English
Related papers

Related papers: A Joint Tikhonov Regularization and Augmented Lagr…

200 papers

In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…

Optimization and Control · Mathematics 2018-10-25 Veronika Karl , Ira Neitzel , Daniel Wachsmuth

The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are…

Optimization and Control · Mathematics 2024-12-02 Weilong You , Fu Zhang

Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Peter Hansbo , Mats Larson

We make some remarks on a variant of the classical Tikhonov regularization in optimal control under PDEs which allows for a certain flexibility in dealing with non-linearities and state restrictions, in the sense that differential…

Optimization and Control · Mathematics 2019-04-02 Pablo Pedregal

The Tikhonov regularization of linear ill-posed problems with an $\ell^1$ penalty is considered. We recall results for linear convergence rates and results on exact recovery of the support. Moreover, we derive conditions for exact support…

Functional Analysis · Mathematics 2015-05-18 Dirk A. Lorenz , Stefan Schiffler , Dennis Trede

Measuring the error by an l^1-norm, we analyze under sparsity assumptions an l^0-regularization approach, where the penalty in the Tikhonov functional is complemented by a general stabilizing convex functional. In this context, ill-posed…

Numerical Analysis · Mathematics 2018-10-23 Wei Wang , Shuai Lu , Bernd Hofmann , Jin Cheng

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

Numerical Analysis · Mathematics 2015-06-04 Klaus Frick , Markus Grasmair

We study multi-parameter regularization (multiple penalties) for solving linear inverse problems to promote simultaneously distinct features of the sought-for objects. We revisit a balancing principle for choosing regularization parameters…

Numerical Analysis · Mathematics 2013-06-26 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

We consider joint Tikhonov- and Lavrentiev-regularization of control problems with pointwise control- and state-constraints. We derive error estimates for the error which is introduced by the Tikhonov regularization. With the help of this…

Optimization and Control · Mathematics 2010-10-26 Dirk A. Lorenz , Arnd Rösch

We consider Tikhonov regularization of control-constrained optimal control problems. We present new a-priori estimates for the regularization error assuming measure and source-measure conditions. In the special case of bang-bang solutions,…

Optimization and Control · Mathematics 2017-12-08 Nikolaus von Daniels

We consider the stable approximation of sparse solutions to non-linear operator equations by means of Tikhonov regularization with a subquadratic penalty term. Imposing certain assumptions, which for a linear operator are equivalent to the…

Functional Analysis · Mathematics 2009-12-06 Markus Grasmair , Markus Haltmeier , Otmar Scherzer

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

Optimization and Control · Mathematics 2015-07-31 MirSaleh Bahavarnia

We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional. For the numerical treatment, we use variational discretization of its Tikhonov regularization: For the state and the…

Optimization and Control · Mathematics 2017-12-08 Nikolaus von Daniels , Michael Hinze

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos

We present a numerical method for the minimization of constrained optimization problems where the objective is augmented with large quadratic penalties of inconsistent equality constraints. Such objectives arise from quadratic integral…

Optimization and Control · Mathematics 2021-08-16 Martin Neuenhofen , Eric Kerrigan

In this article we propose a novel nonstationary iterated Tikhonov (NIT) type method for obtaining stable approximate solutions to ill-posed operator equations modeled by linear operators acting between Hilbert spaces. Geometrical…

Numerical Analysis · Mathematics 2020-11-12 R. Boiger , A. Leitao , B. F. Svaiter

This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…

Optimization and Control · Mathematics 2023-07-19 Jia Hui , Yuan-Hua Ni

Tikhonov regularization is a common technique used when solving poorly behaved optimization problems. Often, and with good reason, this technique is applied by practitioners in an ad hoc fashion. In this note, we systematically illustrate…

Optimization and Control · Mathematics 2022-12-16 J. Adriazola

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

Machine Learning · Computer Science 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…

Optimization and Control · Mathematics 2017-05-04 Frank Pörner , Daniel Wachsmuth
‹ Prev 1 2 3 10 Next ›