Optimization problems with convex but non-smooth cost functional subject to an elliptic partial differential equation are considered. The non-smoothness arises from a L1-norm in the objective functional. The problem is regularized to permit the use of the semi-smooth Newton method. Error estimates with respect to the regularization parameter are provided. Moreover, finite element approximations are studied. A-priori as well as a-posteriori error estimates are developed and confirmed by numerical experiments.
Mots-clés : non-smooth optimization, sparsity, regularization error estimates, finite elements, discretization error estimates
@article{COCV_2011__17_3_858_0, author = {Wachsmuth, Gerd and Wachsmuth, Daniel}, title = {Convergence and regularization results for optimal control problems with sparsity functional}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {858--886}, publisher = {EDP-Sciences}, volume = {17}, number = {3}, year = {2011}, doi = {10.1051/cocv/2010027}, mrnumber = {2826983}, zbl = {1228.49032}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2010027/} }
TY - JOUR AU - Wachsmuth, Gerd AU - Wachsmuth, Daniel TI - Convergence and regularization results for optimal control problems with sparsity functional JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2011 SP - 858 EP - 886 VL - 17 IS - 3 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2010027/ DO - 10.1051/cocv/2010027 LA - en ID - COCV_2011__17_3_858_0 ER -
%0 Journal Article %A Wachsmuth, Gerd %A Wachsmuth, Daniel %T Convergence and regularization results for optimal control problems with sparsity functional %J ESAIM: Control, Optimisation and Calculus of Variations %D 2011 %P 858-886 %V 17 %N 3 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2010027/ %R 10.1051/cocv/2010027 %G en %F COCV_2011__17_3_858_0
Wachsmuth, Gerd; Wachsmuth, Daniel. Convergence and regularization results for optimal control problems with sparsity functional. ESAIM: Control, Optimisation and Calculus of Variations, Tome 17 (2011) no. 3, pp. 858-886. doi : 10.1051/cocv/2010027. http://www.numdam.org/articles/10.1051/cocv/2010027/
[1] Differentiability of Lipschitzian mappings between Banach spaces. Studia Math. 57 (1976) 147-190. | MR | Zbl
,[2] An optimal control approach to a posteriori error estimation in finite element methods. Acta Numer. 10 (2001) 1-102. | MR | Zbl
and ,[3] Quasi-interpolation and a posteriori error analysis in finite element methods. ESAIM: M2AN 33 (1999) 1187-1202. | Numdam | MR | Zbl
,[4] Error estimates for the numerical approximation of boundary semilinear elliptic control problems. Continuous piecewise linear approximations, in Systems, control, modeling and optimization 202, IFIP Int. Fed. Inf. Process., Springer, New York (2006) 91-101. | MR | Zbl
and ,[5] A duality-based approach to elliptic control problems in non-reflexive Banach spaces. ESAIM: COCV (2010) DOI: 10.1051/cocv/2010003. | Numdam | MR | Zbl
and ,[6] An iterative thresholding algorithm for linear inverse problems with a sparsity constraint. Comm. Pure Appl. Math. 57 (2004) 1413-1457. | MR | Zbl
, and ,[7] For most large underdetermined systems of linear equations the minimal l1-norm solution is also the sparsest solution. Comm. Pure Appl. Math. 59 (2006) 797-829. | MR | Zbl
,[8] Optimality, stability and convergence in optimal control. Appl. Math. Optim. 31 (1995) 297-326. | MR | Zbl
, , and ,[9] Approximation of a class of optimal control problems with order of convergence estimates. J. Math. Anal. Appl. 44 (1973) 28-47. | MR | Zbl
,[10] Sparse regularization with lq penalty term. Inv. Prob. 24 (2008) 055020. | MR | Zbl
, and ,[11] A semismooth Newton method for Tikhonov functionals with sparsity constraints. Inv. Prob. 24 (2008) 035007. | MR | Zbl
and ,[12] Update strategies for perturbed nonsmooth equations. Optim. Methods Softw. 23 (2008) 321-343. | MR | Zbl
, and ,[13] An a posteriori error analysis of adaptive finite element methods for distributed elliptic control problems with control constraints. ESAIM: COCV 14 (2008) 540-560. | Numdam | MR | Zbl
, , and ,[14] A variational discretization concept in control constrained optimization: the linear-quadratic case. Comp. Optim. Appl. 30 (2005) 45-63. | MR | Zbl
,[15] Theorie der Extremalaufgaben. VEB Deutscher Verlag der Wissenschaften, Berlin (1979). | MR | Zbl
and ,[16] Elastic-net regularization: error estimates and active set methods. Inv. Prob. 25 (2009) 115022. | MR | Zbl
, and ,[17] A new stopping criterion for iterative solvers for control constrained optimal control problems. Archives of Control Sciences 18 (2008) 17-42. | Zbl
and ,[18] Adaptive finite element approximation for distributed elliptic optimal control problems. SIAM J. Control Optim. 41 (2002) 1321-1349. | MR | Zbl
, , and ,[19] A posteriori error estimates of recovery type for distributed convex optimal control problems. J. Sci. Comput. 33 (2007) 155-182. | MR | Zbl
, and ,[20] A posteriori error estimates for convex boundary control problems. SIAM J. Numer. Anal. 39 (2001) 73-99. | MR | Zbl
and ,[21] Convergence rates and source conditions for Tikhonov regularization with sparsity constraints. J. Inverse Ill-Posed Probl. 16 (2008) 463-478. | MR | Zbl
,[22] Error estimates for joint Tikhonov- and Lavrentiev-regularization of constrained control problems. Appl. Anal. (to appear). | MR | Zbl
and ,[23] Superconvergence properties of optimal control problems. SIAM J. Control Optim. 43 (2004) 970-985. | MR | Zbl
and ,[24] Finite element error analysis for state-constrained optimal control of the Stokes equations. Control Cybern. 37 (2008) 251-284. | MR | Zbl
, and ,[25] A Tikhonov-based projection iteration for nonlinear ill-posed problems with sparsity constraints. Numer. Math. 104 (2006) 177-203. | MR | Zbl
and ,[26] Barrier methods for optimal control problems with state constraints. SIAM J. Optim. 20 (2009) 1002-1031. | MR | Zbl
,[27] Elliptic optimal control problems with L1-control cost and applications for the placement of control devices. Comp. Optim. Appl. 44 (2009) 159-181. | MR | Zbl
,[28] Le problème de Dirichlet pour les équations elliptiques du second ordre à coefficients discontinus. Ann. Inst. Fourier (Grenoble) 15 (1965) 189-258. | Numdam | MR | Zbl
,[29] Optimale Steuerung partieller Differentialgleichungen. Vieweg, Wiesbaden (2005). | Zbl
,[30] Elliptische Optimalsteuerungsprobleme unter Sparsity-Constraints. Diploma Thesis, Technische Universität Chemnitz (2008) http://www.tu-chemnitz.de/mathematik/part_dgl/publications.php+.
,Cité par Sources :