Nonlinear optimization in Hilbert space using Sobolev gradients with applications

Parimah Kazemi; Robert Renka

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arXiv · 1112.3150

Nonlinear optimization in Hilbert space using Sobolev gradients with applications

Parimah Kazemi·Robert Renka

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Abstract

The problem of finding roots or solutions of a nonlinear partial differential equation may be formulated as the problem of minimizing a sum of squared residuals. One then defines an evolution equation so that in the asymptotic limit a minimizer, and often a solution of the PDE, is obtained. The corresponding discretized nonlinear least squares problem is an often met problem in the field of numerical optimization, and thus there exist a wide variety of methods for solving such problems. We review here Newton's method from nonlinear optimization both in a discrete and continuous setting and present results of a similar nature for the Levernberg-Marquardt method. We apply these results to the Ginzburg-Landau model of superconductivity.

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Parimah Kazemi, Robert Renka. 2011-12-14. Nonlinear optimization in Hilbert space using Sobolev gradients with applications. https://arxiv.org/abs/1112.3150

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