Indexed by:期刊论文
Date of Publication:2018-08-01
Journal:NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Included Journals:SCIE、CPCI-S
Volume:25
Issue:4,SI
ISSN No.:1070-5325
Key Words:finite-element method; inexact semiproximal ADMM; optimal control; semismooth Newton method
Abstract:Elliptic optimal control problems with pointwise box constraints on the control are considered. To numerically solve elliptic optimal control problems with pointwise box constraints on the control, an inexact alternating direction method of multipliers (iADMM) is first proposed on the continuous level with the aim of solving discretized problems with moderate accuracy. Then, the standard piecewise linear finite element is employed to discretize the related subproblems appearing in each iteration of the iADMM algorithm. Such approach will give us the freedom to discretize two inner subproblems of the iADMM algorithm by different discretized scheme, respectively. More importantly, it should be emphasized that the discretized version of the iADMM algorithm can be regarded as a modification of the inexact semiproximal ADMM (isPADMM) algorithm. In order to obtain more accurate solution, the primal-dual active set method is used as a postprocessor of the isPADMM. Numerical results not only show that the isPADMM and the two-phase strategy are highly efficient but also show the mesh independence of the isPADMM.
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender:Male
Alma Mater:吉林大学
Degree:Doctoral Degree
School/Department:数学科学学院
Discipline:Computational Mathematics. Financial Mathematics and Actuarial Science
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