Iteration Method for Constrained Optimization Problems Governed by PDE
Commun. Korean Math. Soc. 1998 Vol. 13, No. 1, 195-209
Hyung-Chun Lee Ajou University
Abstract : In this paper we present a new iteration method for solving optimization problems governed by partial differential equations. We generalize the existing methods such as simple gradient methods and pseudo-time methods to get an efficient iteration method. Numerical tests show that the convergence of the new iteration method is much faster than those of the pseudo-time methods especially when the parameter $\sigma$ in the cost functional is small.
