Abstract

When combining the numerical concept of variational discretization introduced in [Hin03, Hin05] and semi-smooth Newton methods for the numerical solution of pde constrained optimization with control constraints [HIK03, Ulb03] special emphasis has to be placed on the implementation, convergence and globalization of the numerical algorithm. In the present work we address all these issues following [HV]. In particular we prove fast local convergence of the algorithm and propose a globalization strategy which is applicable in many practically relevant mathematical settings. We illustrate our analytical and algorithmical findings by numerical experiments.KeywordsVariational discretizationsemi-smooth Newton methodprimaldual active set strategyElliptic optimal control problemcontrol constraintserror estimates.

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