Differential stability of solutions to constrained optimization problems (Q1062270): Difference between revisions

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.