### A Gradient-Type Method for the Equilibrium Programming Problem With Coupled Constraints

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The problem considered is that of approximate minimisation of the Bolza problem of optimal control. Starting from Bellman's method of dynamic programming, we define the ε-value function to be an approximation to the value function being a solution to the Hamilton-Jacobi equation. The paper shows an approach that can be used to construct an algorithm for calculating the values of an ε-value function at given points, thus approximating the respective values of the value function.

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...

We present a convergence analysis of a cell-based finite volume (FV) discretization scheme applied to a problem of control in the coefficients of a generalized Laplace equation modelling, for example, a steady state heat conduction. Such problems arise in applications dealing with geometric optimal design, in particular shape and topology optimization, and are most often solved numerically utilizing a finite element approach. Within the FV framework for control in the coefficients problems ...

In this article we modify an iteration process to prove strong convergence and Δ- convergence theorems for a finite family of nonexpansive multivalued mappings in hyperbolic spaces. The results presented here extend some existing results in the literature.

The goal of this paper is to derive some error estimates for the numerical discretization of some optimal control problems governed by semilinear elliptic equations with bound constraints on the control and a finitely number of equality and inequality state constraints. We prove some error estimates for the optimal controls in the ${L}^{\infty}$ norm and we also obtain error estimates for the Lagrange multipliers associated to the state constraints as well as for the optimal states and optimal adjoint states....

The goal of this paper is to derive some error estimates for the numerical discretization of some optimal control problems governed by semilinear elliptic equations with bound constraints on the control and a finitely number of equality and inequality state constraints. We prove some error estimates for the optimal controls in the L∞ norm and we also obtain error estimates for the Lagrange multipliers associated to the state constraints as well as for the optimal states and optimal adjoint states. ...

The paper presents the Monotone Structural Evolution, a direct computational method of optimal control. Its distinctive feature is that the decision space undergoes gradual evolution in the course of optimization, with changing the control parameterization and the number of decision variables. These structural changes are based on an analysis of discrepancy between the current approximation of an optimal solution and the Maximum Principle conditions. Two particular implementations, with spike and...

The 2D-Signorini contact problem with Tresca and Coulomb friction is discussed in infinite-dimensional Hilbert spaces. First, the problem with given friction (Tresca friction) is considered. It leads to a constraint non-differentiable minimization problem. By means of the Fenchel duality theorem this problem can be transformed into a constrained minimization involving a smooth functional. A regularization technique for the dual problem motivated by augmented lagrangians allows to apply an infinite-dimensional...

The 2D-Signorini contact problem with Tresca and Coulomb friction is discussed in infinite-dimensional Hilbert spaces. First, the problem with given friction (Tresca friction) is considered. It leads to a constraint non-differentiable minimization problem. By means of the Fenchel duality theorem this problem can be transformed into a constrained minimization involving a smooth functional. A regularization technique for the dual problem motivated by augmented Lagrangians allows to apply an...

A numerically inexpensive globalization strategy of sequential quadratic programming methods (SQP-methods) for control of the instationary Navier Stokes equations is investigated. Based on the proper functional analytic setting a convergence analysis for the globalized method is given. It is argued that the a priori formidable SQP-step can be decomposed into linear primal and linear adjoint systems, which is amenable for existing CFL-software. A report on a numerical test demonstrates the feasibility...