scholarly journals New regularity results and improved error estimates for optimal control problems with state constraints

2014 ◽  
Vol 20 (3) ◽  
pp. 803-822 ◽  
Author(s):  
Eduardo Casas ◽  
Mariano Mateos ◽  
Boris Vexler
Author(s):  
Constantin Christof ◽  
Boris Vexler

We study first-order necessary optimality conditions and finite element error estimates for a class of distributed parabolic optimal control problems with pointwise state constraints. It is demonstrated that, if the bound in the state constraint and the differential operator in the governing PDE fulfill a certain compatibility assumption, then locally optimal controls satisfy a stationarity system that allows to significantly improve known regularity results for adjoint states and Lagrange multipliers in the parabolic setting. In contrast to classical approaches to first-order necessary optimality conditions for state-constrained problems, the main arguments of our analysis require neither a Slater point, nor uniform control constraints, nor differentiability of the objective function, nor a restriction of the spatial dimension. As an application of the established improved regularity properties, we derive new finite element error estimates for the dG(0)-cG(1)-discretization of a purely state-constrained linear-quadratic optimal control problem governed by the heat equation. The paper concludes with numerical experiments that confirm our theoretical findings.


Author(s):  
K. L. Teo ◽  
K. H. Wong

AbstractIn a paper by Teo and Jennings, a constraint transcription is used together with the concept of control parametrisation to devise a computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints of inequality type. The aim of this paper is to extend the results to a more general class of constrained optimal control problems, where the problem is also subject to terminal equality state constraints. For illustration, a numerical example is included.


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