Convergence and regularization results for optimal control problems with sparsity functional

Gerd Wachsmuth; Daniel Wachsmuth

ESAIM: Control, Optimisation and Calculus of Variations (2011)

  • Volume: 17, Issue: 3, page 858-886
  • ISSN: 1292-8119

Abstract

top
Optimization problems with convex but non-smooth cost functional subject to an elliptic partial differential equation are considered. The non-smoothness arises from a L1-norm in the objective functional. The problem is regularized to permit the use of the semi-smooth Newton method. Error estimates with respect to the regularization parameter are provided. Moreover, finite element approximations are studied. A-priori as well as a-posteriori error estimates are developed and confirmed by numerical experiments.

How to cite

top

Wachsmuth, Gerd, and Wachsmuth, Daniel. "Convergence and regularization results for optimal control problems with sparsity functional." ESAIM: Control, Optimisation and Calculus of Variations 17.3 (2011): 858-886. <http://eudml.org/doc/272916>.

@article{Wachsmuth2011,
abstract = {Optimization problems with convex but non-smooth cost functional subject to an elliptic partial differential equation are considered. The non-smoothness arises from a L1-norm in the objective functional. The problem is regularized to permit the use of the semi-smooth Newton method. Error estimates with respect to the regularization parameter are provided. Moreover, finite element approximations are studied. A-priori as well as a-posteriori error estimates are developed and confirmed by numerical experiments.},
author = {Wachsmuth, Gerd, Wachsmuth, Daniel},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {non-smooth optimization; sparsity; regularization error estimates; finite elements; discretization error estimates},
language = {eng},
number = {3},
pages = {858-886},
publisher = {EDP-Sciences},
title = {Convergence and regularization results for optimal control problems with sparsity functional},
url = {http://eudml.org/doc/272916},
volume = {17},
year = {2011},
}

TY - JOUR
AU - Wachsmuth, Gerd
AU - Wachsmuth, Daniel
TI - Convergence and regularization results for optimal control problems with sparsity functional
JO - ESAIM: Control, Optimisation and Calculus of Variations
PY - 2011
PB - EDP-Sciences
VL - 17
IS - 3
SP - 858
EP - 886
AB - Optimization problems with convex but non-smooth cost functional subject to an elliptic partial differential equation are considered. The non-smoothness arises from a L1-norm in the objective functional. The problem is regularized to permit the use of the semi-smooth Newton method. Error estimates with respect to the regularization parameter are provided. Moreover, finite element approximations are studied. A-priori as well as a-posteriori error estimates are developed and confirmed by numerical experiments.
LA - eng
KW - non-smooth optimization; sparsity; regularization error estimates; finite elements; discretization error estimates
UR - http://eudml.org/doc/272916
ER -

References

top
  1. [1] N. Aronszajn, Differentiability of Lipschitzian mappings between Banach spaces. Studia Math.57 (1976) 147–190. Zbl0342.46034MR425608
  2. [2] R. Becker and R. Rannacher, An optimal control approach to a posteriori error estimation in finite element methods. Acta Numer.10 (2001) 1–102. Zbl1105.65349MR2009692
  3. [3] C. Carstensen, Quasi-interpolation and a posteriori error analysis in finite element methods. ESAIM: M2AN 33 (1999) 1187–1202. Zbl0948.65113MR1736895
  4. [4] E. Casas and M. Mateos, Error estimates for the numerical approximation of boundary semilinear elliptic control problems. Continuous piecewise linear approximations, in Systems, control, modeling and optimization 202, IFIP Int. Fed. Inf. Process., Springer, New York (2006) 91–101. Zbl1214.49019MR2241699
  5. [5] C. Clason and K. Kunisch, A duality-based approach to elliptic control problems in non-reflexive Banach spaces. ESAIM: COCV (2010) DOI: 10.1051/cocv/2010003. Zbl1213.49041MR2775195
  6. [6] I. Daubechies, M. Defrise and C. De Mol, An iterative thresholding algorithm for linear inverse problems with a sparsity constraint. Comm. Pure Appl. Math.57 (2004) 1413–1457. Zbl1077.65055MR2077704
  7. [7] D. Donoho, For most large underdetermined systems of linear equations the minimal l1-norm solution is also the sparsest solution. Comm. Pure Appl. Math.59 (2006) 797–829. Zbl1113.15004MR2217606
  8. [8] A.L. Dontchev, W.W. Hager, A.B. Poore and B. Yang, Optimality, stability and convergence in optimal control. Appl. Math. Optim.31 (1995) 297–326. Zbl0821.49022MR1316261
  9. [9] R.S. Falk, Approximation of a class of optimal control problems with order of convergence estimates. J. Math. Anal. Appl.44 (1973) 28–47. Zbl0268.49036MR686788
  10. [10] M. Grasmair, M. Haltmeier and O. Scherzer, Sparse regularization with lq penalty term. Inv. Prob. 24 (2008) 055020. Zbl1157.65033MR2438955
  11. [11] R. Griesse and D.A. Lorenz, A semismooth Newton method for Tikhonov functionals with sparsity constraints. Inv. Prob. 24 (2008) 035007. Zbl1152.49030MR2421961
  12. [12] R. Griesse, T. Grund and D. Wachsmuth, Update strategies for perturbed nonsmooth equations. Optim. Methods Softw.23 (2008) 321–343. Zbl1195.46044MR2424163
  13. [13] M. Hintermüller, R.H.W. Hoppe, Y. Iliash and M. Kieweg, An a posteriori error analysis of adaptive finite element methods for distributed elliptic control problems with control constraints. ESAIM: COCV 14 (2008) 540–560. Zbl1157.65039MR2434065
  14. [14] M. Hinze, A variational discretization concept in control constrained optimization: the linear-quadratic case. Comp. Optim. Appl.30 (2005) 45–63. Zbl1074.65069MR2122182
  15. [15] A.D. Ioffe and V.M. Tichomirov, Theorie der Extremalaufgaben. VEB Deutscher Verlag der Wissenschaften, Berlin (1979). Zbl0403.49001MR527119
  16. [16] B. Jin, D.A. Lorenz and S. Schiffler, Elastic-net regularization: error estimates and active set methods. Inv. Prob. 25 (2009) 115022. Zbl1188.49026MR2558682
  17. [17] K. Krumbiegel and A. Rösch, A new stopping criterion for iterative solvers for control constrained optimal control problems. Archives of Control Sciences18 (2008) 17–42. Zbl1187.49025
  18. [18] R. Li, W. Liu, H. Ma and T. Tang, Adaptive finite element approximation for distributed elliptic optimal control problems. SIAM J. Control Optim.41 (2002) 1321–1349. Zbl1034.49031MR1971952
  19. [19] R. Li, W. Liu and N. Yan, A posteriori error estimates of recovery type for distributed convex optimal control problems. J. Sci. Comput.33 (2007) 155–182. Zbl1128.65048MR2342593
  20. [20] W. Liu and N. Yan, A posteriori error estimates for convex boundary control problems. SIAM J. Numer. Anal.39 (2001) 73–99. Zbl0988.49018MR1860717
  21. [21] D.A. Lorenz, Convergence rates and source conditions for Tikhonov regularization with sparsity constraints. J. Inverse Ill-Posed Probl.16 (2008) 463–478. Zbl1161.65041MR2442066
  22. [22] D.A. Lorenz and A. Rösch, Error estimates for joint Tikhonov- and Lavrentiev-regularization of constrained control problems. Appl. Anal. (to appear). Zbl1203.49027MR2683675
  23. [23] C. Meyer and A. Rösch, Superconvergence properties of optimal control problems. SIAM J. Control Optim.43 (2004) 970–985. Zbl1071.49023MR2114385
  24. [24] C. Meyer, J.C. de los Reyes and B. Vexler, Finite element error analysis for state-constrained optimal control of the Stokes equations. Control Cybern.37 (2008) 251–284. Zbl1235.49068MR2472877
  25. [25] R. Ramlau and G. Teschke, A Tikhonov-based projection iteration for nonlinear ill-posed problems with sparsity constraints. Numer. Math.104 (2006) 177–203. Zbl1101.65056MR2242613
  26. [26] A. Schiela, Barrier methods for optimal control problems with state constraints. SIAM J. Optim.20 (2009) 1002–1031. Zbl1201.90201MR2534773
  27. [27] G. Stadler, Elliptic optimal control problems with L1-control cost and applications for the placement of control devices. Comp. Optim. Appl.44 (2009) 159–181. Zbl1185.49031MR2556849
  28. [28] G. Stampacchia, Le problème de Dirichlet pour les équations elliptiques du second ordre à coefficients discontinus. Ann. Inst. Fourier (Grenoble) 15 (1965) 189–258. Zbl0151.15401MR192177
  29. [29] F. Tröltzsch, Optimale Steuerung partieller Differentialgleichungen. Vieweg, Wiesbaden (2005). Zbl1142.49001
  30. [30] G. Wachsmuth, Elliptische Optimalsteuerungsprobleme unter Sparsity-Constraints. Diploma Thesis, Technische Universität Chemnitz (2008) http://www.tu-chemnitz.de/mathematik/part_dgl/publications.php+. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.