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On the solution stability of parabolic optimal control problems

The paper investigates stability properties of solutions of optimal control problems constrained by semilinear parabolic partial differential equations. Hölder or Lipschitz dependence of the optimal solution on perturbations are obtained for problems in which the equation and the objective functiona...

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Detalles Bibliográficos
Autores principales: Corella, Alberto Domínguez, Jork, Nicolai, Veliov, Vladimir M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10643373/
https://www.ncbi.nlm.nih.gov/pubmed/37969870
http://dx.doi.org/10.1007/s10589-023-00473-4
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author Corella, Alberto Domínguez
Jork, Nicolai
Veliov, Vladimir M.
author_facet Corella, Alberto Domínguez
Jork, Nicolai
Veliov, Vladimir M.
author_sort Corella, Alberto Domínguez
collection PubMed
description The paper investigates stability properties of solutions of optimal control problems constrained by semilinear parabolic partial differential equations. Hölder or Lipschitz dependence of the optimal solution on perturbations are obtained for problems in which the equation and the objective functional are affine with respect to the control. The perturbations may appear in both the equation and in the objective functional and may nonlinearly depend on the state and control variables. The main results are based on an extension of recently introduced assumptions on the joint growth of the first and second variation of the objective functional. The stability of the optimal solution is obtained as a consequence of a more general result obtained in the paper–the metric subregularity of the mapping associated with the system of first order necessary optimality conditions. This property also enables error estimates for approximation methods. A Lipschitz estimate for the dependence of the optimal control on the Tikhonov regularization parameter is obtained as a by-product.
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spelling pubmed-106433732023-11-14 On the solution stability of parabolic optimal control problems Corella, Alberto Domínguez Jork, Nicolai Veliov, Vladimir M. Comput Optim Appl Article The paper investigates stability properties of solutions of optimal control problems constrained by semilinear parabolic partial differential equations. Hölder or Lipschitz dependence of the optimal solution on perturbations are obtained for problems in which the equation and the objective functional are affine with respect to the control. The perturbations may appear in both the equation and in the objective functional and may nonlinearly depend on the state and control variables. The main results are based on an extension of recently introduced assumptions on the joint growth of the first and second variation of the objective functional. The stability of the optimal solution is obtained as a consequence of a more general result obtained in the paper–the metric subregularity of the mapping associated with the system of first order necessary optimality conditions. This property also enables error estimates for approximation methods. A Lipschitz estimate for the dependence of the optimal control on the Tikhonov regularization parameter is obtained as a by-product. Springer US 2023-03-20 2023 /pmc/articles/PMC10643373/ /pubmed/37969870 http://dx.doi.org/10.1007/s10589-023-00473-4 Text en © The Author(s) 2023 https://creativecommons.org/licenses/by/4.0/Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Article
Corella, Alberto Domínguez
Jork, Nicolai
Veliov, Vladimir M.
On the solution stability of parabolic optimal control problems
title On the solution stability of parabolic optimal control problems
title_full On the solution stability of parabolic optimal control problems
title_fullStr On the solution stability of parabolic optimal control problems
title_full_unstemmed On the solution stability of parabolic optimal control problems
title_short On the solution stability of parabolic optimal control problems
title_sort on the solution stability of parabolic optimal control problems
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10643373/
https://www.ncbi.nlm.nih.gov/pubmed/37969870
http://dx.doi.org/10.1007/s10589-023-00473-4
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