Inexact Iterative Bregman Method for Optimal Control Problems. (12th March 2018)

• Record Type: Journal Article
• Authors: Pörner, Frank
• Is Part Of: Numerical functional analysis and optimization. Volume 39:Number 4(2018)
• Page Start: 491
• Page End: 516
• Publication Date: 2018-03-12
• Subjects: Bregman distance -- inexact Bregman method -- optimal control -- source condition; 49N45 -- 49M30 -- 65K10; Functional analysis -- Periodicals; Numerical analysis -- Periodicals; Mathematical optimization -- Periodicals; Numerical Analysis, Computer-Assisted; 515.705
• DOI: 10.1080/01630563.2017.1378232
• Languages: English
• ISSNs: 0163-0563

Abstract

ABSTRACT: In this article, we investigate an inexact iterative regularization method based on generalized Bregman distances of an optimal control problem with control constraints. We show robustness and convergence of the inexact Bregman method under a regularity assumption, which is a combination of a source condition and a regularity assumption on the active sets. We also take the discretization error into account. Numerical results are presented to demonstrate the algorithm.