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M. Heinkenschloss (Rice University)
and F. Tröltzsch (Technical University of Berlin)
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Title:
Introduction to the Theory
and Numerical Solution of PDE Constrained Optimization Problems
Abstract:
Optimization problems governed by partial differential equations (PDEs)
arise in many science and
engineering applications. The development and analysis of efficient methods for
the solution of such problems
and their successful application to practical problems requires techniques from
a number of mathematical
disciplines including functional analysis, optimal control theory, numerical
optimization, numerical PDEs, and
numerical analysis. This tutorial will provide an integrated introduction to the
theory and numerical solution
of PDE constrained optimization problems.
Among the topics covered are the existence and characterization of
solutions to PDE constrained optimization problems. Optimality
conditions and their role in optimization algorithms.
Discretization of PDE constrained optimization problems. Gradient
and second order methods for PDE constrained optimization
problems. Challenges arising in and methods for handling control
and state constraints.
Presentation for download
in pdf format.
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