We consider the linear third order (in time) PDE known as the SMGTJ-equation, defined on a bounded domain, under the action of either Dirichlet or Neumann boundary control \begin{document}$ g $$\end{document}. Optimal interior and boundary regularity results were given in [1], after [41], when \begin{document}$$ g \in L^2(0, T;L^2(\Gamma)) \equiv L^2(\Sigma) $$\end{document}, which, moreover, in the canonical case \begin{document}$$ \gamma = 0 $$\end{document}, were expressed by the well-known explicit representation formulae of the wave equation in terms of cosine/sine operators [19], [17], [24,Vol Ⅱ]. The interior or boundary regularity theory is however the same, whether \begin{document}$$ \gamma = 0 $$\end{document} or \begin{document}$$ 0 \neq \gamma \in L^{\infty}(\Omega) $$\end{document}, since \begin{document}$$ \gamma \neq 0 $$\end{document} is responsible only for lower order terms. Here we exploit such cosine operator based-explicit representation formulae to provide optimal interior and boundary regularity results with \begin{document}$$ g $$\end{document} "smoother" than \begin{document}$$ L^2(\Sigma) $$\end{document}, qualitatively by one unit, two units, etc. in the Dirichlet boundary case. To this end, we invoke the corresponding results for wave equations, as in [17]. Similarly for the Neumann boundary case, by invoking the corresponding results for the wave equation as in [22], [23], [37] for control smoother than \begin{document}$$ L^2(0, T;L^2(\Gamma)) $$\end{document}, and [44] for control less regular in space than \begin{document}$$ L^2(\Gamma) $$\end{document}$. In addition, we provide optimal interior and boundary regularity results when the SMGTJ equation is subject to interior point control, by invoking the corresponding wave equations results [42], [24,Section 9.8.2].
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Algorithm 1030: SC-SR1: MATLAB Software for Limited-memory SR1 Trust-region Methods
We present a MATLAB implementation of the symmetric rank-one (SC-SR1) method that solves trust-region subproblems when a limited-memory symmetric rank-one (L-SR1) matrix is used in place of the true Hessian matrix, which can be used for large-scale optimization. The method takes advantage of two shape-changing norms [Burdakov and Yuan2002; Burdakov et al.2017] to decompose the trust-region subproblem into two separate problems. Using one of the proposed norms, the resulting subproblems have closed-form solutions. Meanwhile, using the other proposed norm, one of the resulting subproblems has a closed-form solution while the other is easily solvable using techniques that exploit the structure of L-SR1 matrices. Numerical results suggest that the SC-SR1 method is able to solve trust-region subproblems to high accuracy even in the so-called “hard case.” When integrated into a trust-region algorithm, extensive numerical experiments suggest that the proposed algorithms perform well, when compared with widely used solvers, such as truncated conjugate-gradients.
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- Award ID(s):
- 1741490
- PAR ID:
- 10560209
- Publisher / Repository:
- Association for Computing Machinery
- Date Published:
- Journal Name:
- ACM Transactions on Mathematical Software
- Volume:
- 48
- Issue:
- 4
- ISSN:
- 0098-3500
- Page Range / eLocation ID:
- 1 to 33
- Subject(s) / Keyword(s):
- Large-scale unconstrained optimization trust-region methods limited-memory quasi-Newton methods symmetric rank-one update shape-changing norm
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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