Ludovici, Francesco (2017)
Numerical analysis of parabolic optimal control problems with restrictions on the state and its first derivative.
Technische Universität Darmstadt
Dissertation, Erstveröffentlichung
Kurzbeschreibung (Abstract)
The aim of this thesis is the numerical analysis of optimal control problems governed by parabolic PDEs and subject to constraints on the state variable and its first derivative. The control is acting distributed in time only while the state constraints are considered point-wise in time and global in space; this setting generates an optimization problem of semi-infinite type. The consideration of a space-time discretization of the problem requires the analysis of the convergence of the discretized solution toward the continuous one, as temporal and space mesh size tend to zero. This is based, at any level of discretization, on a priori error estimates for the solution of the parabolic differential equation which are obtained within this thesis. One of the main challenge for state-constrained problem consists in the presence of a Lagrange multiplier appearing as a Borel measure in the system of first-order optimality conditions. In particular, such measure enters the optimality system as data in the adjoint equation affecting the regularity of the adjoint variable itself. Therefore, in the derivation of the convergence rates the use of adjoint information has to be avoided. When considering non-convex problems, the presence of local solutions and the need for second-order optimality conditions require a different strategy compared to the convex case, making the analysis more involved. In particular, the convergence of the discretized solution toward the continuous one is based on a so-called quadratic growth-condition, which arises from the second-order optimality conditions. The a priori error estimates for the PDEs are verified numerically.
Typ des Eintrags: | Dissertation | ||||
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Erschienen: | 2017 | ||||
Autor(en): | Ludovici, Francesco | ||||
Art des Eintrags: | Erstveröffentlichung | ||||
Titel: | Numerical analysis of parabolic optimal control problems with restrictions on the state and its first derivative | ||||
Sprache: | Englisch | ||||
Referenten: | Wollner, Prof. Dr. Winnifried ; Vexler, Prof. Dr. Boris | ||||
Publikationsjahr: | 2017 | ||||
Ort: | Darmstadt | ||||
Datum der mündlichen Prüfung: | 3 August 2017 | ||||
URL / URN: | http://tuprints.ulb.tu-darmstadt.de/6781 | ||||
Kurzbeschreibung (Abstract): | The aim of this thesis is the numerical analysis of optimal control problems governed by parabolic PDEs and subject to constraints on the state variable and its first derivative. The control is acting distributed in time only while the state constraints are considered point-wise in time and global in space; this setting generates an optimization problem of semi-infinite type. The consideration of a space-time discretization of the problem requires the analysis of the convergence of the discretized solution toward the continuous one, as temporal and space mesh size tend to zero. This is based, at any level of discretization, on a priori error estimates for the solution of the parabolic differential equation which are obtained within this thesis. One of the main challenge for state-constrained problem consists in the presence of a Lagrange multiplier appearing as a Borel measure in the system of first-order optimality conditions. In particular, such measure enters the optimality system as data in the adjoint equation affecting the regularity of the adjoint variable itself. Therefore, in the derivation of the convergence rates the use of adjoint information has to be avoided. When considering non-convex problems, the presence of local solutions and the need for second-order optimality conditions require a different strategy compared to the convex case, making the analysis more involved. In particular, the convergence of the discretized solution toward the continuous one is based on a so-called quadratic growth-condition, which arises from the second-order optimality conditions. The a priori error estimates for the PDEs are verified numerically. |
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URN: | urn:nbn:de:tuda-tuprints-67813 | ||||
Sachgruppe der Dewey Dezimalklassifikatin (DDC): | 500 Naturwissenschaften und Mathematik > 510 Mathematik | ||||
Fachbereich(e)/-gebiet(e): | 04 Fachbereich Mathematik 04 Fachbereich Mathematik > Numerik und wissenschaftliches Rechnen 04 Fachbereich Mathematik > Optimierung 04 Fachbereich Mathematik > Optimierung > Nonlinear Optimization |
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Hinterlegungsdatum: | 10 Sep 2017 19:55 | ||||
Letzte Änderung: | 10 Sep 2017 19:55 | ||||
PPN: | |||||
Referenten: | Wollner, Prof. Dr. Winnifried ; Vexler, Prof. Dr. Boris | ||||
Datum der mündlichen Prüfung / Verteidigung / mdl. Prüfung: | 3 August 2017 | ||||
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