Guaranteed lower bounds for cost functionals of time-periodic parabolic optimization problems
Autor: | Monika Wolfmayr |
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Rok vydání: | 2020 |
Předmět: |
Optimization problem
time-periodic condition multiharmonic finite element method Discretization two-sided bounds Systems and Control (eess.SY) 010103 numerical & computational mathematics System of linear equations Electrical Engineering and Systems Science - Systems and Control 01 natural sciences Upper and lower bounds Saddle point FOS: Mathematics FOS: Electrical engineering electronic engineering information engineering Applied mathematics Mathematics - Numerical Analysis Boundary value problem 0101 mathematics Mathematics - Optimization and Control Mathematics osittaisdifferentiaaliyhtälöt 35Kxx 65M60 65M70 65M15 65K10 parabolic optimal control problems Numerical Analysis (math.NA) matemaattinen optimointi Optimal control Finite element method 010101 applied mathematics Computational Mathematics Computational Theory and Mathematics Optimization and Control (math.OC) Modeling and Simulation a posteriori error analysis numeerinen analyysi guaranteed lower bounds |
Zdroj: | Computers & Mathematics with Applications. 80:1050-1072 |
ISSN: | 0898-1221 |
DOI: | 10.1016/j.camwa.2020.04.021 |
Popis: | In this paper, a new technique is shown for deriving computable, guaranteed lower bounds of functional type (minorants) for two different cost functionals subject to a parabolic time-periodic boundary value problem. Together with previous results on upper bounds (majorants) for one of the cost functionals, both minorants and majorants lead to two-sided estimates of functional type for the optimal control problem. Both upper and lower bounds are derived for the second new cost functional subject to the same parabolic PDE-constraints, but where the target is a desired gradient. The time-periodic optimal control problems are discretized by the multiharmonic finite element method leading to large systems of linear equations having a saddle point structure. The derivation of preconditioners for the minimal residual method for the new optimization problem is discussed in more detail. Finally, several numerical experiments for both optimal control problems are presented confirming the theoretical results obtained. This work provides the basis for an adaptive scheme for time-periodic optimization problems. Comment: 27 pages, 10 tables. This work extends the analysis of arXiv:1511.05699 |
Databáze: | OpenAIRE |
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