Abstract
In this paper optimal control problems governed by elliptic semilinear equations and subject to pointwise state constraints are considered. These problems are discretized using finite element methods and a posteriori error estimates are derived assessing the error with respect to the cost functional. These estimates are used to obtain quantitative information on the discretization error as well as for guiding an adaptive algorithm for local mesh refinement. Numerical examples illustrate the behavior of the method.
Similar content being viewed by others
References
Becker, R., Kapp, H., Rannacher, R.: Adaptive finite element methods for optimal control of partial differential equations: basic concepts. SIAM J. Control Optim. 39(1), 113–132 (2000)
Becker, R., Rannacher, R.: An optimal control approach to a posteriori error estimation. In: Iserles, A. (ed.) Acta Numerica 2001, pp. 1–102. Cambridge University Press, London (2001)
Becker, R., Vexler, B.: A posteriori error estimation for finite element discretizations of parameter identification problems. Numer. Math. 96(3), 435–459 (2004)
Becker, R., Vexler, B.: Mesh refinement and numerical sensitivity analysis for parameter calibration of partial differential equations. J. Comput. Phys. 206(1), 95–110 (2005)
Braess, D.: Finite Elements: Theory, Fast Solvers and Applications in Solid Mechanics. Cambridge University Press, Cambridge (2007)
Brenner, S.C., Scott, L.R.: The Mathematical Theory of Finite Element Methods. Springer, Berlin (2002)
Carey, G.F., Oden, J.T.: Finite Elements. Computational Aspects, vol. 3. Prentice-Hall, New York (1984)
Casas, E.: Control of an elliptic problem with pointwise state constraints. SIAM J. Control Optim. 24, 1309–1318 (1986)
Casas, E.: Boundary control of semilinear elliptic equations with pointwise state constraints. SIAM J. Control Optim. 34, 933–1006 (1993)
Cherednichenko, S., Krumbiegel, K., Rösch, A.: Error estimates for the Lavrentiev regularization of elliptic optimal control problems. Inverse Probl. (2008, accepted)
Deckelnick, K., Hinze, M.: Convergence of a finite element approximation to a state constrained elliptic control problem. SIAM J. Numer. Anal. 35, 1937–1953 (2007)
Deckelnick, K., Hinze, M.: A finite element approximation to elliptic control problems in the presence of control and state constraints. Hambg. Beitr. Angew. Math. 2007-01 (2007)
Eriksson, K., Estep, D., Hansbo, P., Johnson, C.: Introduction to adaptive methods for differential equations. In: Iserles, A. (ed.) Acta Numerica 1995, pp. 105–158. Cambridge University Press, London (1995)
The finite element toolkit Gascoigne. http://www.gascoigne.uni-hd.de
Grisvard, P.: Singularities in Boundary Value Problems. Springer, Masson (1992)
Günther, A., Hinze, M.: A posteriori error control of a state constrained elliptic control problem. J. Numer. Math. (2008, to appear)
Hintermüller, M., Hoppe, R.H.W., Iliash, Y., Kieweg, M.: An a posteriori error analysis of adaptive finite element methods for distributed elliptic control problems with control constraints. ESIAM Control Optim. Calc. Var. 14, 540–560 (2008)
Hintermüller, M., Hoppe, R.H.W.: Goal-oriented adaptivity in control constrained optimal control of partial differential equations. SIAM J. Control Optim. 47(4), 1721–1743 (2008)
Hintermüller, M., Kunisch, K.: Feasible and noninterior path-following in constrained minimization with low multiplier regularity. SIAM J. Control Optim. 45(4), 1198–1221 (2006)
Hintermüller, M., Kunisch, K.: Stationary optimal control problems with pointwise state constraints (2007, to appear)
Hinze, M.: A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl. 30(1), 45–61 (2005)
Hoppe, R.H.W., Kieweg, M.: A posteriori error estimation of finite element approximations of pointwise state constrained distributed control problems (2007, submitted)
Li, R., Liu, W., Ma, H., Tang, T.: Adaptive finite element approximation for distributed elliptic optimal control problems. SIAM J. Control Optim. 41(5), 1321–1349 (2002)
Liu, W.: Adaptive multi-meshes in finite element approximation of optimal control. Contemporary Mathematics 383, 113–132 (2005)
Liu, W., Gong, W., Yan, N.: A new finite element approximation of a state constrained optimal control problem. J. Comput. Math. (2008, accepted)
Meidner, D., Vexler, B.: Adaptive space-time finite element methods for parabolic optimization problems. SIAM J. Control Optim. 46(1), 116–142 (2007)
Meyer, C.: Error estimates for the finite-element approximation of an elliptic control problem with pointwise state and control constraints. Control Cybern. (2008, to appear)
Meyer, C., Hinze, M.: Stability of infinite dimensional control problems with pointwise state constraints (2007, submitted)
Meyer, C., Prüfert, U., Tröltzsch, F.: On two numerical methods for state-constrained elliptic control problems. Optim. Methods Softw. 22, 871–899 (2007)
Meyer, C., Rösch, A., Tröltzsch, F.: Optimal control of PDEs with regularized pointwise state constraints. Comput. Optim. Appl. 33, 209–228 (2006)
RoDoBo: a C++ library for optimization with stationary and nonstationary PDEs with interface to Gascoigne. http://www.rodobo.uni-hd.de
Schiela, A.: Barrier methods for optimal control problems with state constraints (2007, submitted)
Schmich, M., Vexler, B.: Adaptivity with dynamic meshes for space-time finite element discretizations of parabolic equations. SIAM J. Sci. Comput. 30(1), 369–393 (2008)
Tröltzsch, F.: Optimale Steuerung partieller Differentialgleichungen. Vieweg, Wiesbaden (2005)
Verfürth, R.: A Review of A Posteriori Error Estimation and Adaptive Mesh-Refinement Techniques. Wiley Teubner, New York/Stuttgart (1996)
Vexler, B., Wollner, W.: Adaptive finite elements for elliptic optimization problems with control constraints. SIAM J. Control Optim. 47(1), 509–534 (2008)
VisuSimple: an interactive VTK-based visualization and graphics/mpeg-generation program. http://www.visusimple.uni-hd.de
Author information
Authors and Affiliations
Corresponding author
Additional information
O. Benedix’s research was supported by the Austrian Science Fund FWF, project P18971-N18 “Numerical analysis and discretization strategies for optimal control problems with singularities”.
Rights and permissions
About this article
Cite this article
Benedix, O., Vexler, B. A posteriori error estimation and adaptivity for elliptic optimal control problems with state constraints. Comput Optim Appl 44, 3–25 (2009). https://doi.org/10.1007/s10589-008-9200-y
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10589-008-9200-y