Abstract
Especially on fine space discretizations we obtain large scale quadratic subproblems (5.34) in the inexact SQP method described in Chapter 5. The goal of this chapter is to present a condensing approach which is one of two steps for the solution of these large scale QPs. It consists of a structure exploiting elimination of all discretized PDE variables from the QP. The resulting equivalent QP is of much smaller, grid-independent size and can then, in a second step, be solved by, e.g., a Parametric Active Set Method (PASM) which we describe in Chapter 9.
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© 2014 Springer Fachmedien Wiesbaden
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Potschka, A. (2014). Condensing. In: A Direct Method for Parabolic PDE Constrained Optimization Problems. Advances in Numerical Mathematics. Springer Spektrum, Wiesbaden. https://doi.org/10.1007/978-3-658-04476-3_8
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DOI: https://doi.org/10.1007/978-3-658-04476-3_8
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Publisher Name: Springer Spektrum, Wiesbaden
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Online ISBN: 978-3-658-04476-3
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