arXiv subjects

Gerd Wachsmuth

Publications and source records attributed to Gerd Wachsmuth.

At least 55 records · Page 3Linked to original sources

arXiv2021

Lipschitz Stability and Hadamard Directional Differentiability for Elliptic and Parabolic Obstacle-Type Quasi-Variational Inequalities

This paper is concerned with the sensitivity analysis of a class of parameterized fixed-point problems that arise in the context of obstacle-type quasi-variational inequalities. We prove that, if the operators in the considered fixed-point equation satisfy a positive superhomogeneity condition, then the maximal and minimal element of the solution set of the problem depend locally Lipschitz continuously on the involved parameters. We further show that, if certain concavity conditions hold, then the maximal solution mapping is Hadamard directionally differentiable and its directional derivatives are precisely the minimal solutions of suitably defined linearized fixed-point equations. In contrast to prior results, our analysis requires neither a Dirichlet space structure, nor restrictive assumptions on the mapping behavior and regularity of the involved operators, nor sign conditions on the directions that are considered in the directional derivatives. Our approach further covers the elliptic and parabolic setting simultaneously and also yields Hadamard directional differentiability results in situations in which the solution set of the fixed-point equation is a continuum and a characterization of directional derivatives via linearized auxiliary problems is provably impossible. To illustrate that our results can be used to study interesting problems arising in practice, we apply them to establish the Hadamard directional differentiability of the solution operator of a nonlinear elliptic quasi-variational inequality, which emerges in impulse control and in which the obstacle mapping is obtained by taking essential infima over certain parts of the underlying domain, and of the solution mapping of a parabolic quasi-variational inequality, which involves boundary controls and in which the state-to-obstacle relationship is described by a partial differential equation.

math.OC↗

arXiv2021

Non-optimality of conical parts for Newton's problem of minimal resistance in the class of convex bodies and the limiting case of infinite height

We consider Newton's problem of minimal resistance, in particular we address the problem arising in the limit if the height goes to infinity. We establish existence of solutions and lack radial symmetry of solutions. Moreover, we show that certain conical parts contained in the boundary of a convex body inhibit the optimality in the classical Newton's problem with finite height. This result is applied to certain bodies considered in the literature, which are conjectured to be optimal for the classical Newton's problem, and we show that they are not.

math.OC↗

arXiv2021

No-Gap Second-Order Conditions via a Directional Curvature Functional

This paper is concerned with necessary and sufficient second-order conditions for finite-dimensional and infinite-dimensional constrained optimization problems. Using a suitably defined directional curvature functional for the admissible set, we derive no-gap second-order optimality conditions in an abstract functional analytic setting. Our theory not only covers those cases where the classical assumptions of polyhedricity or second-order regularity are satisfied but also allows to study problems in the absence of these requirements. As a tangible example, we consider no-gap second-order conditions for bang-bang optimal control problems.

math.OC↗

arXiv2020

First-order conditions for the optimal control of the obstacle problem with state constraints

We consider an optimal control problem in which the state is governed by an unilateral obstacle problem (with obstacle from below) and restricted by a pointwise state constraint (from above). In the presence of control constraints, we prove, via regularization of the state constraints, that a system of C-stationarity is necessary for optimality. In the absence of control constraints, we show that local minimizers are even strongly stationary by a careful discussion of the primal first-order conditions of B-stationary type.

math.OC↗

arXiv2020

Reformulation of the M-stationarity conditions as a system of discontinuous equations and its solution by a semismooth Newton method

We show that the Mordukhovich-stationarity system associated with a mathematical program with complementarity constraints (MPCC) can be equivalently written as a system of discontinuous equations which can be tackled with a semismooth Newton method. We show that the resulting algorithm can be interpreted as an active set strategy for MPCCs. Local fast convergence of the method is guaranteed under validity of an MPCC-tailored version of LICQ and a suitable second-order condition. In case of linear-quadratic MPCCs, the LICQ-type constraint qualification can be replaced by a weaker condition which depends on the underlying multipliers. We discuss a suitable globalization strategy for our method. Some numerical results are presented in order to illustrate our theoretical findings.

math.OC↗

arXiv2020

New Constraint Qualifications for Optimization Problems in Banach Spaces based on Asymptotic KKT Conditions

Optimization theory in Banach spaces suffers from the lack of available constraint qualifications. Despite the fact that there exist only a very few constraint qualifications, they are, in addition, often violated even in simple applications. This is very much in contrast to finite-dimensional nonlinear programs, where a large number of constraint qualifications is known. Since these constraint qualifications are usually defined using the set of active inequality constraints, it is difficult to extend them to the infinite-dimensional setting. One exception is a recently introduced sequential constraint qualification based on asymptotic KKT conditions. This paper shows that this so-called asymptotic KKT regularity allows suitable extensions to the Banach space setting in order to obtain new constraint qualifications. The relation of these new constraint qualifications to existing ones is discussed in detail. Their usefulness is also shown by several examples as well as an algorithmic application to the class of augmented Lagrangian methods.

math.OC↗

arXiv2019

Optimal control of ODEs with state suprema

We consider the optimal control of a differential equation that involves the suprema of the state over some part of the history. In many applications, this non-smooth functional dependence is crucial for the successful modeling of real-world phenomena. We prove the existence of solutions and show that related problems may not possess optimal controls. Due to the non-smoothness in the state equation, we cannot obtain optimality conditions via standard theory. Therefore, we regularize the problem via a novel LogIntExp functional which generalizes the well-known LogSumExp. By passing to the limit with the regularization, we obtain an optimality system for the original problem. The theory is illustrated by some numerical experiments.

math.OC↗

arXiv2019

Elliptic quasi-variational inequalities under a smallness assumption: Uniqueness, differential stability and optimal control

We consider a quasi-variational inequality governed by a moving set. We employ the assumption that the movement of the set has a small Lipschitz constant. Under this requirement, we show that the quasi-variational inequality has a unique solution which depends Lipschitz-continuously on the source term. If the data of the problem is (directionally) differentiable, the solution map is directionally differentiable as well. We also study the optimal control of the quasi-variational inequality and provide necessary optimality conditions of strongly stationary type.

math.OC↗

arXiv2019

First and Second Order Shape Optimization based on Restricted Mesh Deformations

We consider shape optimization problems subject to elliptic partial differential equations. In the context of the finite element method, the geometry to be optimized is represented by the computational mesh, and the optimization proceeds by repeatedly updating the mesh node positions. It is well known that such a procedure eventually may lead to a deterioration of mesh quality, or even an invalidation of the mesh, when interior nodes penetrate neighboring cells. We examine this phenomenon, which can be traced back to the ineptness of the discretized objective when considered over the space of mesh node positions. As a remedy, we propose a restriction in the admissible mesh deformations, inspired by the Hadamard structure theorem. First and second order methods are considered in this setting. Numerical results show that mesh degeneracy can be overcome, avoiding the need for remeshing or other strategies. FEniCS code for the proposed methods is available on GitHub.

math.OC↗

arXiv2019

On Second-Order Optimality Conditions for Optimal Control Problems Governed by the Obstacle Problem

This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on the active set, we derive various conditions that guarantee the local/global optimality of first-order stationary points and/or the local/global quadratic growth of the reduced objective function. Our analysis extends and refines existing results from the literature, and also covers those situations where the problem at hand involves additional box-constraints on the control. As a byproduct, our approach shows in particular that Tikhonov regularized optimal control problems for the obstacle problem can be reformulated as state-constrained optimal control problems for the Poisson equation, and that problems involving a subharmonic obstacle and a convex objective function are uniquely solvable. The paper concludes with three counterexamples which illustrate that rather peculiar effects can occur in the analysis of second-order optimality conditions for optimal control problems governed by the obstacle problem, and that necessary second-order conditions for such problems may be hard to derive.

math.OC↗

arXiv2019

Bilevel optimal control: existence results and stationarity conditions

The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential equations. Such models are referred to as bilevel optimal control problems. Here, we first review some different features of bilevel optimal control including important applications, existence results, solution approaches, and optimality conditions. Afterwards, we focus on a specific problem class where parameters appearing in the objective functional of an optimal control problem of partial differential equations have to be reconstructed. After verifying the existence of solutions, necessary optimality conditions are derived by exploiting the optimal value function of the underlying parametric optimal control problem in the context of a relaxation approach.

math.OC↗

arXiv2019

No-gap second-order conditions under $n$-polyhedric constraints and finitely many nonlinear constraints

We consider an optimization problem subject to an abstract constraint and finitely many nonlinear constraints. Using the recently introduced concept of $n$-polyhedricity, we are able to provide second-order optimality conditions under weak regularity assumptions. In particular, we prove necessary optimality conditions of first and second order under the constraint qualification of Robinson, Zowe and Kurcyusz. Similarly, sufficient optimality conditions are stated. The gap between both conditions is as small as possible.

math.OC↗

arXiv2018

Numerical approximation of optimal convex shapes

This article investigates the numerical approximation of shape optimization problems with PDE constraint on classes of convex domains. The convexity constraint provides a compactness property which implies well posedness of the problem. Moreover, we prove the convergence of discretizations in two-dimensional situations. A numerical algorithm is devised that iteratively solves the discrete formulation. Numerical experiments show that optimal convex shapes are generally non-smooth and that three-dimensional problems require an appropriate relaxation of the convexity condition.

math.OC↗

arXiv2018

Discrete Total Variation with Finite Elements and Applications to Imaging

The total variation (TV)-seminorm is considered for piecewise polynomial, globally discontinuous (DG) and continuous (CG) finite element functions on simplicial meshes. A novel, discrete variant (DTV) based on a nodal quadrature formula is defined. DTV has favorable properties, compared to the original TV-seminorm for finite element functions. These include a convenient dual representation in terms of the supremum over the space of Raviart--Thomas finite element functions, subject to a set of simple constraints. It can therefore be shown that a variety of algorithms for classical image reconstruction problems, including TV-$L^2$ and TV-$L^1$, can be implemented in low and higher-order finite element spaces with the same efficiency as their counterparts originally developed for images on Cartesian grids.

math.NA↗

arXiv2018

Generalized derivatives for the solution operator of the obstacle problem

We characterize generalized derivatives of the solution operator of the obstacle problem. This precise characterization requires the usage of the theory of so-called capacitary measures and the associated solution operators of relaxed Dirichlet problems. The generalized derivatives can be used to obtain a novel necessary optimality condition for the optimal control of the obstacle problem with control constraints. A comparison shows that this system is stronger than the known system of C-stationarity.

math.OC↗

arXiv2017

On the Non-Polyhedricity of Sets with Upper and Lower Bounds in Dual Spaces

We demonstrate that the set $L^\infty(X, [-1,1])$ of all measurable functions over a Borel measure space $(X, \mathcal B, μ)$ with values in the unit interval is typically non-polyhedric when interpreted as a subset of a dual space. Our findings contrast the classical result that subsets of Dirichlet spaces with pointwise upper and lower bounds are polyhedric. In particular, additional structural assumptions are unavoidable when the concept of polyhedricity is used to study the differentiability properties of solution maps to variational inequalities of the second kind in, e.g., the spaces $H^{1/2}(\partial Ω)$ or $H_0^1(Ω)$.

math.OC↗

arXiv2017

Differential Sensitivity Analysis of Variational Inequalities with Locally Lipschitz Continuous Solution Operators

This paper is concerned with the differential sensitivity analysis of variational inequalities in Banach spaces whose solution operators satisfy a generalized Lipschitz condition. We prove a sufficient criterion for the directional differentiability of the solution map that turns out to be also necessary for elliptic variational inequalities in Hilbert spaces (even in the presence of asymmetric bilinear forms, nonlinear operators and nonconvex functionals). In contrast to classical results, our method of proof does not rely on Attouch's theorem on the characterization of Mosco convergence but is fully elementary. Moreover, our technique allows us to also study those cases where the variational inequality at hand is not uniquely solvable and where directional differentiability can only be obtained w.r.t. the weak or the weak-$\star$ topology of the underlying space. As tangible examples, we consider a variational inequality arising in elastoplasticity, the projection onto prox-regular sets, and a bang-bang optimal control problem.

math.OC↗

arXiv2017

Second-Order Analysis and Numerical Approximation for Bang-Bang Bilinear Control Problems

We consider bilinear optimal control problems, whose objective functionals do not depend on the controls. Hence, bang-bang solutions will appear. We investigate sufficient second-order conditions for bang-bang controls, which guarantee local quadratic growth of the objective functional in $L^1$. In addition, we prove that for controls that are not bang-bang, no such growth can be expected. Finally, we study the finite-element discretization, and prove error estimates of bang-bang controls in $L^1$-norms.

math.OC↗