arXiv subjects

Veronika Karl

Publications and source records attributed to Veronika Karl.

3 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

A Lagrange Multiplier Method for Semilinear Elliptic State Constrained Optimal Control Problems

In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the original problem as well as weak convergence of the adjoint states and weak* convergence of the multipliers associated to the state constraint. Moreover, we show existence of stationary points in arbitrary small neighborhoods of local solutions of the original problem. Additionally, various numerical results are presented.

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.

math.OC↗