An optimal control problem governed by the heat equation with nonlinear boundary
conditions is considered. The objective functional consists of a quadratic terminal
part and a quadratic regularization term. It is known, that an SQP method converges
quadratically to the optimal solution of the problem. To handle the quadratic optimal
control subproblems with high precision, very large scale mathematical programming
problems have to be treated. The constrained problem is reduced to an unconstrained
one by a method due to Bertsekas. A multigrid approach developed by Hackbusch is
applied to solve the unconstrained problems. Some numerical examples illustrate the
behaviour of the method.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-199801210 |
| Date | 30 October 1998 |
| Creators | Goldberg, H., Tröltzsch, F. |
| Contributors | TU Chemnitz, Fakultät für Mathematik |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:preprint |
| Format | application/pdf, application/postscript, text/plain, application/zip |
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