A Lagrange multiplier method for semilinear elliptic state constrained optimal control problems
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Publication:2023691
DOI10.1007/S10589-020-00223-WzbMATH Open1472.49027arXiv1806.08124OpenAlexW3087640287MaRDI QIDQ2023691FDOQ2023691
Daniel Wachsmuth, Ira Neitzel, Veronika Karl
Publication date: 3 May 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Abstract: In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the original problem as well as weak convergence of the adjoint states and weak* convergence of the multipliers associated to the state constraint. Moreover, we show existence of stationary points in arbitrary small neighborhoods of local solutions of the original problem. Additionally, various numerical results are presented.
Full work available at URL: https://arxiv.org/abs/1806.08124
Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Methods involving semicontinuity and convergence; relaxation (49J45) Numerical methods of relaxation type (49M20)
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Cited In (6)
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- A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
- Safeguarded Augmented Lagrangian Methods in Banach Spaces
- An efficient nonmonotone method for state-constrained elliptic optimal control problems
- Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces
- A FE-ADMM algorithm for Lavrentiev-regularized state-constrained elliptic control problem
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