[图书][B] Lagrange multiplier approach to variational problems and applications
The objective of this monograph is the treatment of a general class of nonlinear variational
problems of the form min y∈ Y, u∈ U ƒ (y, u) subject to e (y, u)= 0, g (y, u)∈ K, 0.0. 1 where …
problems of the form min y∈ Y, u∈ U ƒ (y, u) subject to e (y, u)= 0, g (y, u)∈ K, 0.0. 1 where …
[图书][B] Optimale Steuerung partieller Differentialgleichungen
F Tröltzsch - 2005 - Springer
Die mathematische Optimierung von Vorgängen, die durch partielle Differentialgleichungen
modelliert werden, hat in den letzten Jahren einen beachtlichen Aufschwung genommen …
modelliert werden, hat in den letzten Jahren einen beachtlichen Aufschwung genommen …
[图书][B] Optimal control of nonlinear parabolic systems: theory: algorithms and applications
P Neittaanmaki, D Tiba - 1994 - books.google.com
This book discusses theoretical approaches to the study of optimal control problems
governed by non-linear evolutions-including semi-linear equations, variational inequalities …
governed by non-linear evolutions-including semi-linear equations, variational inequalities …
Parallel Lagrange--Newton--Krylov--Schur methods for PDE-constrained optimization. Part I: The Krylov--Schur solver
Large-scale optimization of systems governed by partial differential equations (PDEs) is a
frontier problem in scientific computation. Reduced quasi-Newton sequential quadratic …
frontier problem in scientific computation. Reduced quasi-Newton sequential quadratic …
Sequential quadratic optimization for nonlinear equality constrained stochastic optimization
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear
optimization problems with equality constraints. The main focus is an algorithm proposed for …
optimization problems with equality constraints. The main focus is an algorithm proposed for …
Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
A worst-case complexity bound is proved for a sequential quadratic optimization (commonly
known as SQP) algorithm that has been designed for solving optimization problems …
known as SQP) algorithm that has been designed for solving optimization problems …
A comparison of a Moreau--Yosida-based active set strategy and interior point methods for constrained optimal control problems
M Bergounioux, M Haddou, M Hintermüller… - SIAM Journal on …, 2000 - SIAM
This research is devoted to the numerical solution of constrained optimal control problems
governed by elliptic partial differential equations. The main purpose is a comparison …
governed by elliptic partial differential equations. The main purpose is a comparison …
Complexity of single loop algorithms for nonlinear programming with stochastic objective and constraints
A Alacaoglu, SJ Wright - International Conference on …, 2024 - proceedings.mlr.press
We analyze the sample complexity of single-loop quadratic penalty and augmented
Lagrangian algorithms for solving nonconvex optimization problems with functional equality …
Lagrangian algorithms for solving nonconvex optimization problems with functional equality …
Trust-region interior-point SQP algorithms for a class of nonlinear programming problems
In this paper, a family of trust-region interior-point sequential quadratic programming (SQP)
algorithms for the solution of a class of minimization problems with nonlinear equality …
algorithms for the solution of a class of minimization problems with nonlinear equality …
A framework for automated PDE-constrained optimisation
SW Funke, PE Farrell - arXiv preprint arXiv:1302.3894, 2013 - arxiv.org
A generic framework for the solution of PDE-constrained optimisation problems based on
the FEniCS system is presented. Its main features are an intuitive mathematical interface, a …
the FEniCS system is presented. Its main features are an intuitive mathematical interface, a …