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Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces (Mps-Siam Optimization)

Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces (Mps-Siam Optimization)

Current price: $129.95
Publication Date: July 28th, 2011
Publisher:
Society for Industrial and Applied Mathematic
ISBN:
9781611970685
Pages:
320

Description

Semismooth Newton methods are a modern class of remarkably powerful and versatile algorithms for solving constrained optimization problems with partial differential equations (PDEs), variational inequalities and related problems. This book provides a comprehensive presentation of these methods in function spaces, choosing a balance between thoroughly developed theory and numerical applications. Although largely self-contained, the book also covers recent developments such as state-constrained problems and offers new material on topics such as improved mesh independence results. The theory and methods are applied to a range of practically important problems, including: - optimal control of nonlinear elliptic differential equations - obstacle problems - flow control of instationary Navier-Stokes fluids In addition, the author covers adjoint-based derivative computation and the efficient solution of Newton systems by multigrid and preconditioned iterative methods.