@article{1114.49033, author="Hinterm\"uller, Michael and Vicente, Lu\'{\i}s N.", title="{Space mapping for optimal control of partial differential equations.}", language="English", journal="SIAM J. Optim. ", volume="15", number="4", pages="1002-1025", year="2005", doi={10.1137/S105262340342907X}, abstract="{Summary: Solving optimal control problems for nonlinear partial differential equations represents a significant numerical challenge due to the tremendous size and possible model difficulties (e.g., nonlinearities) of the discretized problems. In this paper, a novel space-mapping technique for solving the aforementioned problem class is introduced, analyzed, and tested. The advantage of the space-mapping approach compared to classical multigrid techniques lies in the flexibility of not only using grid coarsening as a model reduction but also employing (perhaps less nonlinear) surrogates. The space mapping is based on a regularization approach which, in contrast to other space-mapping techniques, results in a smooth mapping and, thus, avoids certain irregular situations at kinks. A new Broyden update formula for the sensitivities of the space map is also introduced. This quasi-Newton update is motivated by the usual secant condition combined with a secant condition resulting from differentiating the space-mapping surrogate. The overall algorithm employs a trust-region framework for global convergence. Issues involved in the computations are highlighted, and a report on a few illustrative numerical tests is given.}", keywords="{space mapping; optimal control of PDEs; simulation-based optimization; PDE-constrained optimization; trust regions; quasi-Newton methods}", classmath="{*49M15 (Methods of Newton-Raphson, Galerkin and Ritz types) 49K20 (Optimal control problems with PDE (nec./ suff.)) 49M25 (Finite difference methods) 90C26 (Nonconvex programming) 90C53 (Methods of quasi-Newton type) }", }