Path-following for optimal control of stationary variational inequalities

نویسندگان

  • Karl Kunisch
  • Daniel Wachsmuth
چکیده

Moreau-Yosida based approximation techniques for optimal control of variational inequalities are investigated. Properties of the path generated by solutions to the regularized equations are analyzed. Combined with a semi-smooth Newton method for the regularized problems these lead to an efficient numerical technique.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Sufficient Optimality Conditions and Semi-Smooth Newton Methods for Optimal Control of Stationary Variational Inequalities

In this paper sufficient second order optimality conditions for optimal control problems subject to stationary variational inequalities of obstacle type are derived. Since optimality conditions for such problems always involve measures as Lagrange multipliers, which impede the use of efficient Newton type methods, a family of regularized problems is introduced. Second order sufficient optimalit...

متن کامل

A penalty approach to optimal control of Allen-Cahn variational inequalities: MPEC-view

A scalar Allen-Cahn-MPEC problem is considered and a penalization technique is applied to show the existence of an optimal control. We show that the stationary points of the penalized problems converge to weak stationary points of the limit problem.

متن کامل

Sucient Optimality Conditions and Semi-Smooth Newton Methods for Optimal Control of Stationary Variational Inequalities

In this paper sufficient second order optimality conditions for optimal control problems subject to stationary variational inequalities of obstacle type are derived. Since optimality conditions for such problems always involve measures as Lagrange multipliers, which impede the use of efficient Newton type methods, a family of regularized problems is introduced. Second order sufficient optimalit...

متن کامل

Convergence Analysis of Smoothing Methods for Optimal Control of Stationary Variational Inequalities

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 ...

متن کامل

Optimal Stopping of a Diffusion with a Change Point

This paper solves Bayes sequential optimal stopping and impulse control problems of a diffusion, whose drift term has an unobservable parameter with a change point. The value functions of the optimization and the control problems are characterized as viscosity solutions to non-stationary variational inequalities. Approximation schemes are proposed for the numerical computation of the value func...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Comp. Opt. and Appl.

دوره 51  شماره 

صفحات  -

تاریخ انتشار 2012