Abstract
Recent advances in the analytical as well as numerical treatment of classes of elliptic mathematical programs with equilibrium constraints (MPECs) in function space are discussed. In particular, stationarity conditions for control problems with point tracking objectives and subject to the obstacle problem as well as for optimization problems with variational inequality constraints and pointwise constraints on the gradient of the state are derived. For the former problem class including the case of L 2-tracking-type objectives (rather than pointwise ones) a bundle-free solution method as well as adaptive finite element discretizations are introduced. Moreover, the analytical and numerical treatment of shape design problems subject to elliptic variational inequality constraints is highlighted. With respect to problems involving gradient constraints, the paper ends with a fixed-point-Moreau-Yosida-based semismooth Newton solver for a class of nonlinear elliptic quasi-variational inequality problems.
This work was completed with the support of DFG-Project “Elliptic Mathematical Programs with Equilibrium Constraints (MPECs) in Function Space: Optimality Conditions and Numerical Realization” within the DFG Priority Program SPP 1253 on “Optimization with Partial Differential Equations”.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Y. Achdou, An inverse problem for a parabolic variational inequality arising in volatility calibration with american options. SIAM J. Control Optim. 43(5), 1583–1615 (2005)
V. Barbu, Optimal Control of Variational Inequalities. Volume 100 of Research Notes in Mathematics (Pitman Advanced Publishing, Boston, 1984)
V. Barbu, A. Friedman, Optimal design of domains with free-boundary problems. SIAM J. Control Optim. 29(3), 623–637 (1991)
R. Becker, H. Kapp, R. Rannacher, Adaptive finite element methods for optimal control of partial differential equations: basic concept. SIAM J. Control Optim. 39(1), 113–132 (2000)
A. Bensoussan, J.-L. Lions, Controle impulsionnel et inéquations quasi-variationnelles d’évolutions. C. R. Acad. Sci. Paris 276, 1333–1338 (1974)
C. Brett, C. Elliott, M. Hintermüller, C. Löbhard, A dual-weighted residual approach to adaptivity for optimal control of elliptic variational inequalities with pointwise objective functionals. IFB-Report, 67, 1–28 (2013)
H. Brézis, Monotonicity methods in Hilbert spaces and some applications to nonlinear partial differential equations, in Contributions to Nonlinear Functional Analysis (Academic, New York, 1971), pp. 101–156
H. Brézis, G. Stampacchia, Sur la regularité de la solution d’inéquations elliptiques. Bulletin de la Société Mathématique de France 96, 153–180 (1968)
C.M. Elliott, On a variational inequality formulation of an electrochemical machining moving boundary problem and its approximation by the finite element method. J. Inst. Math. Appl. 25(2), 121–131 (1980)
G. Fichera, Problemi elettrostatici con vincoli unilaterali: il problema di Signorini con ambigue condizioni al contorno. Memorie dell’Accademia Nazionale dei Lincei 8, 91–140 (1964)
A. Gaevskaya, M. Hintermüller, R. Hoppe, Adaptive finite elements for optimally controlled elliptic variational inequalities of obstacle type. IFB-Report No. 68, 09 2013
A. Günther, M. Hinze, A posteriori error control of a state constrained elliptic control problem. J. Numer. Math. 16(4), 307–322 (2008)
A. Henrot, M. Pierre, Variation et optimisation de formes. Volume 48 of Mathématiques et Applications (Springer, Berlin, 1992). Une analyse géométrique
R. Herzog, C. Meyer, G. Wachsmuth, C-stationarity for optimal control of static plasticity with linear kinematic hardening. SIAM J. Control Optim. 50(5), 3052–3082 (2012)
R. Herzog, C. Meyer, G. Wachsmuth, B- and strong stationarity for optimal control of static plasticity with hardening. SIAM J. Optim. 23(1), 321–352 (2013)
M. Hintermüller, R. Hoppe, Goal-oriented adaptivity in control constrained optimal control of partial differential equations. SIAM J. Control Optim. 47, 1721–1743 (2008)
M. Hintermüller, I. Kopacka, Mathematical programs with complementarity constraints in function space: C- and strong stationarity and a path-following algorithm. SIAM J. Optim. 20, 868–902 (2009)
M. Hintermüller, I. Kopacka, A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs. Comput. Optim. Appl. 50(1), 111–145 (2011)
M. Hintermüller, A. Laurain, Optimal shape design subject to elliptic variational inequalities. SIAM J. Control Optim. 49(3), 1015–1047 (2011)
M. Hintermüller, C.N. Rautenberg, A sequential minimization technique for elliptic quasi-variational inequalities with gradient constraints. SIAM J. Optim. 22(4), 1224–1257 (2012)
M. Hintermüller, T. Surowiec, First order optimality conditions for elliptic mathematical programs with equilibrium constraints via variational analysis. SIAM J. Optim. 21(4), 1561–1593 (2011)
M. Hintermüller, T. Surowiec, A bundle-free implicit programming approach for a class of MPECs in function space. IFB-Report, 60, 2012
M. Hintermüller, K. Ito, K. Kunisch, The primal-dual active set strategy as a semismooth Newton method. SIAM J. Optim. 13, 865–888 (2002)
M. Hintermüller, R. Hoppe, C. Löbhard, ESAIM: Control, Optimization and Calculus of Variations 20(2), 524–546 (2014)
K. Ito, K. Kunisch, An active set strategy based on the augmented lagrangian formulation for image restoration. ESAIM: Math. Model. Numer. Anal. 33(1), 1–21 (1999)
T. Keil, A smooth penalty approach for MPECs with gradient constrained lower-level problems in Banach spaces. Master’s thesis, Humboldt-Universität zu Berlin, 2013
D. Kinderlehrer, G. Stampacchia, An Introduction to Variational Inequalities and Their Applications (Academic, New York, 1980)
M. Kunze, J. Rodrigues, An elliptic quasi-variational inequality with gradient constraints and some of its applications. Math. Methods Appl. Sci. 23, 897–908 (2000)
J. Lions, G. Stampacchia, Variational inequalities. Commun. Pure Appl. Math. 20, 493–519 (1967)
J.-L. Lions, Sur le côntrole optimal des systemes distribuées. Enseigne 19, 125–166 (1973)
J.-L. Lions, Various topics in the theory of optimal control of distributed systems, in optimal control theory and its applications, part I. Lect. Notes Econ. Math. Syst. 105, 166–309 (1974)
Z. Luo, J. Pang, D. Ralph, Mathematical Programs with Equilibrium Constraints (Cambridge University Press, Cambridge/New York, 1996)
F. Mignot, Controle dans les inéquations variationnelles elliptiques. Funct. Anal. 22, 130–185 (1976)
F. Mignot, J. Puel, Optimal control in some variational inequalities. SIAM J. Control Optim. 22(3), 466–476 (1984)
P. Neittaanmäki, J. Sokołowski, J.-P. Zolésio, Optimization of the domain in elliptic variational inequalities. Appl. Math. Optim. 18(1), 85–98 (1988)
P. Neittaanmaki, J. Sprekels, D. Tiba, Optimization of Elliptic Systems: Theory and Applications. Springer Monographs in Mathematics (Springer, New York, 2006)
J. Outrata, M. Kočvara, J. Zowe, Nonsmooth Approach to Optimization Problems with Equilibrium Constraints: Theory, Applications, and Numerical Results. No. 152 in Nonconvex Optimization and Its Applications (Kluwer Academic, Dordrecht/Boston, 1998)
H. Scheel, S. Scholtes, Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Math. Oper. Res. 25(1), 1–22 (2000)
A. Schiela, D. Wachsmuth, Convergence analysis of smoothing methods for optimal control of stationary variational inequalities with control constraints. ESAIM: Math. Model. Numer. Anal. 47(5), 771–787 (2013)
J. Sokołowski, J.-P. Zolésio, Introduction to Shape Optimization: Shape Sensitivity Analysis. Volume 16 of Springer Series in Computational Mathematics (Springer, Berlin, 1992)
D. Tiba, Propriétés de controlabilité pour les systèmes elliptiques, la méthode des domaines fictifs et problèmes de design optimal, in Optimization, Optimal Control and Partial Differential Equations (Iaşi, 1992). Volume 107 of International Series Numerical Mathematics (Birkhäuser, Basel, 1992), pp. 251–261
B. Vexler, W. Wollner, Adaptive finite elements for elliptic optimization problems with control constraints. SIAM J. Control Optim. 47(1), 509–534 (2008)
J. Yvon, Contrôle optimal de systèmes gouvernés par des inéquations variationnelles. PhD thesis, Université de Compiegne, Paris, 1973
J. Yvon, Optimal control of systems governed by variational inequalities, in 5th Conference on Optimization Techniques. Lecture Notes in Computer Science (Springer, Berlin/Heidelberg, 1973), Rome, Italy, pp. 265–275
J. Zowe, S. Kurcyusz, Regularity and stability for the mathematical programming problem in Banach spaces. Appl. Math. Optim. 5, 49–62 (1979)
Acknowledgements
The authors acknowledge support by DFG-Project “Elliptic Mathematical Programs with Equilibrium Constraints (MPECs) in Function Space: Optimality Conditions and Numerical Realization” within the DFG Priority Program SPP 1253 on “Optimization with Partial Differential Equations”, project C28 of the DFG Research Center “Matheon” as well as the Austrian Science Fund FWF under START-Project Y305 “Interfaces and Free Boundaries”.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Hintermüller, M., Laurain, A., Löbhard, C., Rautenberg, C.N., Surowiec, T.M. (2014). Elliptic Mathematical Programs with Equilibrium Constraints in Function Space: Optimality Conditions and Numerical Realization. In: Leugering, G., et al. Trends in PDE Constrained Optimization. International Series of Numerical Mathematics, vol 165. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-05083-6_9
Download citation
DOI: https://doi.org/10.1007/978-3-319-05083-6_9
Published:
Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-05082-9
Online ISBN: 978-3-319-05083-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)