Mesh adaptive multiple shooting for partial differential equations. Part I: linear quadratic optimal control problems

@article{Hesse2009MeshAM,
  title={Mesh adaptive multiple shooting for partial differential equations. Part I: linear quadratic optimal control problems},
  author={Helke Karen Hesse and Guido Kanschat},
  journal={J. Num. Math.},
  year={2009},
  volume={17},
  pages={195-217}
}
Abstract — We devise an indirect multiple shooting (MS) method for PDE constrained optimization with a posteriorierror estimates and local mesh refinement. MS is applied to th e KKT system as is exemplified for a linear quadratic optimal control problem. The setup of MS in function spaces and their discrete analogs is discussed. Error representation formulas based on Galerkin orthogonality are derived. They involve sensitivity analysis by an adjoint pr oblem and employ standard error… CONTINUE READING
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