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PDE-Constrained Optimization: Optimal control with L 1-Regularization, State and Control Box Constraints

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Book cover Numerical Mathematics and Advanced Applications ENUMATH 2019

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 139))

Abstract

We present a method for solving optimal control problems constrained by a partial differential equation, where we simultaneously impose sparsity-promoting L 1-regularization on the control as well as box constraints on both the control and the state. We focus on numerical implementation aspects and on preconditioners used when solving the arising linear systems.

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Acknowledgements

This work was supported by VR Grant 2017-03749 Mathematics and numerics in PDE-constrained optimization problems with state and control constraints, 2018–2022.

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Correspondence to Ivo Dravins .

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Dravins, I., Neytcheva, M. (2021). PDE-Constrained Optimization: Optimal control with L 1-Regularization, State and Control Box Constraints. In: Vermolen, F.J., Vuik, C. (eds) Numerical Mathematics and Advanced Applications ENUMATH 2019. Lecture Notes in Computational Science and Engineering, vol 139. Springer, Cham. https://doi.org/10.1007/978-3-030-55874-1_31

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