Repository: Freie Universität Berlin, Math Department

Globalization of nonsmooth Newton methods for optimal control problems

Gräser, C. (2008) Globalization of nonsmooth Newton methods for optimal control problems. In: Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2007, the 7th European Conference on Numerical Mathematics and Advanced Applications, Graz, Austria, September 2007 . Springer Berlin Heidelberg, pp. 605-612. ISBN 978-3-540-69776-3


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We present a new approach for the globalization of the primal-dual active set or equivalently the nonsmooth Newton method applied to an optimal control problem. The basic result is the equivalence of this method to a nonsmooth Newton method applied to the nonlinear Schur complement of the optimality system. Our approach does not require the construction of an additional merit function or additional descent direction. The nonsmooth Newton directions are naturally appropriate descent directions for a smooth dual energy and guarantee global convergence if standard damping methods are applied.

Item Type:Book Section
Subjects:Mathematical and Computer Sciences > Mathematics > Numerical Analysis
Divisions:Department of Mathematics and Computer Science > Institute of Mathematics
ID Code:1806
Deposited By: Ekaterina Engel
Deposited On:19 Feb 2016 08:53
Last Modified:03 Mar 2017 14:41

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