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Mesh-independence and preconditioning for solving parabolic control problems with mixed control-state constraints

Michael HintermüllerIan KopackaStefan Volkwein — 2009

ESAIM: Control, Optimisation and Calculus of Variations

Optimal control problems for the heat equation with pointwise bilateral control-state constraints are considered. A locally superlinearly convergent numerical solution algorithm is proposed and its mesh independence is established. Further, for the efficient numerical solution reduced space and Schur complement based preconditioners are proposed which take into account the active and inactive set structure of the problem. The paper ends by numerical tests illustrating our theoretical findings and...

Mesh-independence and preconditioning for solving parabolic control problems with mixed control-state constraints

Michael HintermüllerIan KopackaStefan Volkwein — 2008

ESAIM: Control, Optimisation and Calculus of Variations

Optimal control problems for the heat equation with pointwise bilateral control-state constraints are considered. A locally superlinearly convergent numerical solution algorithm is proposed and its mesh independence is established. Further, for the efficient numerical solution reduced space and Schur complement based preconditioners are proposed which take into account the active and inactive set structure of the problem. The paper ends by numerical tests illustrating our theoretical findings and comparing...

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