49K20 Problems involving partial differential equations
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Uniqueness criteria for solutions of the adjoint equation in state-constrained optimal control
(2010)
The paper considers linear elliptic equations with regular Borel measures as inhomogeneity. Such equations frequently appear in state-constrained optimal control
problems. By a counter-example of Serrin, it is known that, in the presence of
non-smooth data, a standard weak formulation does not ensure uniqueness for such
equations. Therefore several notions of solution have been developed that guarantee
uniqueness. In this note, we compare different definitions of solutions, namely the ones
of Stampacchia and the two notions of solutions of Casas and Alibert-Raymond, and show that they are the same. As side results, we reformulate the solution
in the sense of Stampacchia, and prove the existence and uniqueness of solutions in
in case of mixed boundary conditions.
We consider first order optimality conditions for state constrained optimal control problems. In particular we study the case where the state equation has not enough regularity to admit existence of a Slater point in function space. We overcome this difficulty by a special transformation. Under a density condition we show existence of Lagrange multipliers, which have a representation via measures and additional regularity properties.
An adjustment scheme for the relaxation parameter of interior point approaches to the numerical solution of pointwise state constrained elliptic optimal control problems is introduced. The method is based on error estimates of an associated finite element discretization of the relaxed problems and optimally selects the relaxation parameter in dependence on the mesh size of discretization. The finite element analysis for the relaxed problems is carried out and a numerical example is presented which confirms our analytical findings.
We discuss first order optimality conditions for state constrained optimal control problems. Our concern is the treatment of problems, where the solution of the state equation is not known to be continuous, as in the case of boundary control in three space dimensions or optimal control with parabolic partial differential equations. We show existence of measure valued Lagrangian multipliers, which have just enough additional regularity to be applicable to all possibly discontinuous solutions of the state equation.
A continuity result for Nemyckii Operators and some applications in PDE constrained optimal control
(2006)
This work explores two applications of a classical result on the continuity of Nemyckii operators to optimal control with PDEs. First, we present an alternative approach to the analysis of Newton's method for function space problems involving semi-smooth Nemyckii operators. A concise proof for superlinear convergence is presented, and sharpened bounds on the rate of convergence are derived. Second, we derive second order sufficient conditions for problems, where the underlying PDE has poor regularity properties. We point out that the analytical structure in both topics is essentially the same.