Differential stability of solutions to constrained optimization problems (Q1062270): Difference between revisions
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Property / cites work: How to differentiate the projection on a convex set in Hilbert space. Some applications to variational inequalities / rank | |||
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Property / cites work: Solution point differentiability without strict complementarity in nonlinear programming / rank | |||
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Property / cites work: Differential stability of solutions to convex, control constrained optimal control problems / rank | |||
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Property / cites work: Contrôle dans les inéquations variationelles elliptiques / rank | |||
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Property / cites work: Sensitivity Analysis of Control Constrained Optimal Control Problems for Distributed Parameter Systems / rank | |||
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Latest revision as of 18:36, 14 June 2024
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English | Differential stability of solutions to constrained optimization problems |
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Differential stability of solutions to constrained optimization problems (English)
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1985
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Results concerning directional (one-sided) differentiability of the mapping of projection onto a closed, convex set in a Hilbert space are quoted and several examples are provided. These results are used for sensitivity analysis of constrained optimal control problems. An abstract convex optimal control problem subject to control constraints is considered. The cost functional and the state equation depend on a real parameter. Using the results of directional differentiability of the projection mapping it is shown that the right-derivative of the optimal solution exists and it is given by the solution of an auxiliary quadratic optimal control problem. The abstract result is illustrated by an example of an optimal control problem for a parabolic equation. The problem of second order right- differentiability is discussed.
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directional (one-sided) differentiability
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projection onto a closed, convex set
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Hilbert space
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sensitivity analysis
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constrained optimal control problems
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