Subgradients of marginal functions in parametric control problems of partial differential equations
From MaRDI portal
Publication:3300764
DOI10.1137/18M1200956zbMATH Open1445.35165arXiv1807.05831OpenAlexW3038110637MaRDI QIDQ3300764FDOQ3300764
Authors: Nguyen Thanh Qui, Daniel Wachsmuth
Publication date: 30 July 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: The paper studies generalized differentiability properties of the marginal function of parametric optimal control problems of semilinear elliptic partial differential equations. We establish upper estimates for the regular and the limiting subgradients of the marginal function. With some additional assumptions, we show that the solution map of the perturbed optimal control problems has local upper H"{o}lderian selections. This leads to a lower estimate for the regular subdifferential of the marginal function.
Full work available at URL: https://arxiv.org/abs/1807.05831
Recommendations
- Subdifferentials of marginal functions of parametric bang-bang control problems
- Subgradients of the value function to a parametric optimal control problem
- Further results on subgradients of the value function to a parametric optimal control problem
- Subgradients of the value function via multiplier sets of parametric convex discrete optimal control problems
- Subgradients of the value function in a parametric convex optimal control problem
Cites Work
- Variational Analysis
- Fréchet differentiability of convex functions
- Strong convergence results related to strict convexity
- Implicit Functions and Solution Mappings
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variational Stability and Marginal Functions via Generalized Differentiation
- Convex functions, monotone operators and differentiability.
- Subgradients of marginal functions in parametric mathematical programming
- Generalized equations and their solutions, Part I: Basic theory
- Second order analysis for bang-bang control problems of PDEs
- Title not available (Why is that?)
- Further results on subgradients of the value function to a parametric optimal control problem
- Subgradients of the value function to a parametric optimal control problem
- On implicit function theorems for set-valued maps and their application to mathematical programming under inclusion constraints
- Further results on differential stability of convex optimization problems
- Subgradients of the value function in a parametric convex optimal control problem
- On The Marginal Function in Nonlinear Programming
- Some examples and counterexamples for the stability analysis of nonlinear programming problems
- On Subdifferentials of Optimal Value Functions
- Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming
- Differential properties of the marginal function in mathematical programming
- Differentiable stability in non convex and non differentiable programming
- Mordukhovich subgradients of the value function in a parametric optimal control problem
- Differential stability of convex optimization problems under inclusion constraints
- Full Lipschitzian and Hölderian stability in optimization with applications to mathematical programming and optimal control
- Stability of Locally Optimal Solutions
- A note on the approximation of elliptic control problems with bang-bang controls
- Variational analysis and applications
- Differential stability of convex discrete optimal control problems
- Stability for bang-bang control problems of partial differential equations
- Sufficient second-order conditions for bang-bang control problems
- Error Estimates for Space-Time Discretization of Parabolic Time-Optimal Control Problems with Bang-Bang Controls
- Full stability for a class of control problems of semilinear elliptic partial differential equations
Cited In (4)
- Stability for parametric control problems of PDEs via generalized differentiation
- Subdifferentials of optimal value functions under metric qualification conditions
- Differential stability of discrete optimal control problems with possibly nondifferentiable costs
- Subdifferentials of marginal functions of parametric bang-bang control problems
This page was built for publication: Subgradients of marginal functions in parametric control problems of partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3300764)