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

  title={Adaptive multilevel trust-region methods for time-dependent PDE-constrained optimization},
  author={Stefan Ulbrich and J. Carsten Ziems},
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… CONTINUE READING


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A recursive l ∞ - trust - region method for bound - constrained nonlinear optimization

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