Two reduced non-smooth Newton's methods for discretised state constrained optimal control problem governed by advection-diffusion equation

Abstract

We are interested in solving numerically an optimal control problem governed by advection-diffusion equation with state inequality constraints. This problem can be implemented to modelise the minimisation of air pollution. First the infinite dimensional problem is discretised by application of the upwind symmetric interior penalty galerkin (SIPG) method. Then, we write the optimality conditions for the discretised problem. We reformulate these conditions into an equivalent system of nonlinear and non-smooth equations by the use of the Fischer-Burmeister function. Then, two effective algorithms that combine the non-smooth Newton's method and an active (index) set technique or pseudo inverse method are applied to solve this system. At the end, numerical examples are presented to illustrate the performance of our methods.