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An FE-dABCD algorithm for elliptic optimal control problems with constraints on the gradient of the state and control. (arXiv:1810.01923v1 [math.OC])
来源于:arXiv
In this paper, elliptic control problems with integral constraint on the
gradient of the state and box constraints on the control are considered. The
optimal conditions of the problem are proved. To numerically solve the problem,
we use the 'First discretize, then optimize' approach. Specifically, we
discretize both the state and the control by piecewise linear functions. To
solve the discretized problem efficiently, we first transform it into a
multi-block unconstrained convex optimization problem via its dual, then we
extend the inexact majorized accelerating block coordinate descent (imABCD)
algorithm to solve it. The entire algorithm framework is called finite element
duality-based inexact majorized accelerating block coordinate descent
(FE-dABCD) algorithm. Thanks to the inexactness of the FE-dABCD algorithm, each
subproblems are allowed to be solved inexactly. For the smooth subproblem, we
use the generalized minimal residual (GMRES) method with preconditioner to
slove it. For th 查看全文>>