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A PRIMAL-DUAL PROJECTION ALGORITHM FOR EFFICIENT

delete2021-12-20
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OA
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A
Anton Schiela *
M
Matthias Stöcklein
M
Martin Weiser
DOI:10.1137/20M1380739delete
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摘要

摘要

En 中文
We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with partial differential equations (PDEs). By a primal-dual projection (PDP) iteration, which can be interpreted and analyzed as a gradient method on a quotient space, the given problem can be solved by computing sulutions for a sequence of constrained surrogate problems, projections onto the feasible subspaces, and Lagrange multiplier updates. As a major application we consider a class of optimization problems with PDEs, where PDP can be applied together with a projected conjugate gradient method using a block triangular constraint preconditioner. Numerical experiments show reliable and competitive performance for an optimal control problem in elasticity.
Keyword:
iterative linear solvers
PDE constrained optimization
saddle point problems

期刊

SIAM Journal on Scientific Computing 封面图
SIAM Journal on Scientific Computing
IF:
2.6
论文数:
5.1K
被引数:
1.8W

机构

U
University of Bayreuth
学者数:
7.4K
论文数: 6.7K
被引数: 1.2W
Zuse Institute Berlin 封面图
Zuse Institute Berlin
学者数:
426
论文数: 354
被引数: 367
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