Newton's method for class of weakly singular optimal control problems

被引:8
作者
Ito, K
Kunisch, K
机构
[1] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA
[2] Karl Franzens Univ Graz, Inst Math, A-8010 Graz, Austria
关键词
Newton's method; optimal control; singular systems; 2-norm technique;
D O I
10.1137/S1052623497320840
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Newton's method for optimal control of highly nonlinear partial differential equations is analyzed using a 2-norm technique. We consider the case where neither the linearization of the equality constraint e characterizing the differential equation is surjective nor a second order sufficient optimality condition holds for the topology on which e is well defined. Such problems occur, for instance, in optimal control of semilinear elliptic equations or for parameter estimation problems. Despite the above mentioned difficulties, sufficient conditions for second order convergence are obtained.
引用
收藏
页码:896 / 916
页数:21
相关论文
共 15 条
[1]  
Alt W., 1993, Computational Optimization and Applications, V2, P77, DOI 10.1007/BF01299143
[2]  
Barbu V., 1976, Nonlinear Semigroups and Differential Equations in Banach Spaces
[3]  
Casas E., 1996, Z ANAL ANWEND, V15, P687
[4]   2ND-ORDER SUFFICIENT OPTIMALITY CONDITIONS FOR A CLASS OF NONLINEAR PARABOLIC BOUNDARY CONTROL-PROBLEMS [J].
GOLDBERG, H ;
TROLTZSCH, F .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1993, 31 (04) :1007-1025
[5]  
GOLDBERG H, 1996, LAGRANGENEWTON METHO
[7]   Estimation of the convection coefficient in elliptic equations [J].
Ito, K ;
Kunisch, K .
INVERSE PROBLEMS, 1997, 13 (04) :995-1013
[8]  
KATO K, 1980, PERTURBATION THEORY
[9]  
KUPFER R, 1997, THESIS TU BERLIN
[10]  
LIONS JL, 1985, CONTROL DISTRIBUTED