimates for the discretization of elliptic control problems with pointwise control and state constraints

Computational Optimization and Applications
Applications of one-shot methods in PDEs constrained shape optimization

Mathematics and Computers in Simulation
Variational discretization of Lavrentiev-regularized state constrained elliptic optimal control problems

Computational Optimization and Applications
A shape and topology optimization technique for solving a class of linear complementarity problems in function space

Computational Optimization and Applications
Numerical simulation of two-dimensional Bingham fluid flow by semismooth Newton methods

Journal of Computational and Applied Mathematics
An Inverse Problem in American Options as a Mathematical Program with Equilibrium Constraints: C-Stationarity and an Active-Set-Newton Solver

SIAM Journal on Control and Optimization
PDE-Constrained Optimization Subject to Pointwise Constraints on the Control, the State, and Its Derivative

SIAM Journal on Optimization
Discretization of interior point methods for state constrained elliptic optimal control problems: optimal error estimates and parameter adjustment

Computational Optimization and Applications
Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient State Constraints

SIAM Journal on Optimization
Path-following for optimal control of stationary variational inequalities

Computational Optimization and Applications
Asymptotic Expansion for the Solutions of Control Constrained Semilinear Elliptic Problems with Interior Penalties

SIAM Journal on Control and Optimization
An adaptive finite element Moreau-Yosida-based solver for a coupled Cahn-Hilliard/Navier-Stokes system

Journal of Computational Physics

Quantified Score

Hi-index	0.01

Visualization

Abstract

Path-following methods for primal-dual active set strategies requiring a regularization parameter are introduced. Existence of a primal-dual path and its differentiability properties are analyzed. Monotonicity and convexity of the primal-dual path value function are investigated. Both feasible and infeasible approximations are considered. Numerical path-following strategies are developed and their efficiency is demonstrated by means of examples.