Sensitivity analysis and the adjoint update strategy for an optimal control problem with mixed control-state constraints
نویسندگان
چکیده
In this article, an optimal control problem subject to a semilinear elliptic equation and mixed control-state constraints is investigated. The problem data depends on certain parameters. Under an assumption of seperation of the active sets and a second-order sufficient optimality condition, Bouliganddifferentiability (B-differentiability) of the solutions with respect to the parameter is established. Furthermore, an adjoint update strategy is proposed which yields a better approximation of the optimal controls and multipliers than the classical Taylor expansion, with remainder terms vanishing in L∞.
منابع مشابه
Sensitivity Analysis and the Adjoint Update Strategy for Optimal Control Problems with Mixed Control-state Constraints
In this article, an optimal control problem subject to a semilinear elliptic equation and mixed control-state constraints is investigated. The problem data depends on certain parameters. Under an assumption of seperation of the active sets and a second-order sufficient optimality condition, Bouliganddifferentiability (B-differentiability) of the solutions with respect to the parameter is establ...
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ورودعنوان ژورنال:
- Comp. Opt. and Appl.
دوره 44 شماره
صفحات -
تاریخ انتشار 2009