An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems

Lukas Hertlein, Anne Therese Rauls, Michael Ulbrich, Stefan Ulbrich

Publikation: Beitrag in Buch/Bericht/KonferenzbandKapitelBegutachtung

2 Zitate (Scopus)

Abstract

The aim of this work is to develop an inexact bundle method for nonsmooth nonconvex minimization in Hilbert spaces and to investigate its application to optimal control problems with deterministic or stochastic obstacle problems as constraints. A central requirement is that (approximate) subgradients can be obtained at given points. The second part of the paper thus studies in detail how subgradients can be obtained for optimal control problems governed by (stochastic) obstacle problems.

OriginalspracheEnglisch
TitelInternational Series of Numerical Mathematics
Herausgeber (Verlag)Springer Science and Business Media Deutschland GmbH
Seiten467-497
Seitenumfang31
DOIs
PublikationsstatusVeröffentlicht - 2022

Publikationsreihe

NameInternational Series of Numerical Mathematics
Band172
ISSN (Print)0373-3149
ISSN (elektronisch)2296-6072

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