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arXiv 1003.1884math.OC
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具有逐点控制和状态约束的最优控制问题变分离散化的最优阶误差估计

An optimal order error estimate for the variational discretization of optimal control problems in the presence of pointwise control and state constraints

Morten Vierling

摘要:

本文研究了具有逐点控制和状态约束的线性二次型最优控制问题的变分离散化。为了允许Fréchet光滑范数,该问题通过自反索伯列夫空间而不是连续函数空间来重新表述。状态方程的离散化产生一族摄动最优控制问题,其解可以数值计算。我们应用一个隐式多功能定理(IMT)的一阶必要条件证明这些解决方案的扰动误差的一个界。为了验证IMT的抽象正则性条件,我们计算了集值表示的必要条件的Fréchet余导数。将所得结果应用于二维椭圆型状态方程,经过简单的有限元离散,得到了O(h)阶收敛性.

英文摘要:

We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fréchet smooth norm, the problem is reformulated by means of a reflexive Sobolev space instead of the space of continuous functions. The discretization of the state equation yields a family of perturbed optimal control problems, whose solutions can be computed numerically. We apply an implicit multifunction theorem (IMT) to the first order necessary conditions to proof a bound on the perturbation error for these solutions. In order to verify the abstract regularity condition of the IMT, we compute the Fréchet coderivative of a set-valued representation of the necessary conditions. Applying our results to an elliptic state equation in two dimensions, undergoing a simple finite element discretization, we obtain convergence of order O(h).

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