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A conjugate gradient method for distributed optimal control problems with nonhomogeneous Helmholtz equation

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  • Zhang, Zemian
  • Chen, Xuesong

Abstract

A conjugate gradient algorithm with strong Wolfe-Powell line search for distributed optimal control problem is proposed. The optimal system has been discussed in [1]. The proposed algorithm is employed to solve the problem in infinite dimensional function space. With low complexity, it is suitable for large-scale problem. The sufficient descent condition of conjugate gradient and the existence of iterative step are proved. The algorithm also has global convergence property and linear convergence rate. At last, numerical experiments are presented to illustrate the efficiency and the convergence rate of the proposed algorithm.

Suggested Citation

  • Zhang, Zemian & Chen, Xuesong, 2021. "A conjugate gradient method for distributed optimal control problems with nonhomogeneous Helmholtz equation," Applied Mathematics and Computation, Elsevier, vol. 402(C).
    • Handle: RePEc:eee:apmaco:v:402:y:2021:i:c:s0096300321000679
    DOI: 10.1016/j.amc.2021.126019
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    References listed on IDEAS

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    1. William W. Hager & Hongyan Hou & Subhashree Mohapatra & Anil V. Rao & Xiang-Sheng Wang, 2019. "Convergence rate for a Radau hp collocation method applied to constrained optimal control," Computational Optimization and Applications, Springer, vol. 74(1), pages 275-314, September.
    2. Hongwei Liu & Zexian Liu, 2019. "An Efficient Barzilai–Borwein Conjugate Gradient Method for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 879-906, March.
    3. Jun Liu & Mingqing Xiao, 2016. "A leapfrog semi-smooth Newton-multigrid method for semilinear parabolic optimal control problems," Computational Optimization and Applications, Springer, vol. 63(1), pages 69-95, January.
    4. William W. Hager & Hongyan Hou & Subhashree Mohapatra & Anil V. Rao & Xiang-Sheng Wang, 2019. "Correction to: Convergence rate for a Radau hp collocation method applied to constrained optimal control," Computational Optimization and Applications, Springer, vol. 74(1), pages 315-316, September.
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