Inexact Interior-Point Method for PDE-Constrained Nonlinear Optimization

Starting from the inexact interior-point framework from Curtis, Schenk, and Wachter [SIAM J. Sci. Comput. , 32 (2012), pp. 3447--3475], we propose an effective Schur-complement slack-control preconditioner for the full Lagrangian Hessian matrix needed at each Newton iteration. Together they yield a...

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Bibliographic Details

Published in:	SIAM journal on scientific computing Vol. 36; no. 3; pp. A1251 - A1276
Main Authors:	Grote, Marcus J., Huber, Johannes, Kourounis, Drosos, Schenk, Olaf
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
Subjects:	Active control Algorithms Approximation Inequalities Inversions Iterative methods Mathematical models Methods Nonlinearity Numerical analysis Optimization Parameter estimation Partial differential equations Robustness Variables
ISSN:	1064-8275, 1095-7197
Online Access:	Get full text
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