On the SQH scheme to solve non-smooth PDE optimal control problems

Please always quote using this URN: urn:nbn:de:bvb:20-opus-180936
  • A sequential quadratic Hamiltonian (SQH) scheme for solving different classes of non-smooth and non-convex PDE optimal control problems is investigated considering seven different benchmark problems with increasing difficulty. These problems include linear and nonlinear PDEs with linear and bilinear control mechanisms, non-convex and discontinuous costs of the controls, L\(^1\) tracking terms, and the case of state constraints. The SQH method is based on the characterisation of optimality of PDE optimal control problems by the Pontryagin'sA sequential quadratic Hamiltonian (SQH) scheme for solving different classes of non-smooth and non-convex PDE optimal control problems is investigated considering seven different benchmark problems with increasing difficulty. These problems include linear and nonlinear PDEs with linear and bilinear control mechanisms, non-convex and discontinuous costs of the controls, L\(^1\) tracking terms, and the case of state constraints. The SQH method is based on the characterisation of optimality of PDE optimal control problems by the Pontryagin's maximum principle (PMP). For each problem, a theoretical discussion of the PMP optimality condition is given and results of numerical experiments are presented that demonstrate the large range of applicability of the SQH scheme.show moreshow less

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Author: Tim Breitenbach, Alfio Borzì
URN:urn:nbn:de:bvb:20-opus-180936
Document Type:Preprint
Faculties:Fakultät für Mathematik und Informatik / Institut für Mathematik
Language:English
Parent Title (English):Numerical Functional Analysis and Optimization
Year of Completion:2019
Source:Numerical Functional Analysis and Optimization 2019, 40:13, 1489-1531, DOI: 10.1080/01630563.2019.1599911
DOI:https://doi.org/10.1080/01630563.2019.1599911
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Tag:Pontryagin maximum principle; SQH method; non-smooth optimization; nonconvex optimization
Release Date:2020/04/27
Note:
This is an Accepted Manuscript of an article published by Taylor & Francis in Numerical Functional Analysis and Optimization on 27.04.2019, available online: http://www.tandfonline.com/10.1080/01630563.2019.1599911.
Licence (German):License LogoDeutsches Urheberrecht