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Optimal control for an elliptic system with pointwise Euclidean norm constraints on the control variables is investigated. First order optimality conditions are derived in a manner that is amenable for numerical realisation. An efficient semismooth Newton algorithm is proposed based on this optimality system. Numerical examples are given to validate the superlinear convergence of the semismooth Newton algorithm. [ABSTRACT FROM AUTHOR]

We investigate an inverse problem of identifying a Robin coefficient with a sparse structure in the Laplace equation from noisy boundary measurements. The sparse structure of the Robin coefficient γ is understood as a small perturbation of a reference profile γ in the sense that their difference γ− γ has a small support. This problem is formulated as an optimal control problem with an L-regularization term. An iteratively reweighted least-squares algorithm with an inner semismooth Newton iteration is employed to solve the resulting optimization problem, and the convergence of the iteratively weighted least-squares algorithm is established. Numerical results for two-dimensional problems are presented to illustrate the efficiency of the proposed method. [ABSTRACT FROM AUTHOR]

We propose a fast Newton algorithm for ℓ 0 regularized high-dimensional generalized linear models based on support detection and root finding. We refer to the proposed method as GSDAR. GSDAR is developed based on the KKT conditions for ℓ 0 -penalized maximum likelihood estimators and generates a sequence of solutions of the KKT system iteratively. We show that GSDAR can be equivalently formulated as a generalized Newton algorithm. Under a restricted invertibility condition on the likelihood function and a sparsity condition on the regression coefficient, we establish an explicit upper bound on the estimation errors of the solution sequence generated by GSDAR in supremum norm and show that it achieves the optimal order in finite iterations with high probability. Moreover, we show that the oracle estimator can be recovered with high probability if the target signal is above the detectable level. These results directly concern the solution sequence generated from the GSDAR algorithm, instead of a theoretically defined global solution. We conduct simulations and real data analysis to illustrate the effectiveness of the proposed method. [ABSTRACT FROM AUTHOR]