Lipschitz stability for elliptic optimal control problems with mixed control-state constraints

A family of linear-quadratic optimal control problems with pointwise mixed state-control constraints governed by linear elliptic partial differential equations is considered. All data depend on a vector parameter of perturbations. Lipschitz stability with respect to perturbations of the optimal control, the state and adjoint variables, and the Lagrange multipliers is established.

[1]  Kazimierz Malanowski,et al.  The Lagrange-Newton method for nonlinear optimal control problems , 1993, Comput. Optim. Appl..

[2]  N. Josephy Newton's Method for Generalized Equations. , 1979 .

[3]  Eberhard Zeidler,et al.  Applied Functional Analysis: Main Principles and Their Applications , 1995 .

[4]  Roland Griesse,et al.  Lipschitz Stability of Solutions to Some State-Constrained Elliptic Optimal Control Problems , 2006 .

[5]  Fredi Tröltzsch,et al.  On two numerical methods for state-constrained elliptic control problems , 2007, Optim. Methods Softw..

[6]  Kazufumi Ito,et al.  Sensitivity analysis of solutions to optimization problems in Hilbert spaces with applications to optimal control and estimation , 1992 .

[7]  F. H. Murray On implicit functions , 1920 .

[8]  Fredi Tröltzsch,et al.  Existence of Regular Lagrange Multipliers for a Nonlinear Elliptic Optimal Control Problem with Pointwise Control-State Constraints , 2006, SIAM J. Control. Optim..

[9]  Stephen M. Robinson,et al.  Strongly Regular Generalized Equations , 1980, Math. Oper. Res..

[10]  Fredi Tröltzsch,et al.  Optimal Control of PDEs with Regularized Pointwise State Constraints , 2006, Comput. Optim. Appl..

[11]  Fredi Tröltzsch,et al.  On an Elliptic Optimal Control Problem with Pointwise Mixed Control-State Constraints , 2006 .

[12]  Kazimierz Malanowski,et al.  Stability and sensitivity analysis for optimal control problems with control-state constraints , 2001 .

[13]  W. Hager,et al.  Optimality, stability, and convergence in nonlinear control , 1995 .

[14]  William W. Hager,et al.  Implicit Functions, Lipschitz Maps, and Stability in Optimization , 1994, Math. Oper. Res..

[15]  W. Alt Local stability of solutions to differentiable optimization problems in banach spaces , 1991 .

[16]  P. Grisvard Elliptic Problems in Nonsmooth Domains , 1985 .

[17]  D. Kinderlehrer,et al.  An introduction to variational inequalities and their applications , 1980 .

[18]  K. Malanowski,et al.  Lipschitz stability of solutions to parametric optimal control for elliptic equations , 2000 .

[19]  Arnd Rösch,et al.  Regularity of solutions for an optimal control problem with mixed control-state constraints , 2006 .