Skip to main content
Top

2021 | OriginalPaper | Chapter

PDE-Constrained Optimization: Optimal control with L 1-Regularization, State and Control Box Constraints

Authors : Ivo Dravins, Maya Neytcheva

Published in: Numerical Mathematics and Advanced Applications ENUMATH 2019

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

We present a method for solving optimal control problems constrained by a partial differential equation, where we simultaneously impose sparsity-promoting L 1-regularization on the control as well as box constraints on both the control and the state. We focus on numerical implementation aspects and on preconditioners used when solving the arising linear systems.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Dravins I., Neytcheva M.: PDE-Constrained Optimization: Matrix Structures and Preconditioners. Lirkov I., Margenov S. (eds) Large-Scale Scientific Computing. LSSC 2019. Lecture Notes in Comput. Sci. 11958, 315–323 (2020) Dravins I., Neytcheva M.: PDE-Constrained Optimization: Matrix Structures and Preconditioners. Lirkov I., Margenov S. (eds) Large-Scale Scientific Computing. LSSC 2019. Lecture Notes in Comput. Sci. 11958, 315–323 (2020)
2.
go back to reference Stadler G.: Elliptic optimal control problems with L1-control cost and applications for the placement of control devices. Comput. Optim. Appl. 44, 159–181 (2009)MathSciNetCrossRef Stadler G.: Elliptic optimal control problems with L1-control cost and applications for the placement of control devices. Comput. Optim. Appl. 44, 159–181 (2009)MathSciNetCrossRef
3.
go back to reference Herzog R., Sachs E. W.: Preconditioned conjugate gradient method for optimal control problems with control and state constraints. SIAM J. Matrix. Anal. Appl. 31, 2291–2317 (2010)MathSciNetCrossRef Herzog R., Sachs E. W.: Preconditioned conjugate gradient method for optimal control problems with control and state constraints. SIAM J. Matrix. Anal. Appl. 31, 2291–2317 (2010)MathSciNetCrossRef
4.
go back to reference Pearson J.W., Stoll M., Wathen A.J.: Preconditioners for state–constrained optimal control problems with Moreau–Yosida penalty function. Numer. Lin. Alg. Appl. 21, 81–97 (2014)MathSciNetCrossRef Pearson J.W., Stoll M., Wathen A.J.: Preconditioners for state–constrained optimal control problems with Moreau–Yosida penalty function. Numer. Lin. Alg. Appl. 21, 81–97 (2014)MathSciNetCrossRef
5.
go back to reference Hintermüller M., Hinze M.: Moreau-Yosida regularization in state constrained elliptic control problems: error estimates and parameter adjustment. SIAM J. Numer. Anal. 47, 1666–1683 (2009)MathSciNetCrossRef Hintermüller M., Hinze M.: Moreau-Yosida regularization in state constrained elliptic control problems: error estimates and parameter adjustment. SIAM J. Numer. Anal. 47, 1666–1683 (2009)MathSciNetCrossRef
6.
go back to reference Axelsson O., Neytcheva M., Ström A.: An efficient preconditioning method for state box-constrained optimal control problems. J. Numer. Math. 26(4), 185–207 (2018)MathSciNetCrossRef Axelsson O., Neytcheva M., Ström A.: An efficient preconditioning method for state box-constrained optimal control problems. J. Numer. Math. 26(4), 185–207 (2018)MathSciNetCrossRef
7.
go back to reference Ito K., Kunisch K.: Semi-smooth Newton methods for state-constrained optimal control problems. Systems & Control Letters 5, 221–228 (2003)MathSciNetCrossRef Ito K., Kunisch K.: Semi-smooth Newton methods for state-constrained optimal control problems. Systems & Control Letters 5, 221–228 (2003)MathSciNetCrossRef
8.
go back to reference Axelsson O., Kaporin I.: On a class of nonlinear equation solvers based on the residual norm reduction over a sequence of affine subspaces. SIAM J. Sci. Comput. 16(1), 228–249 (1995)MathSciNetCrossRef Axelsson O., Kaporin I.: On a class of nonlinear equation solvers based on the residual norm reduction over a sequence of affine subspaces. SIAM J. Sci. Comput. 16(1), 228–249 (1995)MathSciNetCrossRef
10.
go back to reference Bezanson J., Edelman A., Karpinski S., Shah V.: Julia: A Fresh Approach to Numerical Computing. SIAM Review 50, 65–98 (2017)MathSciNetCrossRef Bezanson J., Edelman A., Karpinski S., Shah V.: Julia: A Fresh Approach to Numerical Computing. SIAM Review 50, 65–98 (2017)MathSciNetCrossRef
11.
go back to reference Alnaes M. S., Blechta J., Hake J., Johansson A., Kehlet B., Logg A., Richardson C., Ring J., Rognes M. E., Wells G. N.: The FEniCS Project Version 1.5. Arch. Num. Soft. (2015) Alnaes M. S., Blechta J., Hake J., Johansson A., Kehlet B., Logg A., Richardson C., Ring J., Rognes M. E., Wells G. N.: The FEniCS Project Version 1.5. Arch. Num. Soft. (2015)
12.
go back to reference Pearson J.W., Porcelli M., Stoll M.: Interior Point Methods and Preconditioning for PDE-Constrained Optimization Problems Involving Sparsity Terms. arXiv: 1806.05896 (2019) Pearson J.W., Porcelli M., Stoll M.: Interior Point Methods and Preconditioning for PDE-Constrained Optimization Problems Involving Sparsity Terms. arXiv: 1806.05896 (2019)
Metadata
Title
PDE-Constrained Optimization: Optimal control with L 1-Regularization, State and Control Box Constraints
Authors
Ivo Dravins
Maya Neytcheva
Copyright Year
2021
DOI
https://doi.org/10.1007/978-3-030-55874-1_31

Premium Partner