arXiv subjects

Frank Pörner

Publications and source records attributed to Frank Pörner.

8 recordsLinked to original sources

arXiv2018

On Non-Reducible Multi-Player Control Problems and their Numerical Computation

In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established convergence analysis we derive superlinear convergence for the associated Newton method and the equivalent active-set method. We also provide detailed finite element discretizations for both methods. Several numerical examples are presented to support the theoretical findings.

math.OC↗

arXiv2018

Error estimates for the approximation of multibang control problems

This work is concerned with optimal control problems where the objective functional consists of a tracking-type functional and an additional "multibang" regularization functional that promotes optimal control taking values from a given discrete set pointwise almost everywhere. Under a regularity condition on the set where these discrete values are attained, error estimates for the Moreau--Yosida approximation (which allows its solution by a semismooth Newton method) and the discretization of the problem are derived. Numerical results support the theoretical findings.

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arXiv2017

An inexact iterative Bregman method for optimal control problems

In this article we investigate an inexact iterative regularization method based on generalized Bregman distances of an optimal control problem with control constraints. We show robustness and convergence of the inexact Bregman method under a regularity assumption, which is a combination of a source condition and a regularity assumption on the active sets. We also take the discretization error into account. Numerical results are presented to demonstrate the algorithm.

math.OC↗

arXiv2017

A Joint Tikhonov Regularization and Augmented Lagrange Approach for Ill-posed State Constrained Control Problems with Sparse Controls

We provide a modified augmented Lagrange method coupled with a Tikhonov regularization for solving ill-posed state-constrained elliptic optimal control problems with sparse controls. We consider a linear quadratic optimal control problem without any additional $L^2$ regularization terms. The sparsity is guaranteed by an additional $L^1$ term. Here, the modification of the classical augmented Lagrange method guarantees us uniform boundedness of the multiplier that corresponds to the state constraints. We present a coupling between the regularization parameter introduced by the Tikhonov regularization and the penalty parameter from the augmented Lagrange method, which allows us to prove strong convergence of the controls and their corresponding states. Moreover convergence results proving the weak convergence of the adjoint state and weak*-convergence of the multiplier are provided. Finally, we demonstrate our method in several numerical examples.

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arXiv2017

Tikhonov regularization of optimal control problems governed by semi-linear partial differential equations

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under suitable conditions. These conditions comprise second-order sufficient optimality conditions as well as regularity conditions on the control, which consists of a source condition and a condition on the active sets. In addition, we show that these conditions are necessary for convergence rates under certain conditions. We also consider sparse optimal control problems and derive regularization error estimates for them. Numerical experiments underline the theoretical findings.

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arXiv2016

A priori stopping rule for an iterative Bregman method for optimal control problems

In this article we continue our investigation of the iterative regularization method for optimization problems based on Bregman distances. The optimization problems are subject to pointwise inequality constraints in $L^2(Ω)$. We provide an estimate for the noise error for perturbed data, which can be used to construct an a priori stopping rule. Furthermore we show how to implement our method with a semi-smooth Newton method using finite elements and present numerical results for the stopping rule.

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arXiv2016

A sharp regularization error estimate for bang-bang solutions for an iterative Bregman regularization method for optimal control problems

In the present work, we present numerical results for an iterative method for solving an optimal control problem with inequality contraints. The method is based on generalized Bregman distances. Under a combination of a source condition and a regularity condition on the active sets convergence results are presented. Furthermore we show by numerical examples that the provided a-priori estimate is sharp in the bang-bang case.

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arXiv2016

An iterative Bregman regularization method for optimal control problems with inequality constraints

We study an iterative regularization method of optimal control problems with control constraints. The regularization method is based on generalized Bregman distances. We provide convergence results under a combination of a source condition and a regularity condition on the active sets. We do not assume attainability of the desired state. Furthermore, a-priori regularization error estimates are obtained.

math.OC↗