Feasible and Noninterior Path-Following in Constrained Minimization with Low Multiplier Regularity
Feasible and Noninterior Path-Following in Constrained Minimization with Low Multiplier Regularity
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DOI：
10.1137/050637480
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发表时间：
2006-09
期刊：
影响因子：
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通讯作者：
M. Hintermüller;K. Kunisch
中科院分区：
文献类型：
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作者：
M. Hintermüller;K. Kunisch
介绍并分析了低乘子正则性函数空间中约束最小化问题的原对偶路径跟踪方法。证明了路径的正则性。路径结构允许我们定义近似模型，用于在计算原始问题的解的迭代过程中控制路径参数。采用半光滑牛顿方法有效地求解了新路径跟踪技术的Moreau-Yosida正则化子问题。给出了整体算法概念，并对状态约束最优控制问题进行了数值测试（包括与原始对偶路径跟踪内点法的比较），验证了新概念的有效性。
Primal-dual path-following methods for constrained minimization problems in function space with low multiplier regularity are introduced and analyzed. Regularity properties of the path are proved. The path structure allows us to define approximating models, which are used for controlling the path parameter in an iterative process for computing a solution of the original problem. The Moreau-Yosida regularized subproblems of the new path-following technique are solved efficiently by semismooth Newton methods. The overall algorithmic concept is provided, and numerical tests (including a comparison with primal-dual path-following interior point methods) for state constrained optimal control problems show the efficiency of the new concept.