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Optimal control of partial differential equations with affine control constraints

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Numerical solution of PDE optimal control problems involving affine pointwise control constraints is investigated. Optimality conditions are derived and a semi-smooth Newton method is presented. Global and local superlinear convergence of the method are obtained for linear problems. Differently from box constraints, in the case of general affine constraints a proper weighting of the control costs is essential for superlinear convergence of semi-smooth Newton methods. This is also demonstrated numerically by controlling the two-dimensional Stokes equations with different kinds of affine constraints.
Rocznik
Strony
1217--1249
Opis fizyczny
Bibliogr. 20 poz.
Twórcy
autor
  • Departmento de Matematica, EPN Quito, Ecuador
Bibliografia
  • ALT, W. (1983) Lipschitzian perturbations of infinite optimization problems. In: A. V. Fiacco, ed., Mathematical Programming with Data Perturbations III. Marcel Dekker, New York, 7-12.
  • BERGOUNIOUX, M., ITO, K. and KUNISCH, K. (1999) Primal-dual strategy for constrained optimal control problems. SIAM Journal on Control and Optimization 37 (4), 1176-1194. http://link.aip.org/link/7SJC/37/1176/!.
  • BONNANS, F. (1998) Second-order analysis for control constrained optimal control problems of semilinear elliptic systems. Applied Mathematics and Optimization 38, 303-325.
  • CASAS, E. and TRÖLTZSCH, F. (2002) Second-order necessary and sufficient optimality conditions for optimization problems and applications to control theory. SIAM Journal on Optimization 13 (2), 406-431. http://link. aip.org/link/?S JE/13/406/1.
  • CASAS, E., MATEOS, M. and RAYMOND, J.P. (2007) Error estimates for the numerical approximation of a distributed control problem for the steady-state Navier-Stokes equations. SIAM Journal on Control and Optimization 46 (3), 952-982. http://link.aip.org/link/7SJC/46/952/1.
  • CASAS, E., DE LOS REYES, J.C. and TRÖLTZSCH, F. (2008) Sufficient second-order optimality conditions for semilinear control problems with pointwise state constraints. SIAM Journal on Optimization 19 (2), 616-643.
  • DE LOS REYES, J.C. (2006) Primal-dual active set method for control constrained optimal control of the Stokes equations. Optimization Methods and Software 21 (2), 267-293.
  • DE LOS REYES, J.C. and KUNISCH, K. (2005) A semi-smooth Newton method for control constrained boundary optimal control of the Navier-Stokes equations. Nonlinear Analysis. Theory, Methods & Applications 62 (7), 1289-1316.
  • DUNN, J.C. (1995) Second-order optimality conditions in sets of 1∞ functions with range in a polyhedron. SIAM Journal on Control and Optimization 33 (5), 1603-1635. http://link.aip.org/link/7SJC/33/1603/!.
  • GRIESSE, R. and VOLKWEIN, S. (2005) A primal-dual active set strategy for optimal boundary control of a nonlinear reaction-diffusion system. SIAM Journal on Control and Optimization 44 (2), 467-494. http://link.aip.org/ link/?SJC/44/467/l.
  • GUNZBURGER, M. (2000) Navier-Stokes equations for incompressible flows: finite-element methods. In: Handbook of Computational Fluid Mechanics, Academic Press, San Diego, 99-158.
  • HINTERMÜLLER, M. and HINZE, M. (2006) An SQP semi-smooth Newton-type algorithm applied to the instationary Navier-Stokes system subject to control constraints. SIAM Journal on Optimization 16 (4), 1177-1200.
  • HINTERMÜLLER, M., ITO, K. and KUNISCH, K. (2002) The primal-dual active set strategy as a semismooth Newton method. SIAM Journal on Optimization 13 (3), 865-888. http://link.aip.org/link/7SJE/13/865/1.
  • ITO, K. and KUNISCH, K. (1992) Sensitivity analysis of solutions to optimization problems in Hilbert spaces with applications to optimal control and estimation. J. Differential Equations 97.
  • ITO, K. and KUNISCH, K. (2004) The primal-dual active set method for nonlinear optimal control problems with bilateral constraints. SIAM Journal on Control and Optimization 43 (1), 357-376. http://link.aip.org/link/ 7SJC/43/357/1.
  • KUNISCH, K. and RÖSCH, A. (2002) Primal-dual active set strategy for a general class of constrained optimal control problems. SIAM Journal on Optimization 13 (2), 321-334. http://link.aip.org/link/7SJE/13/321/1.
  • MEYER, C., PHILIP, P. and TRÖLTZSCH, F. (2006) Optimal control of a semi-linear pde with nonlocal radiation interface conditions. SIAM Journal on Control and Optimization 45 (2), 699-721. http://link.aip.org/link/7SJC/ 45/699/1.
  • TRÖLTZSCH, F. (2005) Optimale Steuerung partieller Differentialgleichungen. Vieweg.
  • WACHSMUTH, D. (2006) Sufficient second-order optimality conditions for convex control constraints. Journal of Mathematical Analysis and Applications 319 (1), 228-247.
  • WEISER, M. (2005) Lipschitzian perturbations of infin Interior point methods in function space. SIAM Journal on Control and Optimization 44 (5), 1766-1786. http://link.aip.org/link/7SJC/44/1766/1.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0046-0014
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