1,714 research outputs found

    Primal-dual extragradient methods for nonlinear nonsmooth PDE-constrained optimization

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    We study the extension of the Chambolle--Pock primal-dual algorithm to nonsmooth optimization problems involving nonlinear operators between function spaces. Local convergence is shown under technical conditions including metric regularity of the corresponding primal-dual optimality conditions. We also show convergence for a Nesterov-type accelerated variant provided one part of the functional is strongly convex. We show the applicability of the accelerated algorithm to examples of inverse problems with L1L^1- and LāˆžL^\infty-fitting terms as well as of state-constrained optimal control problems, where convergence can be guaranteed after introducing an (arbitrary small, still nonsmooth) Moreau--Yosida regularization. This is verified in numerical examples

    A cubic C\u3csup\u3e0\u3c/sup\u3e interior penalty method for elliptic distributed optimal control problems with pointwise state and control constraints

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    We design and analyze a cubic C interior penalty method for linearā€“quadratic elliptic distributed optimal control problems with pointwise state and control constraints. Numerical results that corroborate the theoretical error estimates are also presented.
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