Best interpolation in a strip II: Reduction to unconstrained convex optimization

In this paper, we study the problem of finding a real-valued function f on the interval [0, 1] with minimal L 2 norm of the second derivative that interpolates the points ( t i , y i ) and satisfies e(t) ≤ f(t) ≤ d(t) for t ∈ [0, 1]. The functions e and d are continuous in each interval ( t i , t i +1) and at t 1 and t n but may be discontinuous at t i . Based on an earlier paper by the first author [7] we characterize the solution in the case when e and d are linear in each interval ( t i , t i +1). We present a method for the reduction of the problem to a convex finite-dimensional unconstrained minimization problem. When e and d are arbitrary continuous functions we approximate the problem by a sequence of finite-dimensional minimization problems and prove that the sequence of solutions to the approximating problems converges in the norm of W 2,2 to the solution of the original problem. Numerical examples are reported.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/44775/1/10589_2004_Article_BF00248266.pd

Calculus of Tangent Sets and Derivatives of Set Valued Maps under Metric Subregularity Conditions

In this paper we intend to give some calculus rules for tangent sets in the sense of Bouligand and Ursescu, as well as for corresponding derivatives of set-valued maps. Both first and second order objects are envisaged and the assumptions we impose in order to get the calculus are in terms of metric subregularity of the assembly of the initial data. This approach is different from those used in alternative recent papers in literature and allows us to avoid compactness conditions. A special attention is paid for the case of perturbation set-valued maps which appear naturally in optimization problems.Comment: 17 page

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

Local convergence of quasi-Newton methods under metric regularity

We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.A. Belyakov was supported by the Austrian Science Foundation (FWF) under grant No P 24125-N13. A.L. Dontchev was supported by NSF Grant DMS 1008341 through the University of Michigan. M. López was supported by MINECO of Spain, Grant MTM2011-29064-C03-02

Singular perturbations in linear control systems with weakly coupled stable and unstable fast subsystems

AbstractA linear control system with slow and fast modes is considered, where the different dynamics is represented by a small parameter in the derivatives of the fast states. The fast subsystem consists of an asymptotically stable and an unstable part, the interaction between which contains a factor proportional to the small parameter in the derivatives. The behaviour of the set of trajectories is investigated when the small parameter tends to zero. The continuity properties of the optimal value of three classical optimal control problems with control constraints for systems of this type are studied