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Minimal invasion: An optimal L∞ state constraint problem

Published online by Cambridge University Press:  11 October 2010

Christian Clason
Affiliation:
Institute for Mathematics and Scientific Computing, University of Graz, Heinrichstrasse 36, 8010 Graz, Austria. christian.clason@uni-graz.at; karl.kunisch@uni-graz.at
Kazufumi Ito
Affiliation:
Department of Mathematics, North Carolina State University, Raleigh, North Carolina, 27695-8205, USA. kito@math.ncsu.edu
Karl Kunisch
Affiliation:
Institute for Mathematics and Scientific Computing, University of Graz, Heinrichstrasse 36, 8010 Graz, Austria. christian.clason@uni-graz.at; karl.kunisch@uni-graz.at

Abstract

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In this work, the least pointwise upper and/or lower bounds on the state variableon a specified subdomain of a control system under piecewise constant control action are sought.This results in a non-smooth optimization problem in function spaces. Introducing a Moreau-Yosidaregularization of the state constraints, the problem can be solvedusing a superlinearly convergent semi-smooth Newton method.Optimality conditions are derived, convergence of the Moreau-Yosidaregularization is proved, and well-posedness and superlinearconvergence of the Newton method is shown. Numerical examplesillustrate the features of this problem and the proposed approach.

Information

Type
Research Article
Copyright
© EDP Sciences, SMAI, 2010