The semi-smooth Newton method for variationally discretized control constrained elliptic optimal control problems; implementation, convergence and globalization

Combining the numerical concept of variational discretization introduced in [11, 12] and semi-smooth Newton methods for the numerical solution of pde constrained optimization with control constraints [9, 22] we place special emphasis on the implementation and globalization of the numerical algorithm. We prove fast local convergence of a globalized algorithm and illustrate our analytical and algorithmical findings by numerical experiments. Mathematics Subject Classification (2010): 49J20, 49K20, 49M15