Title of article
Quantitative stability analysis of optimal solutions in PDE-constrained optimization
Author/Authors
Brandes، نويسنده , , Kerstin and Griesse، نويسنده , , Roland، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
19
From page
908
To page
926
Abstract
PDE-constrained optimization problems under the influence of perturbation parameters are considered. A quantitative stability analysis for local optimal solutions is performed. The perturbation directions of greatest impact on an observed quantity are characterized using the singular value decomposition of a certain linear operator. An efficient numerical method is proposed to compute a partial singular value decomposition for discretized problems, with an emphasis on infinite-dimensional parameter and observation spaces. Numerical examples are provided.
Keywords
PDE-constrained optimization , Parametric sensitivity analysis , stability , Singular value decomposition
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2007
Journal title
Journal of Computational and Applied Mathematics
Record number
1554008
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