Inexact Interior-Point Method for PDE-Constrained Nonlinear Optimization
نویسندگان
چکیده
منابع مشابه
Function space interior point methods for PDE constrained optimization
A primal-dual interior point method for optimal control problems with PDE constraints is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed. Numerical results from an inexact continuation method applied to a model problem are shown. AMS MSC 2000: 49M15, 90C48, 90C51
متن کاملA note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations
This paper describes an implementation of an interior-point algorithm for large-scale nonlinear optimization. It is based on the algorithm proposed by Curtis, Schenk, and Wächter [SIAM J. Sci. Comput., 32 (2010), pp. 3447-3475], a method that possesses global convergence guarantees to first-order stationary points with the novel feature that inexact search direction calculations are allowed in ...
متن کاملPath-following primal-dual interior-point methods for shape optimization of stationary flow problems
We consider shape optimization of Stokes flow in channels where the objective is to design the lateral walls of the channel in such a way that a desired velocity profile is achieved. This amounts to the solution of a PDE constrained optimization problem with the state equation given by the Stokes system and the design variables being the control points of a Bézier curve representation of the la...
متن کاملOn the Implementation of an Interior-Point Algorithm for Nonlinear Optimization with Inexact Step Computations
This paper describes a practical implementation of a line-search interiorpoint algorithm for large-scale nonlinear optimization. It is based on the algorithm proposed by Curtis, Schenk, and Wächter [SIAM J. Sci. Comput., 32 (2010), pp. 3447-3475], a method that possesses global convergence guarantees to first-order stationary points with the novel feature that inexact search direction calculati...
متن کاملAn Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Instead, it uses iterative linear system solvers. Inexact step computations are supported in order to save computational expense during each iteration. The algorithm is an interior-point approach derived from an inexact Ne...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 36 شماره
صفحات -
تاریخ انتشار 2014