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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Vydané v:	SIAM journal on scientific computing Ročník 36; číslo 3; s. A1251 - A1276
Hlavní autori:	Grote, Marcus J., Huber, Johannes, Kourounis, Drosos, Schenk, Olaf
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
Predmet:	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
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