Portugaliae Mathematica

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Volume 74, Issue 1, 2017, pp. 37–67
DOI: 10.4171/PM/1992

Published online: 2017-05-03

Adaptive multilevel trust-region methods for time-dependent PDE-constrained optimization

Stefan Ulbrich[1] and Jan Carsten Ziems[2]

(1) Technische Hochschule Darmstadt, Germany
(2) Technische Hochschule Darmstadt, Germany

We present a class of adaptive multilevel trust-region methods for the efficient solution of optimization problems governed by time-dependent nonlinear partial differential equations with control constraints. The algorithm is based on the ideas of the adaptive multilevel inexact SQP-method from [26], [27]. It is in particular well suited for problems with time-dependent PDE constraints. Instead of the quasi-normal step in a classical SQP method which results in solving the linearized PDE sufficiently well, in this algorithm a (nonlinear) solver is applied to the current discretization of the PDE. Moreover, different discretizations and solvers for the PDE and the adjoint PDE may be applied. The resulting inexactness of the reduced gradient in the current discretization is controlled within the algorithm. Thus, highly efficient PDE solvers can be coupled with the proposed optimization framework. The algorithm starts with a coarse discretization of the underlying optimization problem and provides during the optimization process implementable criteria for an adaptive refinement strategy of the current discretization based on error estimators. We prove global convergence to a stationary point of the infinite-dimensional problem. Moreover, we illustrate how the adaptive refinement strategy of the algorithm can be implemented by using a posteriori error estimators for the state and the adjoint equation. Numerical results for a semilinear parabolic PDE-constrained problem with pointwise control constraints are presented.

Keywords: Optimal control, adaptive mesh refinement, PDE constraints, finite elements, a posteriori error estimator, trust-region methods

Ulbrich Stefan, Ziems Jan Carsten: Adaptive multilevel trust-region methods for time-dependent PDE-constrained optimization. Port. Math. 74 (2017), 37-67. doi: 10.4171/PM/1992