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Johann Radon Institute for Computational and Applied Mathematics (RICAM)
Austrian Academy of Sciences (ÖAW)
Daniel Wachsmuth ← Homepage
Project: Numerical verification of optimality and optimality conditions for optimal control problems
Project description
Many technical processes are described by partial differential equations. Here, it is important to optimize these processes. This leads to optimization problems in an infinite-dimensional setting.
As model problem, consider the minimization of a functional
g(y)+j(u)
subject to the elliptic equation
-Δy + d(y)=u on Ω,   y=0 on Γ
and pointwise control constraints
ua ≤ u ≤ ub
Despite its simple structure, this problem offers many difficulties and challenges. Due to the non-linear elliptic equation this optimisation problem becomes non-convex.
If one has computed solutions yh and uh of discretized versions of this problem, the question arises
Are yh and uh indeed an approximation of a solution of the infinite-dimensional problem?
Due to the inherent non-convexity of the optimization problem, this question by far non-trivial. The project want to give answers to this question with information that is computable from the numerical solution. The methods, which will be applied, are based on techniques from optimal control, finite element methods, and eigenvalue computations.
→ Project abstract at FWF
Related publications
  • Numerical verification of optimality conditions. (with Arnd Rösch)
    SIAM Journal Control and Optimization 47(5), 2557-2581 (2008).

  • How to check numerically the sufficient optimality conditions for infinite-dimensional optimization problems. (with Arnd Rösch)
    In: Optimal Control of Coupled Systems of Partial Differential Equations. ISNM Vol. 158. Kunisch, Leugering, Sprekels, Tröltzsch (Eds.), 297-317. Birkhäuser (2009).


  • The Institute is named after the famous Austrian mathematician Johann Radon (1887-1956)

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