A posteriori verification of optimality conditions for control problems with finite-dimensional control space

Saheed Akindeinde, Daniel Wachsmuth

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

In this article, we investigate non-convex optimal control problems. We are concerned with a posteriori verification of sufficient optimality conditions. If the proposed verification method confirms the fulfillment of the sufficient condition then a posteriori error estimates can be computed. A special ingredient of our method is an error analysis for the Hessian of the underlying optimization problem. We derive conditions under which positive definiteness of the Hessian of the discrete problem implies positive definiteness of the Hessian of the continuous problem. The article is complemented with numerical experiments.

Original languageEnglish
Pages (from-to)473-523
Number of pages51
JournalNumerical Functional Analysis and Optimization
Volume33
Issue number5
DOIs
Publication statusPublished - May 1 2012
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Analysis
  • Signal Processing
  • Computer Science Applications
  • Control and Optimization

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