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dc.contributor.authorJensen, Bjørn
dc.contributor.authorValkonen, Tuomo
dc.date.accessioned2024-06-14T11:53:15Z
dc.date.available2024-06-14T11:53:15Z
dc.date.issued2024
dc.identifier.citationJensen, B., & Valkonen, T. (2024). A nonsmooth primal-dual method with interwoven PDE constraint solver. <i>Computational Optimization and Applications</i>, <i>Early online</i>. <a href="https://doi.org/10.1007/s10589-024-00587-3" target="_blank">https://doi.org/10.1007/s10589-024-00587-3</a>
dc.identifier.otherCONVID_220430934
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/95907
dc.description.abstractWe introduce an efficient first-order primal-dual method for the solution of nonsmooth PDE-constrained optimization problems. We achieve this efficiency through not solving the PDE or its linearisation on each iteration of the optimization method. Instead, we run the method interwoven with a simple conventional linear system solver (Jacobi, Gauss–Seidel, conjugate gradients), always taking only one step of the linear system solver for each step of the optimization method. The control parameter is updated on each iteration as determined by the optimization method. We prove linear convergence under a second-order growth condition, and numerically demonstrate the performance on a variety of PDEs related to inverse problems involving boundary measurements.en
dc.format.mimetypeapplication/pdf
dc.language.isoeng
dc.publisherSpringer
dc.relation.ispartofseriesComputational Optimization and Applications
dc.rightsCC BY 4.0
dc.subject.otherprimal-dual
dc.subject.othernonsmooth
dc.subject.otherPDE-constrained
dc.subject.othersplitting
dc.subject.otherJacobi
dc.subject.otherGauss–Seidel
dc.titleA nonsmooth primal-dual method with interwoven PDE constraint solver
dc.typearticle
dc.identifier.urnURN:NBN:fi:jyu-202406144673
dc.contributor.laitosInformaatioteknologian tiedekuntafi
dc.contributor.laitosFaculty of Information Technologyen
dc.type.urihttp://purl.org/eprint/type/JournalArticle
dc.type.coarhttp://purl.org/coar/resource_type/c_2df8fbb1
dc.description.reviewstatuspeerReviewed
dc.relation.issn0926-6003
dc.relation.volumeEarly online
dc.type.versionpublishedVersion
dc.rights.copyright© The Author(s) 2024
dc.rights.accesslevelopenAccessfi
dc.subject.ysonumeeriset menetelmät
dc.subject.ysonumeerinen analyysi
dc.subject.ysoosittaisdifferentiaaliyhtälöt
dc.subject.ysomatemaattinen optimointi
dc.subject.ysosäätöteoria
dc.format.contentfulltext
jyx.subject.urihttp://www.yso.fi/onto/yso/p6588
jyx.subject.urihttp://www.yso.fi/onto/yso/p15833
jyx.subject.urihttp://www.yso.fi/onto/yso/p12392
jyx.subject.urihttp://www.yso.fi/onto/yso/p17635
jyx.subject.urihttp://www.yso.fi/onto/yso/p868
dc.rights.urlhttps://creativecommons.org/licenses/by/4.0/
dc.relation.doi10.1007/s10589-024-00587-3
jyx.fundinginformationOpen Access funding provided by University of Helsinki (including Helsinki University Central Hospital). This research has been supported by the Academy of Finland Grants 314701, 320022, and 345486.
dc.type.okmA1


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