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Wavelet Schemes for Linear-Quadratic Elliptic Control Problems

In: Operations Research Proceedings 2005

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  • Angela Kunoth

    (Universität Bonn)

Abstract

Summary This paper discusses the efficient numerical solution of a class of continuous optimization problems which are characterized by minimizing a tracking-type quadratic control functional subject to constraints in form of a linear elliptic partial differential equation (PDE) together with appropriate boundary conditions. For such problems, discretizations in terms of (domain-adapted biorthogonal spline-)wavelets offer several favorable properties over conventional approaches: from the evaluation of non-integer Sobolev norms in the objective functional over well-conditioned coupled linear systems of equations up to adaptive solution schemes with provable convergence and optimal convergence rates.

Suggested Citation

  • Angela Kunoth, 2006. "Wavelet Schemes for Linear-Quadratic Elliptic Control Problems," Operations Research Proceedings, in: Hans-Dietrich Haasis & Herbert Kopfer & Jörn Schönberger (ed.), Operations Research Proceedings 2005, pages 453-458, Springer.
    • Handle: RePEc:spr:oprchp:978-3-540-32539-0_71
    DOI: 10.1007/3-540-32539-5_71
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