Sucient Optimality Conditions and Semi-Smooth Newton Methods for Optimal Control of Stationary Variational Inequalities
نویسندگان
چکیده
In this paper sufficient second order optimality conditions for optimal control problems subject to stationary variational inequalities of obstacle type are derived. Since optimality conditions for such problems always involve measures as Lagrange multipliers, which impede the use of efficient Newton type methods, a family of regularized problems is introduced. Second order sufficient optimality conditions are derived for the regularized problems as well. It is further shown that these conditions are also sufficient for superlinear convergence of the semi-smooth Newton algorithm to be well-defined and superlinearly convergent when applied to the first order optimality system associated with the regularized problems.
منابع مشابه
Sufficient Optimality Conditions and Semi-Smooth Newton Methods for Optimal Control of Stationary Variational Inequalities
In this paper sufficient second order optimality conditions for optimal control problems subject to stationary variational inequalities of obstacle type are derived. Since optimality conditions for such problems always involve measures as Lagrange multipliers, which impede the use of efficient Newton type methods, a family of regularized problems is introduced. Second order sufficient optimalit...
متن کاملPath-following for optimal control of stationary variational inequalities
Moreau-Yosida based approximation techniques for optimal control of variational inequalities are investigated. Properties of the path generated by solutions to the regularized equations are analyzed. Combined with a semi-smooth Newton method for the regularized problems these lead to an efficient numerical technique.
متن کاملSequential Optimality Conditions and Variational Inequalities
In recent years, sequential optimality conditions are frequently used for convergence of iterative methods to solve nonlinear constrained optimization problems. The sequential optimality conditions do not require any of the constraint qualications. In this paper, We present the necessary sequential complementary approximate Karush Kuhn Tucker (CAKKT) condition for a point to be a solution of a ...
متن کاملNumerical simulation of two-dimensional Bingham fluid flow by semismooth Newton methods
This paper is devoted to the numerical simulation of two-dimensional stationary Bingham fluid flow by semi-smooth Newton methods. We analyze the modeling variational inequality of the second kind, considering both Dirichlet and stress-free boundary conditions. A family of Tikhonov regularized problems is proposed and the convergence of the regularized solutions to the original one is verified. ...
متن کاملA New Optimal Solution Concept for Fuzzy Optimal Control Problems
In this paper, we propose the new concept of optimal solution for fuzzy variational problems based on the possibility and necessity measures. Inspired by the well–known embedding theorem, we can transform the fuzzy variational problem into a bi–objective variational problem. Then the optimal solutions of fuzzy variational problem can be obtained by solving its corresponding biobjective variatio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009