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Adaptive multilevel inexact SQP methods for PDE-constrained optimization. (English) Zbl 1214.49027

Summary: We present a class of inexact adaptive multilevel trust-region Sequential Quadratic Programming (SQP) methods for the efficient solution of optimization problems governed by nonlinear PDEs. The algorithm starts with a coarse discretization of the underlying optimization problem and provides during the optimization process (1) implementable criteria for an adaptive refinement strategy of the current discretization based on local error estimators and (2) implementable accuracy requirements for iterative solvers of the linearized PDE and adjoint PDE on the current grid. We prove global convergence to a stationary point of the infinite-dimensional problem. Moreover, we illustrate how the adaptive refinement strategy of the algorithm can be implemented by using existing reliable a posteriori error estimators for the state and the adjoint equations. Numerical results are presented.

MSC:

49M25 Discrete approximations in optimal control
65F20 Numerical solutions to overdetermined systems, pseudoinverses
65M50 Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs
65M60 Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type