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A self-adaptive trust region method for the extended linear complementarity problems

Zhensheng Yu, Qiang Li (2009)

Applications of Mathematics

By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under...

A semi-smooth Newton method for solving elliptic equations with gradient constraints

Roland Griesse, Karl Kunisch (2009)

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

Semi-smooth Newton methods for elliptic equations with gradient constraints are investigated. The one- and multi-dimensional cases are treated separately. Numerical examples illustrate the approach and as well as structural features of the solution.

A set oriented approach to global optimal control

Oliver Junge, Hinke M. Osinga (2004)

ESAIM: Control, Optimisation and Calculus of Variations

We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path problem...

A set oriented approach to global optimal control

Oliver Junge, Hinke M. Osinga (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We describe an algorithm for computing the value function for “all source, single destination” discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the discretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path...

A smoothing Levenberg-Marquardt method for the complementarity problem over symmetric cone

Xiangjing Liu, Sanyang Liu (2022)

Applications of Mathematics

In this paper, we propose a smoothing Levenberg-Marquardt method for the symmetric cone complementarity problem. Based on a smoothing function, we turn this problem into a system of nonlinear equations and then solve the equations by the method proposed. Under the condition of Lipschitz continuity of the Jacobian matrix and local error bound, the new method is proved to be globally convergent and locally superlinearly/quadratically convergent. Numerical experiments are also employed to show that...

A three-field augmented Lagrangian formulation of unilateral contact problems with cohesive forces

David Doyen, Alexandre Ern, Serge Piperno (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We investigate unilateral contact problems with cohesive forces, leading to the constrained minimization of a possibly nonconvex functional. We analyze the mathematical structure of the minimization problem. The problem is reformulated in terms of a three-field augmented Lagrangian, and sufficient conditions for the existence of a local saddle-point are derived. Then, we derive and analyze mixed finite element approximations to the stationarity conditions of the three-field augmented Lagrangian....

A viscosity-proximal gradient method with inertial extrapolation for solving certain minimization problems in Hilbert space

L.O. Jolaoso, H.A. Abass, O.T. Mewomo (2019)

Archivum Mathematicum

In this paper, we study the strong convergence of the proximal gradient algorithm with inertial extrapolation term for solving classical minimization problem and finding the fixed points of δ -demimetric mapping in a real Hilbert space. Our algorithm is inspired by the inertial proximal point algorithm and the viscosity approximation method of Moudafi. A strong convergence result is achieved in our result without necessarily imposing the summation condition n = 1 β n x n - 1 - x n < + on the inertial term. Finally, we provide...

Acceleration of Convergence in Dontchev’s Iterative Method for Solving Variational Inclusions

Geoffroy, M., Hilout, S., Pietrus, A. (2003)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 47H04, 65K10.In this paper we investigate the existence of a sequence (xk ) satisfying 0 ∈ f (xk )+ ∇f (xk )(xk+1 − xk )+ 1/2 ∇2 f (xk )(xk+1 − xk )^2 + G(xk+1 ) and converging to a solution x∗ of the generalized equation 0 ∈ f (x) + G(x); where f is a function and G is a set-valued map acting in Banach spaces.

All-at-once preconditioning in PDE-constrained optimization

Tyrone Rees, Martin Stoll, Andy Wathen (2010)

Kybernetika

The optimization of functions subject to partial differential equations (PDE) plays an important role in many areas of science and industry. In this paper we introduce the basic concepts of PDE-constrained optimization and show how the all-at-once approach will lead to linear systems in saddle point form. We will discuss implementation details and different boundary conditions. We then show how these system can be solved efficiently and discuss methods and preconditioners also in the case when bound...

An a posteriori error analysis of adaptive finite element methods for distributed elliptic control problems with control constraints

Michael Kieweg, Yuri Iliash, Ronald H. W. Hoppe, Michael Hintermüller (2008)

ESAIM: Control, Optimisation and Calculus of Variations

We present an a posteriori error analysis of adaptive finite element approximations of distributed control problems for second order elliptic boundary value problems under bound constraints on the control. The error analysis is based on a residual-type a posteriori error estimator that consists of edge and element residuals. Since we do not assume any regularity of the data of the problem, the error analysis further invokes data oscillations. We prove reliability and efficiency of the error estimator...

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