A Trust Region Method for Parabolic Boundary Control Problems

@article{Kelley1999ATR,
  title={A Trust Region Method for Parabolic Boundary Control Problems},
  author={C. T. Kelley and Ekkehard W. Sachs},
  journal={SIAM Journal on Optimization},
  year={1999},
  volume={9},
  pages={1064-1081}
}
In this paper we develop a trust region algorithm for constrained parabolic boundary control problems. For the computation of a trust region step we propose an iterative scheme which is a projected form of the Steihaug trust region conjugate gradient method. To ensure the good local convergence properties in the terminal phase, a smoothing step at each iteration is added. This step and the projection require the modification of the standard trust region algorithm and its convergence proof. The… CONTINUE READING

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Identification of the support of nonsmoothness

C. T. KELLEY
  • Large Scale Optimization: State of the Art, W. W. Hager, D. W. Hearn, and P. Pardalos, eds., Boston
  • 1994
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