Stability of perturbed optimization problems with applications to parameter estimation

DOI10.1080/01630569108816408MaRDI QIDQ3980437zbMATH OpenOpenAlexFDO

Authors Fritz Colonius, Karl Kunisch

Publication date 26 June 1992

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://nbn-resolving.org/urn:nbn:de:bvb:384-opus4-471206, http://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/47120

zbMATH Keywords

Banach spaceselliptic equationsHölder-stabilityparameter estimationperturbed optimizationregularizationweaker seminorm

Mathematics Subject Classification ID

Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Sensitivity, stability, well-posedness (49K40) Applications of variational problems in infinite-dimensional spaces to the sciences (58E50)

Review text

A result on Hölder-stability of solutions for optimization problems in Banach spaces is derived; here stability is obtained with respect to a weaker seminorm. The result is applied to parameter estimation problems for elliptic equations. Here, frequently, stability with respect to errors in the observation can only be achieved for a regularized problem. The relation between the original problem and the perturbed and regularized problem is clarified.

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Cites work

• An Inverse Problem for the Steady State Diffusion Equation
• First and second order sufficient optimality conditions in mathematical programming and optimal control
• First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
• scientific article; zbMATH DE number 3884831 (Why is no real title available?)
• scientific article; zbMATH DE number 4138299 (Why is no real title available?)
• scientific article; zbMATH DE number 3491650 (Why is no real title available?)
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(10)

• Stabilizability in optimization problems with unbounded data
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• Stability for parameter estimation in two point boundary value problems.
• Stability for parameter estimation in two point boundary value problems
• Differential stability of solutions to parametric optimization problems
• Differential stability of perturbed optimization with applications to parameter estimation
• Regularization in state space
• On convex modified output least-squares for elliptic inverse problems: stability, regularization, applications, and numerics

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