PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

On the relaxation of state-constrained linear control problems via Henig dilating cones

Treść / Zawartość
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
We discuss a regularization of state-constrained optimal control problems via a Henig relaxation of ordering cones. Considering a state-constrained optimal control problem, the pointwise state constraint is replaced by an inequality condition involving a so-called Henig dilating cone. It is shown that this class of cones provides a reasonable solid approximation of the typically nonsolid ordering cones which correspond to pointwise state constraints. Thereby, constraint qualifications, which are based on the existence of interior points, can be applied to given problems. Moreover, we characterize admissibility and solvability of the original problem by analyzing the associated relaxed problem. We also show that the optimality system for the original problem can be obtained through the limit passage in the corresponding optimality system for the relaxed problem. As an example of our approach, we derive the optimality conditions for a state constrained Neumann boundary optimal control problem and show that in this case the corresponding Lagrange multipliers are more regular than Borel measures.
Rocznik
Strony
131--162
Opis fizyczny
Bibliogr. 28 poz., rys., tab.
Twórcy
autor
  • Department of Differential Equations, Dnipropetrovsk National University, Gagarin av., 72, 49010 Dnipro, Ukraine
autor
  • Department Mathematik Lehrstuhl II Universit¨at Erlangen-Nu¨rnberg Cauerstr. 11 D-91058 Erlangen, Germany
autor
  • Department Mathematik Lehrstuhl II Universit¨at Erlangen-Nu¨rnberg Cauerstr. 11 D-91058 Erlangen, Germany
Bibliografia
  • [1] BARBU, V. (1993) Analysis and Control of Infinite Dimensional Systems, Academic Press, New York. BERGOUNIOUX, M. and KUNISCH, K. (2002a) Primal-dual strategy for state-constrained optimal control problems. Computational Optimization and Applications 22 (2), 193–224.
  • [2] BERGOUNIOUX, M. and KUNISCH, K. (2002b) On the structure of the Lagrange multiplier for state-constrained optimal control problems. Systems and Control Letters 48, 16-176.
  • [3] BERGOUNIOUX, M. and KUNISCH, K. (2002c) Primal-dual active set strategy for stateconstrained optimal control problems. Computational Optimization and Applications 22, 193-224.
  • [4] BONNANS, J. F. and CASAS, E. (1984) Controle de systemes non lineaire comportant des contraintes distribuees sur letat. Technical Report 300, INRIA Rocquencourt.
  • [5] BONNANS, J. F. and CASAS, E. (1988) Controle de systemes elliptiques semi-lineares comportant des contraintes distribuees sur letat. In: H. Brezis, J.L. Lions, eds., Nonlinar Partial Differential Equations and Their Applications. College de France Seminar, Vol.8, Longman, New York, 69–86.
  • [6] BONNANS, J. F. and SHAPIRO, A. (2000) Perturbation of Optimization Problems. Springer, New York. CASAS, E. (1986) Control of an elliptic problem with pointwise state constraints. SIAM J. Control and Optimization 4, 1309-1322.
  • [7] CASAS, E. (1992) Optimal control in the coefficients of elliptic equations with state constraints. Appl. Math. Optim. 26, 21–37.
  • [8] CASAS, E. and MATEOS, M. (2002) Second order sufficient optimality conditions for semilinear elliptic control problems with finitely many state constraints. SIAM J. Control and Optimization 40, 1431–1454.
  • [9] CASAS, E. and TR¨OLTZSCH, F. (2010) Recent advances in the analysis of state-constrained elliptic optimal control problems. ESAIM Control Optimisation and Calculus of Variations 16 (3), 581–600. FURSIKOV, A. V. (2000) Optimal Control of Distributed Systems. Theory and Applications. AMS, Providence, RI.
  • [10] GROGER, K. (1989) A W1,p-estimate for solutions to mixed boundary value problems for second order elliptic differential equations. Math. Ann. 283, 679–687.
  • [11] HAN, Z. Q. (1994) Remarks on the angle property and solid cones. Journal of Optimization Theory and Applications 82 (1), 149–157.
  • [12] HENIG, M. I. (1982a) Proper efficiency with respect to cones. J. Optim. Theory Appl. 36, 387-407. HENIG, M. I. (1982b) Existence and characterization of efficient decisions with respect to cones. Math. Programming 23, 111-116.
  • [13] HINTERMULLER, M. and KUNISCH, K. (2008) Stationary optimal control problems with pointwise state constraints. Lecture Notes in Computational Science and Engineering 72, 381–404.
  • [14] HINZE, M., PINNAU, R., ULBRICH, M., ULBRICH, S. (2009) Optimization with PDE constraints. Mathematical modelling: theory and applications, 23. Springer, Berlin.
  • [15] ITO, K. and KUNISCH, K. (2003) Lagrange multiplier approach to variational problems and applications. Advances in Design and Control 15, SIAM.
  • [16] JAHN, J. (2004) Vector Optimization: Theory, Applications, and Extensions. Sprin-ger, Berlin.
  • [17] KOGUT, P. I. and LEUGERING, G. (2011) Optimal control problems for partial differential equations on reticulated domains. Approximation and Asymptotic Analysis, Series: Systems and Control, Birkhauser Verlag, Boston.
  • [18] KOGUT, P. I. and MANZO, R. (2013) On vector-valued approximation of state constrained optimal control problems for nonlinear hyperbolic conservation laws. Journal of Dynamical and Control Systems 19 (2), 381–404.
  • [19] KHAN, A. and SAMA, M. (2013) A new conical regularization for some optimization and optimal control problems: Convergence analysis and finite element discretization. Numerical Functional Analysis and Optimization 34 (8), 861–895.
  • [20] LIONS, J.-L. and MAGENES, E. (1968) Problemes aux Limites non Homogenes et Applications. Travaux et Recherches Mathematiques, Vol. 17, Dunon, Paris.
  • [21] MEYER, C., ROSCH, A. and TROLTZSCH, F. (2006) Optimal control of PDEs with regularized pointwise state constraints. Computational Optimization and Applications 33 (2–3), 209–228.
  • [22] MEYER, C. and TR¨OLTZSCH, F. (2006) On an elliptic optimal control problem with pointwise mixed control-state constraints. Recent Advances in Optimization, Lecture Notes in Economics and Mathematical Systems 563, 187–204.
  • [23] MELNIK, V. S. (1986) Method of monotone operators in the theory of constrained optimal system. Rep. Ukrain. Acad. Sci. A (7), 64–67.
  • [24] RAYMOND, J. P.(1997) Nonlinear boundary control of semilinear parabolic problems with pointwise state constraints. Discrete and Continuous Dynamical Systems, 3, 341–370. ROUBICEK, T. (1997) Relaxation in Optimization Theory and Variational Calculus. De Gruyter series in Nonlinear Analysis and Applications:4, De Gruyter, Berlin, New York.
  • [25] SCHIEL, R. (2014) Vector Optimization and Control with PDEs and Pointwise State Constraints. PhD Thesis, Friedrich-Alexander-Universit¨at Erlangen–Nu¨rnberg.
  • [26] TROLTZSCH, F. (2006) Regular Lagrange multipliers for control problems with mixed pointwise control-state constraints. SIAM Journal on Optimization 15 (2), 616–634.
  • [27] ZANGER, D. Z. (2000) The inhomogeneous Neumann problem in Lipschitz domains. Communications in Partial Differential Equations 25 (9-10), 1771–1808.
  • [28] ZHUANG, D. M. (1994) Density result for proper efficiencies. SIAM J. on Control and Optimiz. 32, 51–58.
Uwagi
PL
Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę (zadania 2017).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-76e51aae-384e-4a28-b052-7c552c3aabe9
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.