Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces
Michael Ulbrich, "Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces "
English | ISBN: 1611970687 | 2011 | 320 pages | PDF | 4 MB
English | ISBN: 1611970687 | 2011 | 320 pages | PDF | 4 MB
Semismooth Newton methods are a modern class of remarkably powerful and versatile algorithms for solving constrained optimization problems with partial differential equations (PDEs), variational inequalities and related problems. This book provides a comprehensive presentation of these methods in function spaces, choosing a balance between thoroughly developed theory and numerical applications. Although largely self-contained, the book also covers recent developments such as state-constrained problems and offers new material on topics such as improved mesh independence results. The theory and methods are applied to a range of practically important problems, including: • optimal control of nonlinear elliptic differential equations • obstacle problems • flow control of instationary Navier-Stokes fluids In addition, the author covers adjoint-based derivative computation and the efficient solution of Newton systems by multigrid and preconditioned iterative methods.