Second order sufficient optimality conditions for some state-constrained control problems of semilinear elliptic equations

This paper deals with a class ofoptimal control problems governed by elliptic equations with nonlinear boundary condition. The case ofb oundary control is studied. Pointwise constraints on the control and certain equality and set-constraints on the state are considered. Second order sufficient conditions for local optimality of controls are established

Sufficient conditions for unique global solutions in optimal control of semilinear equations with C1−C^1-nonlinearity

We consider a $C^1-$semilinear elliptic optimal control problem possibly subject to control and/or state constraints. Generalizing previous work we provide a condition which guarantees that a solution of the necessary first order conditions is a global minimum. A similiar result also holds at the discrete level where the corresponding condition can be evaluated explicitly. Our investigations are motivated by G\"unter Leugering, who raised the question whether our previous results can be extended to the nonlinearity $\phi(s)=s|s|$. We develop a corresponding analysis and present several numerical test examples demonstrating its usefulness in practice

Superconvergence for Neumann boundary control problems governed by semilinear elliptic equations

This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise constant functions. The state and adjoint state are discretized by piecewise linear finite elements. In a postprocessing step approximations of locally optimal controls of the continuous optimal control problem are constructed by the projection of the respective discrete adjoint state. Although the quality of the approximations is in general affected by corner singularities a convergence order of $h^2|\ln h|^{3/2}$ is proven for domains with interior angles smaller than $2\pi/3$ using quasi-uniform meshes. For larger interior angles mesh grading techniques are used to get the same order of convergence

Optimal Control of Convective FitzHugh-Nagumo Equation

We investigate smooth and sparse optimal control problems for convective FitzHugh-Nagumo equation with travelling wave solutions in moving excitable media. The cost function includes distributed space-time and terminal observations or targets. The state and adjoint equations are discretized in space by symmetric interior point Galerkin (SIPG) method and by backward Euler method in time. Several numerical results are presented for the control of the travelling waves. We also show numerically the validity of the second order optimality conditions for the local solutions of the sparse optimal control problem for vanishing Tikhonov regularization parameter. Further, we estimate the distance between the discrete control and associated local optima numerically by the help of the perturbation method and the smallest eigenvalue of the reduced Hessian

Second order optimality conditions and their role in PDE control

If f : Rn R is twice continuously differentiable, f’(u) = 0 and f’’(u) is positive definite, then u is a local minimizer of f. This paper surveys the extension of this well known second order suffcient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled order sufficient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled? It turns out that infinite dimensions cause new difficulties that do not occur in finite dimensions. We will be faced with the surprising fact that the space, where f’’(u) exists can be useless to ensure positive definiteness of the quadratic form v f’’(u)v2. In this context, the famous two-norm discrepancy, its consequences, and techniques for overcoming this difficulty are explained. To keep the presentation simple, the theory is developed for problems in function spaces with simple box constraints of the form a = u = ß. The theory of second order conditions in the control of partial differential equations is presented exemplarily for the nonlinear heat equation. Different types of critical cones are introduced, where the positivity of f’’(u) must be required. Their form depends on whether a so-called Tikhonov regularization term is part of the functional f or not. In this context, the paper contains also new results that lead to quadratic growth conditions in the strong sense. As a first application of second-order sufficient conditions, the stability of optimal solutions with respect to perturbations of the data of the control problem is discussed. Second, their use in analyzing the discretization of control problems by finite elements is studied. A survey on further related topics, open questions, and relevant literature concludes the paper.The first author was partially supported by the Spanish Ministerio de Economía y Competitividad under project MTM2011-22711, the second author by DFG in the framework of the Collaborative Research Center SFB 910, project B6