Skip to main content
Log in

Verification of Second-Order Sufficient Optimality Conditions for Semilinear Elliptic and Parabolic Control Problems

  • Published:
Computational Optimization and Applications Aims and scope Submit manuscript

Abstract

We study optimal control problems for semilinear parabolic equations subject to control constraints and for semilinear elliptic equations subject to control and state constraints. We quote known second-order sufficient optimality conditions (SSC) from the literature. Both problem classes, the parabolic one with boundary control and the elliptic one with boundary or distributed control, are discretized by a finite difference method. The discrete SSC are stated and numerically verified in all cases providing an indication of optimality where only necessary conditions had been studied before.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

References

  1. N. Arada, J.-P. Raymond, and F. Tröltzsch, “On an augmented Lagrangian SQP method for a class of optimal control problems in Banach spaces,” to appear in Comp. Optim. Appl.

  2. J.F. Bonnans, “Second-order analysis for control constrained optimal control problems of semilinear elliptic systems,” Appl. Math. Optim., vol. 38, pp. 303–325, 1998.

    Google Scholar 

  3. Ch. Büskens and H. Maurer, “SQP–methods for solving optimal control problems with control and state constraints; adjoint variables, sensitivity analysis, and real–time control,” J. Comp. Applied Math., vol. 120, pp. 85–108, 2000.

    Google Scholar 

  4. E. Casas, F. Tröltzsch, and A. Unger, “Second order sufficient optimality conditions for a nonlinear elliptic control problem,” J. Anal. Appl., vol. 15, pp. 687–707, 1996.

    Google Scholar 

  5. E. Casas, F. Tröltzsch, and A. Unger, “Second order sufficient optimality conditions for some state-constrained control problems of semilinear elliptic equations,” SIAM J. Control Optim., vol. 38, pp. 1369–1391, 2000.

    Google Scholar 

  6. A.L. Dontchev, W.W. Hager, A.B. Poore, and B. Yang, “Optimality, stability, and convergence in optimal control,” Appl. Math. Optim., vol. 31, pp. 297–326, 1995.

    Google Scholar 

  7. R. Fourer, D.M. Gay, and B.W. Kernighan, AMPL: A Modeling Language for Mathematical Programming, Duxbury Press: Brooks/Cole Publishing Company: Pacific Grove, CA, 1993.

    Google Scholar 

  8. H. Goldberg and F. Tröltzsch, “Second order sufficient optimality conditions for a class of nonlinear parabolic boundary control problems,” SIAM J. Control Optim., vol. 31, pp. 1007–1025, 1993.

    Google Scholar 

  9. H. Goldberg and F. Tröltzsch, “On a Lagrange–Newton method for a nonlinear parabolic boundary control problem,” Optim. Meth. Software, vol. 8, pp. 225–247, 1998.

    Google Scholar 

  10. M. Heinkenschloss, “SQP interior-point methods for distributed optimal control problems,” to appear in Encyclopedia of Optimization, P. Pardalos and C. Floudas (Eds.), Kluwer Academic Publishers.

  11. A.D. Ioffe, “Necessary and sufficient conditions for a local minimum. Part 3: Second order conditions and augmented duality,” SIAM J. Control Optim., vol. 17, pp. 266–288, 1979.

    Google Scholar 

  12. K. Ito and K. Kunisch, “Augmented Lagrangian-SQP methods for nonlinear optimal control problems of tracking type,” SIAM J. Control Optim., vol. 34, pp. 874–891, 1996.

    Google Scholar 

  13. K. Ito and K. Kunisch, “Newton's method for a class of weakly singular optimal control problems,” SIAM J. Optim., vol. 10, pp. 896–916, 2000.

    Google Scholar 

  14. K. Malanowski, “Sufficient optimality conditions for optimal control problems subject to state constraints,” SIAM J. Control Optim., vol. 35, pp. 205–227, 1997, 1994.

    Google Scholar 

  15. H. Maurer, “First and second order sufficient optimality conditions in mathematical programming and optimal control,” Math. Programming Study, vol. 14, pp. 163–177, 1981.

    Google Scholar 

  16. H. Maurer and H.D. Mittelmann, “Optimization techniques for solving elliptic control problems with control and state constraints. Part I: Boundary control,” Comp. Optim. Appl., vol. 16, pp. 29–55, 2000.

    Google Scholar 

  17. H. Maurer and H.D. Mittelmann, “Optimization techniques for solving elliptic control problems with control and state constraints. Part II: Distributed control,” Comp. Optim. Appl., vol. 18, pp. 141–160, 2000.

    Google Scholar 

  18. H. Maurer and S. Pickenhain, “Second–order sufficient conditions for control problems with mixed control–state constraints,” J. Optim. Theory Appl., vol. 86, pp. 649–667, 1995.

    Google Scholar 

  19. H.D. Mittelmann and H. Maurer, “Solving elliptic control problems with interior and SQP methods: Control and state constraints,” J. Comp. Appl. Math., vol. 120, pp. 175–195, 2000.

    Google Scholar 

  20. J.-P. Raymond and F. Tröltzsch, “Second order sufficient optimality conditions for nonlinear parabolic control problems with state constraints,” Discr. Contin. Dynam. Syst., vol. 6, pp. 431–450, 2000.

    Google Scholar 

  21. K. Schittkowski, “Numerical solution of a time-optimal parabolic boundary-value control problem,” J. Optim. Theory Appl., vol. 27, pp. 271–290, 1979.

    Google Scholar 

  22. V.H. Schulz (Ed.), “SQP-based direct discretization methods for practical optimal control problems,” J. Comp. Appl. Math., vol. 120, 2000.

  23. A.R. Shenoy, M. Heinkenschloss, and E.M. Cliff, “Airfoil design by an all-at-once method,” Intern. J. Comp. Fluid Dynam., vol. 11, pp. 3–25, 1998.

    Google Scholar 

  24. P. Spellucci, Numerische Verfahren der nichtlinearen Optimierung, Birkhäuser-Verlag: Basel, 1993.

    Google Scholar 

  25. R.J. Vanderbei and D.F. Shanno, “An interior-point algorithm for nonconvex nonlinear programming,” Comp. Optim. Appl., vol. 13, pp. 231–252, 1999.

    Google Scholar 

  26. S. Volkwein, “Distributed control problems for the Burgers equation,” Comp. Optim. Applic., vol. 18, pp. 115–140, 2001.

    Google Scholar 

  27. S. Volkwein, “Application of augmented Lagrangian-SQP methods to optimal control problems for the stationary Burgers equation,” Comp. Optim. Applic., vol. 16, pp. 57–81, 2000.

    Google Scholar 

  28. V. Zeidan, “The Riccati equation for optimal control problems with mixed state–control constraints: Necessity and Sufficiency,” SIAM J. Control Optim., vol. 32, pp. 1297–1321, 1994.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mittelmann, H.D. Verification of Second-Order Sufficient Optimality Conditions for Semilinear Elliptic and Parabolic Control Problems. Computational Optimization and Applications 20, 93–110 (2001). https://doi.org/10.1023/A:1011275507262

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1011275507262

Navigation