scholarly journals Extension of ADMMAlgorithmin Solving Optimal Control Model Governed by Partial Differential Equation

Author(s):  
Kazeem adebowale Dawodu

This paper presents an Algorithm for the numerical solution of the Optimal Control model constrained by Partial Differential Equation using the Alternating Direction Method of Multipliers (ADMM) accelerated with a parameter factor in the sense of Nesterov. The ADMM tool wasapplied to a partial differential equation-governed optimization problem of the one-dimensional heat equation type. The constraint and objective functions of the optimal control model were discretized using the Crank-Nicolson and Composite Simpson’s Methods respectively into a derived discrete convex optimization form amenable to the ADMM. The primal-dual residuals were derived to ascertain the rate of convergence of themodel for increasing iterates. An existing example was used to test the efficiency and degree of accuracy of the algorithm and the results were favorable when compared the existing method.

2005 ◽  
Vol 2005 (1) ◽  
pp. 61-74 ◽  
Author(s):  
Mehdi Dehghan

The numerical solution of convection-diffusion transport problems arises in many important applications in science and engineering. These problems occur in many applications such as in the transport of air and ground water pollutants, oil reservoir flow, in the modeling of semiconductors, and so forth. This paper describes several finite difference schemes for solving the one-dimensional convection-diffusion equation with constant coefficients. In this research the use of modified equivalent partial differential equation (MEPDE) as a means of estimating the order of accuracy of a given finite difference technique is emphasized. This approach can unify the deduction of arbitrary techniques for the numerical solution of convection-diffusion equation. It is also used to develop new methods of high accuracy. This approach allows simple comparison of the errors associated with the partial differential equation. Various difference approximations are derived for the one-dimensional constant coefficient convection-diffusion equation. The results of a numerical experiment are provided, to verify the efficiency of the designed new algorithms. The paper ends with a concluding remark.


Author(s):  
Majid Darehmiraki ◽  
Mohammad Hadi Farahi ◽  
Sohrab Effati

In this paper, two approaches are used to solve a class of the distributed optimal control problems defined on rectangular domains. In the first approach, a meshless method for solving the distributed optimal control problems is proposed; this method is based on separable representation of state and control functions. The approximation process is done in two fundamental stages. First, the partial differential equation (PDE) constraint is transformed to an algebraic system by weighted residual method, and then, Bezier curves are used to approximate the action of control and state. In the second approach, the Bernstein polynomials together with Galerkin method are utilized to solve partial differential equation coupled system, which is a necessary and sufficient condition for the main problem. The proposed techniques are easy to implement, efficient, and yield accurate results. Numerical examples are provided to illustrate the flexibility and efficiency of the proposed method.


2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
I. Rusagara ◽  
C. Harley

The temperature profile for fins with temperature-dependent thermal conductivity and heat transfer coefficients will be considered. Assuming such forms for these coefficients leads to a highly nonlinear partial differential equation (PDE) which cannot easily be solved analytically. We establish a numerical balance rule which can assist in getting a well-balanced numerical scheme. When coupled with the zero-flux condition, this scheme can be used to solve this nonlinear partial differential equation (PDE) modelling the temperature distribution in a one-dimensional longitudinal triangular fin without requiring any additional assumptions or simplifications of the fin profile.


Author(s):  
Constantin Christof ◽  
Georg Müller

This paper is concerned with the derivation and analysis of first-order necessary optimality conditions for a class of multiobjective optimal control problems governed by an elliptic non-smooth semilinear partial differential equation. Using an adjoint calculus for the inverse of the non-linear and non-differentiable directional derivative of the solution map of the considered PDE, we extend the concept of strong stationarity to the multiobjective setting and demonstrate that the properties of weak and proper Pareto stationarity can also be characterized by suitable multiplier systems that involve both primal and dual quantities. The established optimality conditions imply in particular that Pareto stationary points possess additional regularity properties and that mollification approaches are - in a certain sense - exact for the studied problem class. We further show that the obtained results are closely related to rather peculiar hidden regularization effects that only reveal themselves when the control is eliminated and the problem is reduced to the state. This observation is also new for the case of a single objective function. The paper concludes with numerical experiments that illustrate that the derived optimality systems are amenable to numerical solution procedures.


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