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Title: A nonmonotone line search for the LBFGS method in parabolic optimal control problems (English)
Author: Solaymani Fard, Omid
Author: Sarani, Farhad
Author: Hashemi Borzabadi, Akbar
Author: Nosratipour, Hadi
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 55
Issue: 1
Year: 2019
Pages: 183-202
Summary lang: English
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Category: math
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Summary: In this paper a nonmonotone limited memory BFGS (NLBFGS) method is applied for approximately solving optimal control problems (OCPs) governed by one-dimensional parabolic partial differential equations. A discretized optimal control problem is obtained by using piecewise linear finite element and well-known backward Euler methods. Afterwards, regarding the implicit function theorem, the optimal control problem is transformed into an unconstrained nonlinear optimization problem (UNOP). Finally the obtained UNOP is solved by utilizing the NLBFGS method. In comparison to other existing methods, the NLBFGS method shows a significant improvement especially for nonlinear and ill-posed control problems. (English)
Keyword: optimal control
Keyword: parabolic partial differential equations
Keyword: backward Euler method
Keyword: nonmonotone LBFGS method
MSC: 65K10
MSC: 90C30
MSC: 90C53
idZBL: Zbl 07088885
idMR: MR3935421
DOI: 10.14736/kyb-2019-1-0183
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Date available: 2019-05-07T11:18:49Z
Last updated: 2020-02-27
Stable URL: http://hdl.handle.net/10338.dmlcz/147712
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