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Convergence conditions for Secant-type methods

Ioannis K. Argyros, Said Hilout (2010)

Czechoslovak Mathematical Journal

We provide new sufficient convergence conditions for the convergence of the secant-type methods to a locally unique solution of a nonlinear equation in a Banach space. Our new idea uses recurrent functions, and Lipschitz-type and center-Lipschitz-type instead of just Lipschitz-type conditions on the divided difference of the operator involved. It turns out that this way our error bounds are more precise than earlier ones and under our convergence hypotheses we can cover cases where earlier conditions...

Convergence of Cell Based Finite Volume Discretizations for Problems of Control in the Conduction Coefficients

Anton Evgrafov, Misha Marie Gregersen, Mads Peter Sørensen (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

We present a convergence analysis of a cell-based finite volume (FV) discretization scheme applied to a problem of control in the coefficients of a generalized Laplace equation modelling, for example, a steady state heat conduction. Such problems arise in applications dealing with geometric optimal design, in particular shape and topology optimization, and are most often solved numerically utilizing a finite element approach. Within the FV framework for control in the coefficients problems ...

Convergence of Cell Based Finite Volume Discretizations for Problems of Control in the Conduction Coefficients

Anton Evgrafov, Misha Marie Gregersen, Mads Peter Sørensen (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

We present a convergence analysis of a cell-based finite volume (FV) discretization scheme applied to a problem of control in the coefficients of a generalized Laplace equation modelling, for example, a steady state heat conduction. Such problems arise in applications dealing with geometric optimal design, in particular shape and topology optimization, and are most often solved numerically utilizing a finite element approach. Within the FV framework for control in the coefficients problems ...

Convergence of discontinuous Galerkin approximations of an optimal control problem associated to semilinear parabolic PDE's

Konstantinos Chrysafinos (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

A discontinuous Galerkin finite element method for an optimal control problem related to semilinear parabolic PDE's is examined. The schemes under consideration are discontinuous in time but conforming in space. Convergence of discrete schemes of arbitrary order is proven. In addition, the convergence of discontinuous Galerkin approximations of the associated optimality system to the solutions of the continuous optimality system is shown. The proof is based on stability estimates at arbitrary time...

Convergence of primal-dual solutions for the nonconvex log-barrier method without LICQ

Christian Grossmann, Diethard Klatte, Bernd Kummer (2004)

Kybernetika

This paper characterizes completely the behavior of the logarithmic barrier method under a standard second order condition, strict (multivalued) complementarity and MFCQ at a local minimizer. We present direct proofs, based on certain key estimates and few well–known facts on linear and parametric programming, in order to verify existence and Lipschitzian convergence of local primal-dual solutions without applying additionally technical tools arising from Newton–techniques.

Convergence of the Lagrange-Newton method for optimal control problems

Kazimierz Malanowski (2004)

International Journal of Applied Mathematics and Computer Science

Convergence results for two Lagrange-Newton-type methods of solving optimal control problems are presented. It is shown how the methods can be applied to a class of optimal control problems for nonlinear ODEs, subject to mixed control-state constraints. The first method reduces to an SQP algorithm. It does not require any information on the structure of the optimal solution. The other one is the shooting method, where information on the structure of the optimal solution is exploited. In each case,...

Convergence of the time-discretized monotonic schemes

Julien Salomon (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

Many numerical simulations in (bilinear) quantum control use the monotonically convergent Krotov algorithms (introduced by Tannor et al. [Time Dependent Quantum Molecular Dynamics (1992) 347–360]), Zhu and Rabitz [J. Chem. Phys. (1998) 385–391] or their unified form described in Maday and Turinici [J. Chem. Phys. (2003) 8191–8196]. In Maday et al. [Num. Math. (2006) 323–338], a time discretization which preserves the property of monotonicity has been presented. This paper introduces a proof of...

Convergence rates of symplectic Pontryagin approximations in optimal control theory

Mattias Sandberg, Anders Szepessy (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

Many inverse problems for differential equations can be formulated as optimal control problems. It is well known that inverse problems often need to be regularized to obtain good approximations. This work presents a systematic method to regularize and to establish error estimates for approximations to some control problems in high dimension, based on symplectic approximation of the Hamiltonian system for the control problem. In particular the work derives error estimates and constructs regularizations...

Convex approximation of an inhomogeneous anisotropic functional

Giovanni Bellettini, Maurizio Paolini (1994)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

The numerical minimization of the functional F u = Ω ϕ x , ν u D u + Ω μ u d H n - 1 - Ω κ u d x , u B V Ω ; - 1 , 1 is addressed. The function ϕ is continuous, has linear growth, and is convex and positively homogeneous of degree one in the second variable. We prove that F can be equivalently minimized on the convex set B V Ω ; - 1 , 1 and then regularized with a sequence F ϵ u ϵ , of stricdy convex functionals defined on B V Ω ; - 1 , 1 . Then both F and F ϵ , can be discretized by continuous linear finite elements. The convexity property of the functionals on B V Ω ; - 1 , 1 is useful in the numerical minimization...

Convex approximations of functionals with curvature

Giovanni Bellettini, Maurizio Paolini, Claudio Verdi (1991)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We address the numerical minimization of the functional F v = Ω D v + Ω μ v d H n - 1 - Ω x v d x , for v B V Ω ; - 1 , 1 . We note that F can be equivalently minimized on the larger, convex, set B V Ω ; - 1 , 1 and that, on that space, F may be regularized with a sequence { F ϵ ( v ) = Ω ϵ 2 + D v 2 + Ω μ v d H n - 1 - Ω x v d x } ϵ of regular functionals. Then both F and F ϵ can be discretized by continuous linear finite elements. The convexity of the functionals in B V Ω ; - 1 , 1 is useful for the numerical minimization of F . We prove the Γ - L 1 Ω -convergence of the discrete functionals to F and present a few numerical examples.

Coplanar control of a satellite around the earth

Jean-Baptiste Caillau, Joseph Noailles (2001)

ESAIM: Control, Optimisation and Calculus of Variations

We investigate the minimum time transfer of a satellite around the Earth. Using an optimal control model, we study the controllability of the system and propose a geometrical analysis of the optimal command structure. Furthermore, in order to solve the problem numerically, a new parametric technique is introduced for which convergence properties are established.

Coplanar control of a satellite around the Earth

Jean-Baptiste Caillau, Joseph Noailles (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We investigate the minimum time transfer of a satellite around the Earth. Using an optimal control model, we study the controllability of the system and propose a geometrical analysis of the optimal command structure. Furthermore, in order to solve the problem numerically, a new parametric technique is introduced for which convergence properties are established.

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