An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations
نویسندگان
چکیده
Abstract This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well integer constraints on the control. Moreover, observations are assumed in objective function. The resulting problem poses several numerical challenges due to mixture of combinatorial aspects, induced variables, and large scale algebra issues, arising from PDE discretization. Since classical solution approaches such branch-and-bound framework typically overwhelmed large-scale problems, this extends an improved penalty algorithm proposed authors, setting. main contribution is novel combination interior point method, preconditioning, model order reduction yielding tailored local optimization solver at heart overall procedure. A thorough investigation carried out both for heat convection-diffusion demonstrating versatility approach.
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2022
ISSN: ['0926-6003', '1573-2894']
DOI: https://doi.org/10.1007/s10589-022-00386-8