New regularity results and improved error estimates for optimal control problems with state constraints
ESAIM: Control, Optimisation and Calculus of Variations, Tome 20 (2014) no. 3, pp. 803-822.

In this paper we are concerned with a distributed optimal control problem governed by an elliptic partial differential equation. State constraints of box type are considered. We show that the Lagrange multiplier associated with the state constraints, which is known to be a measure, is indeed more regular under quite general assumptions. We discretize the problem by continuous piecewise linear finite elements and we are able to prove that, for the case of a linear equation, the order of convergence for the error in L2(Ω) of the control variable is h | log h | in dimensions 2 and 3.

DOI : 10.1051/cocv/2013084
Classification : 49K20, 49M05, 49M25, 65N30, 65N15
Mots-clés : optimal control, state constraints, elliptic equations, Borel measures, error estimates
@article{COCV_2014__20_3_803_0,
     author = {Casas, Eduardo and Mateos, Mariano and Vexler, Boris},
     title = {New regularity results and improved error estimates for optimal control problems with state constraints},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {803--822},
     publisher = {EDP-Sciences},
     volume = {20},
     number = {3},
     year = {2014},
     doi = {10.1051/cocv/2013084},
     mrnumber = {3264224},
     zbl = {1293.49044},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/cocv/2013084/}
}
TY  - JOUR
AU  - Casas, Eduardo
AU  - Mateos, Mariano
AU  - Vexler, Boris
TI  - New regularity results and improved error estimates for optimal control problems with state constraints
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2014
SP  - 803
EP  - 822
VL  - 20
IS  - 3
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/cocv/2013084/
DO  - 10.1051/cocv/2013084
LA  - en
ID  - COCV_2014__20_3_803_0
ER  - 
%0 Journal Article
%A Casas, Eduardo
%A Mateos, Mariano
%A Vexler, Boris
%T New regularity results and improved error estimates for optimal control problems with state constraints
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2014
%P 803-822
%V 20
%N 3
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/cocv/2013084/
%R 10.1051/cocv/2013084
%G en
%F COCV_2014__20_3_803_0
Casas, Eduardo; Mateos, Mariano; Vexler, Boris. New regularity results and improved error estimates for optimal control problems with state constraints. ESAIM: Control, Optimisation and Calculus of Variations, Tome 20 (2014) no. 3, pp. 803-822. doi : 10.1051/cocv/2013084. http://www.numdam.org/articles/10.1051/cocv/2013084/

[1] N. Arada, E. Casas and F. Tröltzsch, Error estimates for the numerical approximation of a semilinear elliptic control problem. Comput. Optim. Appl. 23 (2002) 201-229. | MR | Zbl

[2] M. Bergounioux and K. Kunisch, Primal-dual strategy for state-constrained optimal control problems. Comput. Optim. Appl. 22 (2002) 193-224. | MR | Zbl

[3] M. Bergounioux and K. Kunisch, On the structure of Lagrange multipliers for state-constrained optimal control problems. Systems Control Lett. 48 (2003) 169-176. Optimization and control of distributed systems. | MR | Zbl

[4] H. Blum and R. Rannacher, On the boundary value problem of the biharmonic operator on domains with angular corners. Math. Methods Appl. Sci. 2 (1980) 556-581. | MR | Zbl

[5] S.C. Brenner and L.R. Scott, The Mathematical Theory of Finite Element Methods. Springer-Verlag, New York, Berlin, Heidelberg (1994). | MR | Zbl

[6] E. Casas, Control of an elliptic problem with pointwise state constraints. SIAM J. Control Optim. 24 (1986) 1309-1318. | MR | Zbl

[7] E. Casas, J.C. De Los Reyes and F. Tröltzsch, Sufficient second order optimality conditions for semilinear control problems with pointwise state constraints. SIAM J. Optim. 19 (2008) 616-643. | MR | Zbl

[8] E. Casas and M. Mateos, Uniform convergence of the FEM. Applications to state constrained control problems. Comput. Appl. Math. 21 (2002) 67-100. | MR | Zbl

[9] E. Casas, Error estimates for the numerical approximation of semilinear elliptic control problems with finitely many state contraints. ESAIM: COCV 8 (2002) 345-374. | Numdam | MR | Zbl

[10] E. Casas and M. Mateos, Numerical approximation of elliptic control problems with finitely many pointwise constraints. Comput. Optim. Appl. 51 (2012) 1319-1343. | MR | Zbl

[11] E. Casas and F. Tröltzsch, Recent advances in the analysis of pointwise state-constrained elliptic optimal control problems. ESAIM: COCV 16 (2010) 581-600. | Numdam | MR | Zbl

[12] S. Cherednichenko, K. Krumbiegel and A. Rösch, Error estimates for the Lavrentiev regularization of elliptic optimal control problems. Inverse Problems 24 (2008) 21. | MR | Zbl

[13] P.G. Ciarlet, Basic error estimates for elliptic problems, in Handbook of numerical analysis, Vol. II, Handb. Numer. Anal., II. North-Holland, Amsterdam (1991) 17-351 | MR | Zbl

[14] G. Dal Maso, F. Murat, L. Orsina and A. Prignet, Renormalized solutions of elliptic equations with general measure data. Ann. Scuola Norm. Sup. Pisa Cl. Sci. 28 (1999) 741-808. | Numdam | MR | Zbl

[15] K. Deckelnick and M. Hinze, Convergence of a finite element approximation to a state constrained elliptic control problem. SIAM J. Numer. Anal. 35 (2007) 1937-1953. | MR | Zbl

[16] K. Deckelnick and M. Hinze, Numerical analysis of a control and state constrained elliptic control problem with piecewise constant control approximations, in Proc. of ENUMATH, 2007. Numer. Math. Advanced Appl., edited by K. Kunisch, G. Of and O. Steinbach. Springer, Berlin (2008) 597-604. | Zbl

[17] M. Degiovanni and M. Scaglia, A variational approach to semilinear elliptic equations with measure data. Discrete Contin. Dyn. Syst. 31 (2011) 1233-1248. | MR | Zbl

[18] D. Gilbarg and N.S. Trudinger, Elliptic partial differential equations of second order. Classics in Math. Reprint of the 1998 edition. Springer-Verlag, Berlin (2001). | MR | Zbl

[19] W. Gong and N. Yan, A mixed finite element scheme for optimal control problems with pointwise state constraints. J. Sci. Comput. 46 (2011) 182-203. | MR | Zbl

[20] P. Grisvard, Elliptic Problems in Nonsmooth Domains. Pitman, Boston-London-Melbourne, 1985. | MR | Zbl

[21] M. Hinze, R. Pinnau, M. Ulbrich and S. Ulbrich, Optimization with PDE constraints, vol. 23. Math. Model.: Theory Appl. Springer, New York (2009). | MR | Zbl

[22] D. Leykekhman, D. Meidner and B. Vexler, Optimal error estimates for finite element discretization of elliptic optimal control problems with finitely many pointwise state constraints. Comput. Optim. Appl. 55 (2013) 769-802. | MR | Zbl

[23] W. Liu, W. Gong and N. Yan, A new finite element approximation of a state-constrained optimal control problem. J. Comput. Math. 27 (2009) 97-114. | MR | Zbl

[24] C. Meyer, Error estimates for the finite-element approximation of an elliptic control problem with pointwise state and control constraints. Control Cybernet 37 (2008) 51-83. | MR | Zbl

[25] C. Meyer, U. Prüfert and Tröltzsch, On two numerical methods for state-constrained elliptic control problems. Optim. Methods Softw. 22 (2007) 871-899. | MR | Zbl

[26] C. Meyer, Error estimates for the finite-element approximation of an elliptic control problem with pointwise state and control constraints. Control and Cybernetics 37 (2008) 51-85. | MR | Zbl

[27] K. Pieper and B. Vexler, A priori error analysis for discretization of sparse elliptic optimal control problems in measure space. SIAM J. Control Optim. 51 (2013) 2788-2808. | MR

[28] A. Rösch and S. Steinig, A priori error estimates for a state-constrained elliptic optimal control problem. ESAIM: M2AN 46 (2012) 1107-1120. | Numdam | Zbl

[29] W. Rudin, Real and Complex Analysis. McGraw-Hill, London (1970). | Zbl

[30] A.H. Schatz and L.B. Wahlbin, Interior maximum norm estimates for finite element methods. Math. Comput. 31 (1977) 414-442. | MR | Zbl

[31] G. Stampacchia, 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

Cité par Sources :