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Semi-smooth Newton methods for the Signorini problem

Kazufumi Ito, Karl Kunisch (2008)

Applications of Mathematics

Semi-smooth Newton methods are analyzed for the Signorini problem. A proper regularization is introduced which guarantees that the semi-smooth Newton method is superlinearly convergent for each regularized problem. Utilizing a shift motivated by an augmented Lagrangian framework, to the regularization term, the solution to each regularized problem is feasible. Convergence of the regularized problems is shown and a report on numerical experiments is given.

Semi-Smooth Newton Methods for the Time Optimal Control of Nonautonomous Ordinary Differential Equations

Rubeša, Jelena, Kunisch, Karl (2010)

Mathematica Balkanica New Series

AMS Subj. Classification: 49J15, 49M15The control problem of minimal time transition between two stationary points are formulated in a framework of an indirect numerical method. The problem is regularized and the monotone behavior of the regularisation procedure is investigated. Semi-smooth Newton method applied on the regularized problems converge superlinearly and usually produce a very accurate solution. Differently from other methods, this one does not need a-priory knowledge of the control switching...

Sufficient optimality conditions and semi-smooth newton methods for optimal control of stationary variational inequalities

Karl Kunisch, Daniel Wachsmuth (2012)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper sufficient second order optimality conditions for optimal control problems subject to stationary variational inequalities of obstacle type are derived. Since optimality conditions for such problems always involve measures as Lagrange multipliers, which impede the use of efficient Newton type methods, a family of regularized problems is introduced. Second order sufficient optimality conditions are derived for the regularized problems...

Sufficient optimality conditions and semi-smooth newton methods for optimal control of stationary variational inequalities

Karl Kunisch, Daniel Wachsmuth (2012)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper sufficient second order optimality conditions for optimal control problems subject to stationary variational inequalities of obstacle type are derived. Since optimality conditions for such problems always involve measures as Lagrange multipliers, which impede the use of efficient Newton type methods, a family of regularized problems is introduced. Second order sufficient optimality conditions are derived for the regularized problems...

Symplectic Pontryagin approximations for optimal design

Jesper Carlsson, Mattias Sandberg, Anders Szepessy (2009)

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

The powerful Hamilton-Jacobi theory is used for constructing regularizations and error estimates for optimal design problems. The constructed Pontryagin method is a simple and general method for optimal design and reconstruction: the first, analytical, step is to regularize the hamiltonian; next the solution to its stationary hamiltonian system, a nonlinear partial differential equation, is computed with the Newton method. The method is efficient for designs where the hamiltonian function can be...

Symplectic Pontryagin approximations for optimal design

Jesper Carlsson, Mattias Sandberg, Anders Szepessy (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

The powerful Hamilton-Jacobi theory is used for constructing regularizations and error estimates for optimal design problems. The constructed Pontryagin method is a simple and general method for optimal design and reconstruction: the first, analytical, step is to regularize the Hamiltonian; next the solution to its stationary Hamiltonian system, a nonlinear partial differential equation, is computed with the Newton method. The method is efficient for designs where the Hamiltonian function...

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