Analysis and Solution Methods for Bilevel Optimal Control Problems


Project Description

We are going to consider bilevel optimal control problems governed by partial differential equations. Using different approaches (lower level optimality conditions, lower level optimal value function, differentiability properties of the lower level solution w.r.t. the upper level solution variables) we are going to construct necessary and sufficient optimality conditions for such problems. Therefore, we start considering a general bilevel optimization problem in Banach spaces before the obtained results are applied to bilevel optimal control problems. Furthermore, we want to analyze the numerical behaviour of such problems. Here it has to be considered whether and how theoretical approaches are realizable in practice. Especially, the sensitivity and stability analysis of finite-dimensional bilevel programming problems plays a crucial role when choosing appropriate reformulations and discretization strategies. Error bounds have to be obtained which can be used for a convergence analysis in the function space setting. Thus, both the theoretical as well as the numerical approach lead to problems of parametric and nonsmooth optimal control. We want to set up a collection of benchmark problems which can be used in order to test and compare the derived theoretical results and numerical methods.

Associated Publications

  • Constantin Christof and Gerd Wachsmuth
    Differential sensitivity analysis of variational inequalities with locally Lipschitz continuous solution operators
    Applied Mathematics & Optimization 81(1), p.23-62, 2019
    bibtex
    @ARTICLE{ChristofWachsmuth:2019:1,
      AUTHOR = {Christof, Constantin and Wachsmuth, Gerd},
      PUBLISHER = {Springer Science and Business Media LLC},
      DATE = {2019-01},
      DOI = {10.1007/s00245-018-09553-y},
      EPRINT = {1711.02720},
      EPRINTTYPE = {arXiv},
      JOURNALTITLE = {Applied Mathematics \& Optimization},
      NUMBER = {1},
      PAGES = {23--62},
      TITLE = {Differential sensitivity analysis of variational inequalities with locally Lipschitz continuous solution operators},
      VOLUME = {81},
    }
  • Optimality conditions for a class of inverse optimal control problems with partial differential equations
    Optimization 68(2--3), p.615-643, 2018
    bibtex
    @ARTICLE{HarderWachsmuth:2018:3,
      AUTHOR = {Harder, Felix and Wachsmuth, Gerd},
      PUBLISHER = {Informa UK Limited},
      DATE = {2018-08},
      DOI = {10.1080/02331934.2018.1495205},
      JOURNALTITLE = {Optimization},
      NUMBER = {2--3},
      PAGES = {615--643},
      TITLE = {Optimality conditions for a class of inverse optimal control problems with partial differential equations},
      VOLUME = {68},
    }
  • The limiting normal cone of a complementarity set in Sobolev spaces
    Optimization, p.1-25, 2018
    bibtex
    @ARTICLE{HarderWachsmuth:2018:4,
      AUTHOR = {Harder, Felix and Wachsmuth, Gerd},
      PUBLISHER = {Informa UK Limited},
      DATE = {2018-07},
      DOI = {10.1080/02331934.2018.1484467},
      JOURNALTITLE = {Optimization},
      PAGES = {1--25},
      TITLE = {The limiting normal cone of a complementarity set in Sobolev spaces},
    }
  • Eduardo Casas, Daniel Wachsmuth and Gerd Wachsmuth
    Second-order analysis and numerical approximation for bang-bang bilinear control problems
    SIAM Journal on Control and Optimization 56(6), p.4203-4227, 2018
    bibtex
    @ARTICLE{CasasWachsmuthWachsmuth:2018:1,
      AUTHOR = {Casas, Eduardo and Wachsmuth, Daniel and Wachsmuth, Gerd},
      PUBLISHER = {Society for Industrial and Applied Mathematics (SIAM)},
      DATE = {2018-01},
      DOI = {10.1137/17m1139953},
      JOURNALTITLE = {SIAM Journal on Control and Optimization},
      NUMBER = {6},
      PAGES = {4203--4227},
      TITLE = {Second-order analysis and numerical approximation for bang-bang bilinear control problems},
      VOLUME = {56},
    }
  • Constantin Christof and Gerd Wachsmuth
    No-gap second-order conditions via a directional curvature functional
    SIAM Journal on Optimization 28(3), p.2097-2130, 2018
    bibtex
    @ARTICLE{ChristofWachsmuth:2018:1,
      AUTHOR = {Christof, Constantin and Wachsmuth, Gerd},
      DATE = {2018},
      DOI = {10.1137/17M1140418},
      JOURNALTITLE = {SIAM Journal on Optimization},
      NUMBER = {3},
      PAGES = {2097--2130},
      TITLE = {No-gap second-order conditions via a directional curvature functional},
      VOLUME = {28},
    }
  • Constantin Christof and Gerd Wachsmuth
    On the non-polyhedricity of sets with upper and lower bounds in dual spaces
    GAMM-Mitteilungen 40(4), p.339-350, 2018
    bibtex
    @ARTICLE{ChristofWachsmuth:2018:2,
      AUTHOR = {Christof, Constantin and Wachsmuth, Gerd},
      DATE = {2018},
      DOI = {10.1002/gamm.201740005},
      JOURNALTITLE = {GAMM-Mitteilungen},
      NUMBER = {4},
      PAGES = {339--350},
      TITLE = {On the non-polyhedricity of sets with upper and lower bounds in dual spaces},
      VOLUME = {40},
    }
  • Legendre forms in reflexive Banach spaces
    Zeitschrift für Analysis und ihre Anwendungen 37(4), p.377-388, 2018
    bibtex
    @ARTICLE{Harder:2018:1,
      AUTHOR = {Harder, Felix},
      DATE = {2018},
      DOI = {10.4171/zaa/1619},
      JOURNALTITLE = {Zeitschrift für Analysis und ihre Anwendungen},
      NUMBER = {4},
      PAGES = {377--388},
      TITLE = {Legendre forms in reflexive Banach spaces},
      VOLUME = {37},
    }
  • Comparison of optimality systems for the optimal control of the obstacle problem
    GAMM-Mitteilungen 40(4), p.312-338, 2018
    bibtex
    @ARTICLE{HarderWachsmuth:2018:5,
      AUTHOR = {Harder, Felix and Wachsmuth, Gerd},
      DATE = {2018},
      DOI = {10.1002/gamm.201740004},
      JOURNALTITLE = {GAMM-Mitteilungen},
      NUMBER = {4},
      PAGES = {312--338},
      TITLE = {Comparison of optimality systems for the optimal control of the obstacle problem},
      VOLUME = {40},
    }
  • Patrick Mehlitz and Gerd Wachsmuth
    The weak sequential closure of decomposable sets in Lebesgue spaces and its application to variational geometry
    Set-Valued and Variational Analysis 27(1), p.265-294, 2017
    bibtex
    @ARTICLE{MehlitzWachsmuth:2017:1,
      AUTHOR = {Mehlitz, Patrick and Wachsmuth, Gerd},
      PUBLISHER = {Springer Science and Business Media LLC},
      DATE = {2017-12},
      DOI = {10.1007/s11228-017-0464-1},
      JOURNALTITLE = {Set-Valued and Variational Analysis},
      NUMBER = {1},
      PAGES = {265--294},
      TITLE = {The weak sequential closure of decomposable sets in Lebesgue spaces and its application to variational geometry},
      VOLUME = {27},
    }
  • Eduardo Casas, Daniel Wachsmuth and Gerd Wachsmuth
    Sufficient second-order conditions for bang-bang control problems
    SIAM Journal on Control and Optimization 55(5), p.3066-3090, 2017
    bibtex
    @ARTICLE{CasasWachsmuthWachsmuth:2017:1,
      AUTHOR = {Casas, Eduardo and Wachsmuth, Daniel and Wachsmuth, Gerd},
      DATE = {2017},
      DOI = {10.1137/16M1099674},
      JOURNALTITLE = {SIAM Journal on Control and Optimization},
      NUMBER = {5},
      PAGES = {3066--3090},
      TITLE = {Sufficient second-order conditions for bang-bang control problems},
      VOLUME = {55},
    }
  • Ulisse Stefanelli, Daniel Wachsmuth and Gerd Wachsmuth
    Optimal control of a rate-independent evolution equation via viscous regularization
    Discrete and Continuous Dynamical Systems - Series S 10(6), p.1467-1485, 2017
    bibtex
    @ARTICLE{StefanelliWachsmuthWachsmuth:2017:1,
      AUTHOR = {Stefanelli, Ulisse and Wachsmuth, Daniel and Wachsmuth, Gerd},
      DATE = {2017},
      DOI = {10.3934/dcdss.2017076},
      JOURNALTITLE = {Discrete and Continuous Dynamical Systems - Series S},
      NUMBER = {6},
      PAGES = {1467--1485},
      TITLE = {Optimal control of a rate-independent evolution equation via viscous regularization},
      VOLUME = {10},
    }
  • Patrick Mehlitz and Gerd Wachsmuth
    The limiting normal cone to pointwise defined sets in Lebesgue spaces
    Set-Valued and Variational Analysis, p.1-19, 2016
    bibtex
    @ARTICLE{MehlitzWachsmuth:2016:2,
      AUTHOR = {Mehlitz, Patrick and Wachsmuth, Gerd},
      DATE = {2016},
      DOI = {10.1007/s11228-016-0393-4},
      JOURNALTITLE = {Set-Valued and Variational Analysis},
      PAGES = {1--19},
      TITLE = {The limiting normal cone to pointwise defined sets in Lebesgue spaces},
    }

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