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Sufficient Optimality in a Parabolic Control Problem

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Trends in Industrial and Applied Mathematics

Part of the book series: Applied Optimization ((APOP,volume 72))

Abstract

We define a class of parabolic problems with control and state constraints and identify a problem within this class which possesses a locally unique critical point satisfying the second order sufficient optimality conditions. In this solution inequality constraints on the control are strongly active. The second derivative of the Lagrangian is not globally coercive. This is both shown analytically as well as verified numerically for a finite difference discretization.

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© 2002 Kluwer Academic Publishers

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Mittelmann, H.D., Tröltzsch, F. (2002). Sufficient Optimality in a Parabolic Control Problem. In: Siddiqi, A.H., Kočvara, M. (eds) Trends in Industrial and Applied Mathematics. Applied Optimization, vol 72. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0263-6_13

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  • DOI: https://doi.org/10.1007/978-1-4613-0263-6_13

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7967-6

  • Online ISBN: 978-1-4613-0263-6

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