Pod A-posteriori Error Based Inexact Sqp Method for Bilinear Elliptic Optimal Control Problems
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چکیده
An optimal control problem governed by a bilinear elliptic equation is considered. This problem is solved by the sequential quadratic programming (SQP) method in an infinite-dimensional framework. In each level of this iterative method the solution of linear-quadratic subproblem is computed by a Galerkin projection using proper orthogonal decomposition (POD). Thus, an approximate (inexact) solution of the subproblem is determined. Based on a POD a-posteriori error estimator developed by Tröltzsch and Volkwein [Comput. Opt. Appl. 44 (2009) 83–115] the difference of the suboptimal to the (unknown) optimal solution of the linear-quadratic subproblem is estimated. Hence, the inexactness of the discrete solution is controlled in such a way that locally superlinear or even quadratic rate of convergence of the SQP is ensured. Numerical examples illustrate the efficiency for the proposed approach. Mathematics Subject Classification. 35J47, 49K20, 49M15, 90C20. Received March 23, 2010. Revised May 24, 2011. Published online December 19, 2011.
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تاریخ انتشار 2010