Convergence analysis of smoothing methods for optimal control of stationary variational inequalities with control constraints
Anton Schiela; Daniel Wachsmuth
- Volume: 47, Issue: 3, page 771-787
- ISSN: 0764-583X
Access Full Article
topAbstract
topHow to cite
topSchiela, Anton, and Wachsmuth, Daniel. "Convergence analysis of smoothing methods for optimal control of stationary variational inequalities with control constraints." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 47.3 (2013): 771-787. <http://eudml.org/doc/273350>.
@article{Schiela2013,
abstract = {In the article an optimal control problem subject to a stationary variational inequality is investigated. The optimal control problem is complemented with pointwise control constraints. The convergence of a smoothing scheme is analyzed. There, the variational inequality is replaced by a semilinear elliptic equation. It is shown that solutions of the regularized optimal control problem converge to solutions of the original one. Passing to the limit in the optimality system of the regularized problem allows to prove C-stationarity of local solutions of the original problem. Moreover, convergence rates with respect to the regularization parameter for the error in the control are obtained, which turn out to be sharp. These rates coincide with rates obtained by numerical experiments, which are included in the paper.},
author = {Schiela, Anton, Wachsmuth, Daniel},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
keywords = {variational inequalities; optimal control; control constraints; regularization; C-stationarity; path-following},
language = {eng},
number = {3},
pages = {771-787},
publisher = {EDP-Sciences},
title = {Convergence analysis of smoothing methods for optimal control of stationary variational inequalities with control constraints},
url = {http://eudml.org/doc/273350},
volume = {47},
year = {2013},
}
TY - JOUR
AU - Schiela, Anton
AU - Wachsmuth, Daniel
TI - Convergence analysis of smoothing methods for optimal control of stationary variational inequalities with control constraints
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 2013
PB - EDP-Sciences
VL - 47
IS - 3
SP - 771
EP - 787
AB - In the article an optimal control problem subject to a stationary variational inequality is investigated. The optimal control problem is complemented with pointwise control constraints. The convergence of a smoothing scheme is analyzed. There, the variational inequality is replaced by a semilinear elliptic equation. It is shown that solutions of the regularized optimal control problem converge to solutions of the original one. Passing to the limit in the optimality system of the regularized problem allows to prove C-stationarity of local solutions of the original problem. Moreover, convergence rates with respect to the regularization parameter for the error in the control are obtained, which turn out to be sharp. These rates coincide with rates obtained by numerical experiments, which are included in the paper.
LA - eng
KW - variational inequalities; optimal control; control constraints; regularization; C-stationarity; path-following
UR - http://eudml.org/doc/273350
ER -
References
top- [1] V. Barbu, Optimal control of variational inequalities, Monographs and Studies in Mathematics. Pitman (Advanced Publishing Program), London 24 (1984). Zbl0574.49005MR742624
- [2] M. Bergounioux and F. Mignot, Optimal control of obstacle problems: existence of Lagrange multipliers. ESAIM: COCV 5 (2000) 45–70. Zbl0934.49008MR1745686
- [3] J.F. Bonnans and A. Shapiro, Perturbation analysis of optimization problems. Springer, New York (2000). Zbl0966.49001MR1756264
- [4] H. Brezis and G. Stampacchia, Sur la régularité de la solution d’inéquations elliptiques. Bull. Soc. Math. France96 (1968) 153–180. Zbl0165.45601MR239302
- [5] E. Casas, F. Tröltzsch and A. Unger, Second-order sufficient optimality conditions for a nonlinear elliptic control problem. J. Anal. Appl.15 (1996) 687–707. Zbl0879.49020MR1406083
- [6] A.L. Dontchev, Implicit function theorems for generalized equations. Math. Program. A70 (1995) 91–106. Zbl0843.49010MR1358548
- [7] A. Friedman, Variational principles and free-boundary problems. Pure and Applied Mathematics. John Wiley & Sons Inc., New York (1982). Zbl0671.49001MR679313
- [8] M. Hintermüller and I. Kopacka, Mathematical programs with complementarity constraints in function space: C- and strong stationarity and a path-following algorithm. SIAM J. Optim.20 (2009) 868–902. Zbl1189.49032MR2515801
- [9] M. Hintermüller and I. Kopacka, A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs. Comput. Optim. Appl.50 (2011) 111–145. Zbl1229.49032MR2822818
- [10] M. Hintermüller, B.S. Mordukhovich and T. Surowiec, Several approaches for the derivation of stationarity conditions for elliptic MPECs with upper-level control constraints. IFB-Report No. 46 (07/2011), Institute of Mathematics and Scientific Computing, University of Graz. Zbl1332.90300
- [11] M. Hintermüller and T. Surowiec, First-order optimality conditions for elliptic mathematical programs with equilibrium constraints via variational analysis. SIAM J. Optim.21 (2011) 1561–1593. Zbl1248.49030MR2869508
- [12] L. Hörmander, The Analysis of Partial Differential Operators. Springer (1983). Zbl1115.35005
- [13] K. Ito and K. Kunisch, Optimal control of elliptic variational inequalities. Appl. Math. Optim.41 (2000) 343–364. Zbl0960.49003MR1739400
- [14] K. Ito and K. Kunisch, On the Lagrange multiplier approach to variational problems and applications, Monographs and Studies in Mathematics. SIAM, Philadelphia 24 (2008). Zbl1156.49002MR2441683
- [15] D. Kinderlehrer and G. Stampacchia, An Introduction to Variational Inequalities and Their Applications. Academic Press, New York (1980). Zbl0457.35001MR567696
- [16] K. Kunisch and D. Wachsmuth, Path-following for optimal control of stationary variational inequalities. Comp. Opt. Appl.51 (2011) 1345–1373. Zbl1239.49010MR2891941
- [17] K. Kunisch and D. Wachsmuth, Sufficient optimality conditions and semi-smooth Newton methods for optimal control of stationary variational inequalities. ESAIM: COCV 18 (2012). Zbl1246.49021MR2954637
- [18] F. Mignot, Contrôle dans les inéquations variationelles elliptiques. J. Funct. Anal.22 (1976) 130–185. Zbl0364.49003MR423155
- [19] F. Mignot and J.-P. Puel, Optimal control in some variational inequalities. SIAM J. Control Optim.22 (1984) 466–476. Zbl0561.49007MR739836
- [20] J. Outrata, J. Jarušek and J. Stará, On optimality conditions in control of elliptic variational inequalities. Set-Valued Var. Anal.19 (2011) 23–42. Zbl1211.49036
- [21] H. Scheel and S. Scholtes, Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Math. Oper. Res.25 (2000) 1–22. Zbl1073.90557MR1854317
- [22] 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
- [23] G. Wachsmuth, Private communication (2012).
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.