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A new relaxation method for optimal control of semilinear elliptic variational inequalities obstacle problems

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  • In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first relax the feasible domain of the problem, then using both mathematical programming methods and penalization methods we get optimality conditions with smooth Lagrange multipliers. Some numerical experiments using the Interior Point Optimizer (IPOPT), Nonlinear Interior point Trust Region Optimization (KNITRO) and Sequential Quadratic Optimization Technique (SNOPT) are presented to verify the efficiency of our approach.

    Mathematics Subject Classification: Primary: 49KXX, 49M20; Secondary: 49MXX.

    Citation:

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  • Figure 1.  Data of the considered example

    Figure 2.  Optimal solution with IPOPT solver using the $ \theta_{\alpha}^{1} $, N = 20, $ \alpha = 10^{-3} $, and $ \varepsilon = 10^{-3} $

    Figure 3.  Example 2 using $ \theta^{1}_{\alpha}, N = 15 $ and $ \alpha = 10^{-3} $

    Table 1.  Using the $ \theta^{1}_{\alpha} $ smoothing function -Example 1- N = 20

    $ \alpha $ $ \mid\mid Ay-g(y)-f-v-\xi \mid\mid_{2} $ $ \left( y-\psi, \xi \right)_{2} $ $ \text{J} $
    1.e-1 4.19213e-06 0.00554001 6.4520064e-01
    1.e-2 9.73059e-06 3.90692e-05 6.4808311e-01
    1.e-3 1.66885e-05 3.15736e-07 6.4906597e-01
    1.e-4 7.20318e-06 3.45708e-09 6.4906596e-01
     | Show Table
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    Table 2.  Using the $ \theta_{\alpha}^{\text{log}} $ smoothing function -Example 1- N = 20

    $ \alpha $ $ \mid\mid Ay-g(y)-f-v-\xi \mid\mid_{2} $ $ \left( y-\psi, \xi \right)_{2} $ $ \text{J} $
    1.e-1 4.77128e-06 0.00275542 6.4585951e-01
    1.e-2 1.00013e-05 2.29846e-05 6.4810490e-01
    1.e-3 1.67039e-05 2.54095e-07 6.4906099e-01
    1.e-4 3.05604e-07 3.97519e-09 6.4906099e-01
     | Show Table
    DownLoad: CSV

    Table 3.  Using the $ \theta_{\alpha}^{\text{1}} $ smoothing function -Example 1- N = 20 where $ \alpha = 10^{-2} $ is fixed

    $ \varepsilon $ $ \mid\mid Ay-g(y)-f-v-\xi \mid\mid_{2} $ $ \left( y-\psi, \xi \right)_{2} $ $ \text{J} $
    1.e-1 0.000190242 6.60632e-05 6.4772424e-01
    1.e-2 2.49746e-05 5.1126e-05 6.4776774e-01
    1.e-3 9.73059e-06 3.90692e-05 6.4808311e-01
    1.e-4 2.50301e-06 3.77642e-05 6.4810870e-01
     | Show Table
    DownLoad: CSV

    Table 4.  Using the $ \theta_{\alpha}^{1} $ smoothing function -Example 1- N = 20

    Solver $ \mid\mid Ay-g(y)-f-v-\xi \mid\mid_{2} $ $ \left( y-\psi, \xi \right)_{2} $ J Nb.Iter
    SNOPT 3.73674e-09 9.04096e-07 6.47795123e-1 46346
    KNITRO 7.72611e-13 9.05794e-05 6.4779048e-01 64
    IPOPT 9.73059e-06 3.90692e-05 6.4808311e-01 478
     | Show Table
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    Table 5.  Using the $ \theta_{\alpha}^{1} $ smoothing function -Example 2- N = 15

    $ \alpha $ $ \mid\mid Ay-g(y)-f-v-\xi \mid\mid_{2} $ $ \left( y-\psi, \xi \right)_{2} $ $ \mid\mid y-y^{*} \mid\mid_{2} $ $ \mid\mid v-v^{*} \mid\mid_{2} $ $ |J-J^{*}| $
    1.e-1 3.63549e-08 0.00420714 0.00029353 3.63549e-07 2.24511e-05
    1.e-2 4.61188e-08 4.35654e-05 3.21283e-06 4.60966e-07 3.93248e-05
    1.e-3 3.51106e-13 4.39172e-07 2.54572e-08 5.07363e-07 3.94924e-05
    1.e-4 3.93201e-13 1.19934e-09 2.01061e-08 1.72508e-06 3.94944e-05
     | Show Table
    DownLoad: CSV

    Table 6.  Using the $ \theta_{\alpha}^{1} $ smoothing function -Example 2- $ \alpha = 10^{-3} $

    $ N $ $ |J-J^{*}| $
    3 0.009068814
    6 0.000722747
    9 0.000270778
    12 5.37292e-05
    15 3.94924e-05
    18 9.16493e-06
    21 8.82412e-06
    24 8.85534e-07
     | Show Table
    DownLoad: CSV
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