Abstract
In this paper, an elliptic optimization problem with pointwise inequality constraints on the state is considered. The main contributions of this paper are a priori \(L^2\)-error estimates for the discretization error in the optimal states. Due to the non separability of the space for the Lagrange multipliers for the inequality constraints, the problem is tackled by separation of the discretization error into two components. First, the state constraints are discretized. Second, with discretized inequality constraints, a duality argument for the error due to the discretization of the PDE is employed. For the second stage an a priori error estimate is derived with constants depending on the regularity of the dual problem. Finally, we discuss two cases in which these constants can be bounded in a favorable way; leading to higher order estimates than those induced by the known \(L^2\)-error in the control variable. More precisely, we consider a given fixed number of pointwise inequality constraints and a case of infinitely many but only weakly active constraints.
Similar content being viewed by others
References
Adams, R.A., Fournier, J.J.F.: Sobolev Spaces. Pure and Applied Mathematics, vol. 140, 2nd edn. Elsevier, Amsterdam (2003)
Bangerth, W., Davydov, D., Heister, T., Heltai, L., Kanschat, G., Kronbichler, M., Maier, M., Turcksin, B., Wells, D.: The deal.II library, version 8.4. J. Numer. Math. 24, 135–141 (2016)
Bangerth, W., Hartmann, R., Kanschat, G.: deal.II - a general purpose object oriented finite element library. ACM Trans. Math. Softw. 33(4), 24/1–24/27 (2007)
Benedix, O., Vexler, B.: A posteriori error estimation and adaptivity for elliptic optimal control problems with state constraints. Comput. Optim. Appl. 44(1), 3–25 (2009)
Brenner, S.C., Scott, L.R.: The Mathematical Theory of Finite Element Methods, 3rd edn. Springer, New York (2008)
Casas, E.: Control of an elliptic problem with pointwise state constraints. SIAM J. Control Optim. 24(6), 1309–1318 (1986)
Casas, E.: Error estimates for the numerical approximation of semilinear elliptic control problems with finitely many state constraints. ESAIM Control Optim. Calc. Var. 8, 345–374 (2002)
Casas, E., Mateos, M.: Uniform convergence of the FEM. Applications to state constrained control problems. Comput. Appl. Math. 21(1), 67–100 (2002)
Casas, E., Mateos, M.: Numerical approximation of elliptic control problems with finitely many pointwise constraints. Comput. Optim. Appl. 51(3), 1319–1343 (2012)
Casas, E., Mateos, M., Vexler, B.: New regularity results and improved error estimates for optimal control problems with state constraints. ESAIM Control Optim. Calc. Var. 20(3), 803–822 (2014)
Chang, L., Gong, W., Yan, N.: Numerical analysis for the approximation of optimal control problems with pointwise observations. Math. Methods Appl. Sci. 38, 4502–4520 (2013)
Cherednichenko, S., Krumbiegel, K., Rösch, A.: Error estimates for the Lavrentiev regularization of elliptic optimal control problems. Inverse Prob. 24(5), 055,003,21 (2008)
Deckelnick, K., Hinze, M.: Convergence of a finite element approximation to a state-constrained elliptic control problem. SIAM J. Numer. Anal. 45(5), 1937–1953 (2007)
Goll, C., Wick, T., Wollner, W.: DOpElib: differential equations and optimization environment. http://www.dopelib.net
Goll, C., Wick, T., Wollner, W.: DOpElib: differential equations and optimization environment; a goal oriented software library for solving PDEs and optimization problems with PDEs (2014). Preprint at http://www.dopelib.net/preprint_2014.pdf
Herzog, R., Rösch, A., Ulbrich, S., Wollner, W.: OPTPDE: a collection of problems in PDE-constrained optimization. In: Leugering, G., Benner, P., Engell, S., Griewank, A., Harbrecht, H., Hinze, M., Rannacher, R., Ulbrich, S. (eds.) Trends in PDE Constrained Optimization, International Series of Numerical Mathematics, vol. 165, pp. 539–543. Springer, Berlin (2014)
Hinze, M.: A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl. 30(1), 45–61 (2005)
Hinze, M., Pinnau, R., Ulbrich, M., Ulbrich, S.: Optimization with PDE Constraints, Mathematical Modelling: Theory and Applications., 1st edn. Springer, Berlin (2009)
Hinze, M., Tröltzsch, F.: Discrete concepts versus error analysis in PDE constrained optimization. GAMM-Mitt. 33(2), 148–162 (2010)
Leykekhman, D., Meidner, D., Vexler, B.: Optimal error estimates for finite element discretization of elliptic optimal control problems with finitely many pointwise state constraints. Comput. Optim. Appl. 55, 769–802 (2013)
Merino, P., Neitzel, I., Tröltzsch, F.: Error estimates for the finite element discretization of semi-infinite elliptic optimal control problems. Discuss. Math. Differ. Incl. Control Optim. 30(2), 221–236 (2010)
Merino, P., Neitzel, I., Tröltzsch, F.: On linear-quadratic elliptic control problems of semi-infinite type. Appl. Anal. 90(6), 1047–1074 (2011)
Merino, P., Tröltzsch, F., Vexler, B.: Error estimates for the finite element approximation of a semilinear elliptic control problem with state constraints and finite dimensional control space. M2AN. M2AN Math. Model. Numer. Anal. 44(1), 167–188 (2010)
Meyer, C.: Error estimates for the finite-element approximation of an elliptic control problem with pointwise state and control constraints. Control Cybern. 37, 51–85 (2008)
OPTPDE—a collection of problems in PDE-constrained optimization. http://www.optpde.net
Rannacher, R.: Zur \(L^{\infty }\)-Konvergenz linearer finiter Elemente beim Dirichlet-Problem. Math. Z. 149(1), 69–77 (1976)
Schatz, A.H., Wahlbin, L.B.: Interior maximum-norm estimates for finite element methods. Math. Comput. 31(138), 414–442 (1977)
Acknowledgements
The authors would like to thank Gerd Wachsmuth for pointing out an issue in a prior version of this manuscript. Moreover I. Neitzel and W. Wollner are grateful for the support of their former host institutions the Technische Universität München and the Universität Hamburg, respectively.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Neitzel, I., Wollner, W. A priori \(L^2\)-discretization error estimates for the state in elliptic optimization problems with pointwise inequality state constraints. Numer. Math. 138, 273–299 (2018). https://doi.org/10.1007/s00211-017-0906-6
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-017-0906-6