Analysis of Optimal Control Problems of Semilinear Elliptic Equations by BV-Functions

Casas, Eduardo; Kunisch, Karl

doi:10.1007/s11228-018-0482-7

Cited by 7 publications

(10 citation statements)

References 28 publications

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“…Both BV optimal control problems and optimal control problems with measures have attracted significant research interest in the recent past, see, e.g. [8,13,14,17,22,23] for the former and [11,12,15,16,29,30] for the latter.Error estimates for PDE-constrained optimal control problems involving measures have been presented in [11,30,31,34,35]. For error estimates of further sparsity promoting optimal control problems with PDEs see for example [19,30].…”

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confidence: 99%

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Finite element error estimates for one-dimensional elliptic optimal control by BV-functions

Hafemeyer¹,

Mannel²,

Neitzel³

et al. 2019

Mathematical Control &Amp; Related Fields

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Here, u ∈ V := H 1 0 (Ω) is the state and q ∈ Q := BV (Ω) is the control, where BV (Ω) denotes the space of functions of bounded variation (BV) on the interval Ω := (0, 1). The operator A is elliptic and α is a positive real number. The two finite element schemes that will be analyzed are identical in regard to the discretization of state and adjoint state, but they differ in the treatment of the control. In the variational discretization the control is not discretized, while in the second scheme the control is discretized by piecewise constant functions.The significance of the above control problem is given by the use of the BVseminorm q ′ M(Ω) in the objective. This favors piecewise constant controls with only a limited number of jumps, which makes this problem type interesting in many practical applications. The precise functional analytic setting will be provided in the next section.Optimal control problems with BV-controls defined in one space dimension are strongly related to control problems with measures as controls. Both BV optimal control problems and optimal control problems with measures have attracted significant research interest in the recent past, see, e.g. [8,13,14,17,22,23] for the former and [11,12,15,16,29,30] for the latter.Error estimates for PDE-constrained optimal control problems involving measures have been presented in [11,30,31,34,35]. For error estimates of further sparsity promoting optimal control problems with PDEs see for example [19,30]. The literature on error estimates for optimal control problems with controls in BV is rather limited. We are only aware of [14,18]. Error estimates and numerical analysis for inverse problems involving BV-functions are studied in [5,6]. Related discussion of ODE-constrained control problems involving discontinuous functions and their numerical analysis can be found in, e.g., [1,2,10,21,25,26,37,38].The main difficulty in deriving error estimates for the above problem is given by the fact that it lacks certain coercivity properties that are usually employed to obtain error estimates for the controls, for instance by suitably testing the first order necessary optimality conditions. Hence, only error estimates for the state and the adjoint state can be proven in a rather direct manner; these are, however, suboptimal. To obtain an error estimate for the control and also to improve the error estimates for state and adjoint state, we make use of a structural assumption on the Lagrange multiplierΦ arising from the convex subdifferential of the term q ′ M(Ω) . Specifically, we assume thatΦ, which is a C 2 function inΩ, has only finitely many global extreme points and that it exhibits quadratic growth near those points (i.e.,Φ ′′ = 0 near those points; see Assumption 4.4 and Assumption 4.5). Since the jump set of the optimal control is contained in the set of global extreme points ofΦ, see Corollary 1, this assumption implies that the optimal control admits only finitely many jumps, which is a rather typical situation in practice. In addition, it ensures ...

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confidence: 99%

Finite element error estimates for one-dimensional elliptic optimal control by BV-functions

Hafemeyer¹,

Mannel²,

Neitzel³

et al. 2019

Mathematical Control &Amp; Related Fields

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“…In order to pass to the limit in (3.10), we need to analyze the term involving ψ k (∇u k ). Here, we argue similar as in the proof of [8,Theorem 10]. Let v ∈ C ∞ c (Ω).…”

Section: Preliminary Convergence Resultsmentioning

confidence: 71%

“…In this section we want to provide some definitions and results regarding the mathematical background of the paper. For details we refer also to, e.g., [2,11,8,5]. First, let us recall that M(Ω) is the dual space of C 0 (Ω).…”

Section: Preliminaries and Backgroundmentioning

confidence: 99%

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A penalty scheme to solve constrained non-convex optimization problems in $BV(Ω)$

Natemeyer,

Wachsmuth

2021

Preprint

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We investigate non-convex optimization problems in BV (Ω) with two-sided pointwise inequality constraints. We propose a regularization and penalization method to numerically solve the problem. Under certain conditions, weak limit points of iterates are stationary for the original problem. In addition, we prove optimality conditions for the original problem that contain Lagrange multipliers to the inequality constraints. Numerical experiments confirm the theoretical findings.

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A path-following inexact Newton method for PDE-constrained optimal control in BV

Hafemeyer

Mannel

2022

Comput Optim Appl

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We study a PDE-constrained optimal control problem that involves functions of bounded variation as controls and includes the TV seminorm of the control in the objective. We apply a path-following inexact Newton method to the problems that arise from smoothing the TV seminorm and adding an $$H^1$$ H 1 regularization. We prove in an infinite-dimensional setting that, first, the solutions of these auxiliary problems converge to the solution of the original problem and, second, that an inexact Newton method enjoys fast local convergence when applied to a reformulation of the auxiliary optimality systems in which the control appears as implicit function of the adjoint state. We show convergence of a Finite Element approximation, provide a globalized preconditioned inexact Newton method as solver for the discretized auxiliary problems, and embed it into an inexact path-following scheme. We construct a two-dimensional test problem with fully explicit solution and present numerical results to illustrate the accuracy and robustness of the approach.

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Analysis of Optimal Control Problems of Semilinear Elliptic Equations by BV-Functions

Cited by 7 publications

References 28 publications

Finite element error estimates for one-dimensional elliptic optimal control by BV-functions

Finite element error estimates for one-dimensional elliptic optimal control by BV-functions

A penalty scheme to solve constrained non-convex optimization problems in $BV(Ω)$

A path-following inexact Newton method for PDE-constrained optimal control in BV

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