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An Adaptive Newton Algorithm for Optimal Control Problems with Application to Optimal Electrode Design

Author

Listed:
  • Thomas Carraro

    (Heidelberg University)

  • Simon Dörsam

    (Heidelberg University)

  • Stefan Frei

    (University College London)

  • Daniel Schwarz

    (Behavioural Neurophysiology, Max Planck Institute for Medical Research
    Heidelberg University Hospital
    University of Heidelberg)

Abstract

In this work, we present an adaptive Newton-type method to solve nonlinear constrained optimization problems, in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive strategy is based on a goal-oriented a posteriori error estimation for the discretization and for the iteration error. The iteration error stems from an inexact solution of the nonlinear system of first-order optimality conditions by the Newton-type method. This strategy allows one to balance the two errors and to derive effective stopping criteria for the Newton iterations. The algorithm proceeds with the search of the optimal point on coarse grids, which are refined only if the discretization error becomes dominant. Using computable error indicators, the mesh is refined locally leading to a highly efficient solution process. The performance of the algorithm is shown with several examples and in particular with an application in the neurosciences: the optimal electrode design for the study of neuronal networks.

Suggested Citation

  • Thomas Carraro & Simon Dörsam & Stefan Frei & Daniel Schwarz, 2018. "An Adaptive Newton Algorithm for Optimal Control Problems with Application to Optimal Electrode Design," Journal of Optimization Theory and Applications, Springer, vol. 177(2), pages 498-534, May.
  • Handle: RePEc:spr:joptap:v:177:y:2018:i:2:d:10.1007_s10957-018-1242-4
    DOI: 10.1007/s10957-018-1242-4
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    References listed on IDEAS

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    1. D. Schwarz & M. Kollo & C. Bosch & C. Feinauer & I. Whiteley & T. W. Margrie & T. Cutforth & A. T. Schaefer, 2018. "Architecture of a mammalian glomerular domain revealed by novel volume electroporation using nanoengineered microelectrodes," Nature Communications, Nature, vol. 9(1), pages 1-14, December.
    2. W. Wollner, 2010. "A posteriori error estimates for a finite element discretization of interior point methods for an elliptic optimization problem with state constraints," Computational Optimization and Applications, Springer, vol. 47(1), pages 133-159, September.
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