Preconditioners for state constrained optimal control problems with Moreau-Yosida penalty function

Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared to other approaches. In this paper we develop robust preconditioners for the efficient solution of the Newton steps associated with solving the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach

Estimating operator norms using covering nets

We present several polynomial- and quasipolynomial-time approximation schemes for a large class of generalized operator norms. Special cases include the $2\rightarrow q$ norm of matrices for $q>2$, the support function of the set of separable quantum states, finding the least noisy output of entanglement-breaking quantum channels, and approximating the injective tensor norm for a map between two Banach spaces whose factorization norm through $\ell_1^n$ is bounded. These reproduce and in some cases improve upon the performance of previous algorithms by Brand\~ao-Christandl-Yard and followup work, which were based on the Sum-of-Squares hierarchy and whose analysis used techniques from quantum information such as the monogamy principle of entanglement. Our algorithms, by contrast, are based on brute force enumeration over carefully chosen covering nets. These have the advantage of using less memory, having much simpler proofs and giving new geometric insights into the problem. Net-based algorithms for similar problems were also presented by Shi-Wu and Barak-Kelner-Steurer, but in each case with a run-time that is exponential in the rank of some matrix. We achieve polynomial or quasipolynomial runtimes by using the much smaller nets that exist in $\ell_1$ spaces. This principle has been used in learning theory, where it is known as Maurey's empirical method.Comment: 24 page