Convergence Rate Analysis of a Proposed Function Space Algorithm (FSA)
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Date
2014
Journal Title
Journal ISSN
Volume Title
Publisher
Faculty of Physical Sciences, University of Ilorin
Abstract
Abstract
In this work, the numerical implementation of Function Space Algorithms (FSA) for the solution of quadratic
continuous cost functional was considered. It is used to solve Reaction Diffusion Control problems. It
considered specifically a parabolic problem characterized by dynamics constraints and the results obtained
analyzed. The cumbersome nature of the line search techniques associated with FSA was addressed by time
discretization approach. It is shown that the convergence rate of FSA improves as the penalty parameter grows.
Description
Keywords
Optimization, FSA, Penalty parameter, Constraints,, Convergence rate, Parameter