Numerical solution of a nonlinear parabolic control problem by a reduced SQP method

DOI10.1007/BF00247656zbMath0771.49010OpenAlexW2024541916MaRDI QIDQ1202589

F.-S. Kupfer, Ekkehard W. Sachs

Publication date: 14 February 1993

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00247656

zbMATH Keywords

nonlinear heat equationnonlinear diffusionsuccessive quadratic programminginfinite-dimensional optimizationboundary inputheating of kilns

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Quadratic programming (90C20) Differential games and control (49N70) Heat equation (35K05) Existence theories for optimal control problems involving partial differential equations (49J20) Pursuit and evasion games (49N75) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (12)

Discretization of parameter identification in PDEs using neural networks ⋮ An SQP method for optimal control of weakly singular Hammerstein integral equations ⋮ Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization ⋮ Global convergence of inexact reduced sqp methods ⋮ Fully implicit Lagrange–Newton–Krylov–Schwarz algorithms for boundary control of unsteady incompressible flows ⋮ Two-level space-time domain decomposition methods for flow control problems ⋮ A Sequential Method for a Class of Stable Mathematical Programming Problems ⋮ The Tangential Cone Condition for Some Coefficient Identification Model Problems in Parabolic PDEs ⋮ Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization ⋮ Local analysis of a new multipliers method ⋮ Parallel generalized Lagrange-Newton method for fully coupled solution of PDE-constrained optimization problems with bound-constraints ⋮ Iterative regularization for constrained minimization formulations of nonlinear inverse problems

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