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POD a-posteriori error based inexact SQP method for bilinear elliptic optimal control problems

Martin KahlbacherStefan Volkwein — 2012

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

An optimal control problem governed by a bilinear elliptic equation is considered. This problem is solved by the sequential quadratic programming (SQP) method in an infinite-dimensional framework. In each level of this iterative method the solution of linear-quadratic subproblem is computed by a Galerkin projection using proper orthogonal decomposition (POD). Thus, an approximate (inexact) solution of the subproblem is determined. Based on a POD error estimator developed by Tröltzsch and Volkwein...

Galerkin proper orthogonal decomposition methods for parameter dependent elliptic systems

Martin KahlbacherStefan Volkwein — 2007

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Proper orthogonal decomposition (POD) is a powerful technique for model reduction of linear and non-linear systems. It is based on a Galerkin type discretization with basis elements created from the system itself. In this work, error estimates for Galerkin POD methods for linear elliptic, parameter-dependent systems are proved. The resulting error bounds depend on the number of POD basis functions and on the parameter grid that is used to generate the snapshots and to compute the POD basis. The...

POD error based inexact SQP method for bilinear elliptic optimal control problems

Martin KahlbacherStefan Volkwein — 2011

ESAIM: Mathematical Modelling and Numerical Analysis

An optimal control problem governed by a bilinear elliptic equation is considered. This problem is solved by the sequential quadratic programming (SQP) method in an infinite-dimensional framework. In each level of this iterative method the solution of linear-quadratic subproblem is computed by a Galerkin projection using proper orthogonal decomposition (POD). Thus, an approximate (inexact) solution of the subproblem is determined. Based on a POD...

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