Moreau–Yosida Regularization in State Constrained Elliptic Control Problems: Error Estimates and Parameter Adjustment
Michael Hintermüller, Michael Hinze
Abstract
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Michael Hintermüller, Michael Hinze
Abstract
Open-access reader
An adjustment scheme for the regularization parameter of a Moreau–Yosida-based regularization, or relaxation, approach to the numerical solution of pointwise state constrained elliptic optimal control problems is introduced. The method utilizes error estimates of an associated finite element discretization of the regularized problems for the optimal selection of the regularization parameter in dependence on the mesh size of discretization and error estimates for the approximation error due to regularization. The theoretical results are verified numerically.
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An adjustment scheme for the regularization parameter of a Moreau–Yosida-based regularization, or relaxation, approach to the numerical solution of pointwise state constrained elliptic optimal control problems is introduced. The method utilizes error estimates of an associated finite element discretization of the regularized problems for the optimal selection of the regularization parameter in dependence on the mesh size of discretization and error estimates for the approximation error due to regularization. The theoretical results are verified numerically.
Key concepts: Pointwise, Regularization (linguistics), Discretization, Mathematics, Discretization error, Regularization perspectives on support vector machines, Finite element method, Applied mathematics