79 research outputs found
International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book
The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions.
This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more
A Preconditioned Inexact Active-Set Method for Large-Scale Nonlinear Optimal Control Problems
We provide a global convergence proof of the recently proposed sequential
homotopy method with an inexact Krylov--semismooth-Newton method employed as a
local solver. The resulting method constitutes an active-set method in function
space. After discretization, it allows for efficient application of
Krylov-subspace methods. For a certain class of optimal control problems with
PDE constraints, in which the control enters the Lagrangian only linearly, we
propose and analyze an efficient, parallelizable, symmetric positive definite
preconditioner based on a double Schur complement approach. We conclude with
numerical results for a badly conditioned and highly nonlinear benchmark
optimization problem with elliptic partial differential equations and control
bounds. The resulting method is faster than using direct linear algebra for the
2D benchmark and allows for the parallel solution of large 3D problems.Comment: 26 page
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