Titelaufnahme

Titel
Feasible and noninterior pathfollowing in constrained minimization with low multiplier regularity
Verfasser/ VerfasserinHintermüller, Michael In der Gemeinsamen Normdatei der DNB nachschlagen ; Kunisch, Karl In der Gemeinsamen Normdatei der DNB nachschlagen
Erschienen in
SIAM Journal on Control and Optimization, Philadelphia, Pa., 2006, Jg. 45, H. 4, S. 1198-1221
ErschienenSIAM
Ausgabe
Publisher version
SpracheEnglisch
DokumenttypAufsatz in einer Zeitschrift
Schlagwörter (EN)active set strategy / MoreauYosida regularization / pathfollowing methods / primaldual methods / semismooth Newton methods
ISSN1095-7138
URNurn:nbn:at:at-ubg:3-927 Persistent Identifier (URN)
DOIdoi:10.1137/050637480 
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 Das Werk ist frei verfügbar
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Feasible and noninterior pathfollowing in constrained minimization with low multiplier regularity [1.5 mb]
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Zusammenfassung (Englisch)

Primaldual pathfollowing methods for constrained minimization problems in function space with low multiplier regularity are introduced and analyzed. Regularity properties of the path are proved. The path structure allows us to define approximating models, which are used for controlling the path parameter in an iterative process for computing a solution of the original problem. The MoreauYosida regularized subproblems of the new pathfollowing technique are solved efficiently by semismooth Newton methods. The overall algorithmic concept is provided, and numerical tests (including a comparison with primaldual pathfollowing interior point methods) for state constrained optimal control problems show the efficiency of the new concept.

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