An FE-Inexact Heterogeneous ADMM for Elliptic Optimal Control Problems with L1-Control Cost

(整期优先)网络出版时间:2018-06-16
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EllipticPDE-constrainedoptimalcontrolproblemswithL^1-controlcost(L^1-EOCP)areconsidered.TosolveL^1-EOCP,theprimal-dualactiveset(PDAS)method,whichisaspecialsemismoothNewton(SSN)method,usedtobeapriority.However,ingeneralsolvingNewtonequationsisexpensive.Motivatedbythesuccessofalternatingdirectionmethodofmultipliers(ADMM),weconsiderextendingtheADMMtoL^1-EOCP.TodiscretizeL^1-EOCP,thepiecewiselinearfiniteelement(FE)isconsidered.However,differentfromthefinitedimensionalL^1-norm,thediscretizedL^1-normdoesnothaveadecoupledform.Toovercomethisdifficulty,aneffectiveapproachisutilizingnodalquadratureformulastoapproximatelydiscretizetheL^1-normandL^2-norm.Itisprovedthattheseapproximationstepswillnotchangetheorderoferrorestimates.Tosolvethediscretizedproblem,aninexactheterogeneousADMM(ihADMM)isproposed.DifferentfromtheclassicalADMM,theihADMMadoptstwodifferentweightedinnerproductstodefinetheaugmentedLagrangianfunctionintwosubproblems,respectively.Benefitingfromsuchdifferentweightedtechniques,twosubproblemsofihADMMcanbeefficientlyimplemented.Furthermore,theoreticalresultsontheglobalconvergenceaswellastheiterationcomplexityresultso(1/k)forihADMMaregiven.Inordertoobtainmoreaccuratesolution,atwo-phasestrategyisalsopresented,inwhichtheprimal-dualactiveset(PDAS)methodisusedasapostprocessoroftheihADMM.Numericalresultsnotonlyconfirmerrorestimates,butalsoshowthattheihADMMandthetwo-phasestrategyarehighlyefficient.