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Convergence analysis of adaptive trust region methods

Zhen-Jun Shi, Xiang-Sun Zhang, Jie Shen (2007)

RAIRO - Operations Research

In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to define a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and the objective function are more consistent at the current iterate. The global convergence, super-linear and quadratic convergence...

Convergence analysis of smoothing methods for optimal control of stationary variational inequalities with control constraints

Anton Schiela, Daniel Wachsmuth (2013)

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

In the article an optimal control problem subject to a stationary variational inequality is investigated. The optimal control problem is complemented with pointwise control constraints. The convergence of a smoothing scheme is analyzed. There, the variational inequality is replaced by a semilinear elliptic equation. It is shown that solutions of the regularized optimal control problem converge to solutions of the original one. Passing to the limit in the optimality system of the regularized problem...

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 gradient-based algorithms for the Hartree-Fock equations

Antoine Levitt (2012)

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

The numerical solution of the Hartree-Fock equations is a central problem in quantum chemistry for which numerous algorithms exist. Attempts to justify these algorithms mathematically have been made, notably in [E. Cancès and C. Le Bris, Math. Mod. Numer. Anal. 34 (2000) 749–774], but, to our knowledge, no complete convergence proof has been published, except for the large-Z result of [M. Griesemer and F. Hantsch, Arch. Rational Mech. Anal. (2011) 170]. In this paper, we prove the convergence of...

Convergence of gradient-based algorithms for the Hartree-Fock equations

Antoine Levitt (2012)

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

The numerical solution of the Hartree-Fock equations is a central problem in quantum chemistry for which numerous algorithms exist. Attempts to justify these algorithms mathematically have been made, notably in [E. Cancès and C. Le Bris, Math. Mod. Numer. Anal. 34 (2000) 749–774], but, to our knowledge, no complete convergence proof has been published, except for the large-Z result of [M. Griesemer and F. Hantsch, Arch. Rational Mech. Anal. (2011) 170]. In this paper, we prove the convergence of...

Convergence of gradient-based algorithms for the Hartree-Fock equations∗

Antoine Levitt (2012)

ESAIM: Mathematical Modelling and Numerical Analysis

The numerical solution of the Hartree-Fock equations is a central problem in quantum chemistry for which numerous algorithms exist. Attempts to justify these algorithms mathematically have been made, notably in [E. Cancès and C. Le Bris, Math. Mod. Numer. Anal. 34 (2000) 749–774], but, to our knowledge, no complete convergence proof has been published, except for the large-Z result of [M. Griesemer and F. Hantsch, Arch. Rational Mech. Anal. (2011) ...

Convergence of numerical methods and parameter dependence of min-plus eigenvalue problems, Frenkel-Kontorova models and homogenization of Hamilton-Jacobi equations

Nicolas Bacaër (2001)

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

Using the min-plus version of the spectral radius formula, one proves: 1) that the unique eigenvalue of a min-plus eigenvalue problem depends continuously on parameters involved in the kernel defining the problem; 2) that the numerical method introduced by Chou and Griffiths to compute this eigenvalue converges. A toolbox recently developed at I.n.r.i.a. helps to illustrate these results. Frenkel-Kontorova models serve as example. The analogy with homogenization of Hamilton-Jacobi equations is emphasized....

Convergence of numerical methods and parameter dependence of min-plus eigenvalue problems, Frenkel-Kontorova models and homogenization of Hamilton-Jacobi equations

Nicolas Bacaër (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Using the min-plus version of the spectral radius formula, one proves: 1) that the unique eigenvalue of a min-plus eigenvalue problem depends continuously on parameters involved in the kernel defining the problem; 2) that the numerical method introduced by Chou and Griffiths to compute this eigenvalue converges. A toolbox recently developed at I.n.r.i.a. helps to illustrate these results. Frenkel-Kontorova models serve as example. The analogy with homogenization of Hamilton-Jacobi equations...

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 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...

Currently displaying 241 – 260 of 836