6533b830fe1ef96bd129791b

RESEARCH PRODUCT

Two-Sided Guaranteed Estimates of the Cost Functional for Optimal Control Problems with Elliptic State Equations

Sergey RepinPekka Neittaanmäki

subject

Mathematical optimizationFunctional typeA priori and a posterioriBoundary value problemState (functional analysis)Control (linguistics)Optimal controlEstimation methodsMathematics

description

In the paper, we discuss error estimation methods for optimal control problems with distributed control functions entering the right-hand side of the corresponding elliptic state equations. Our analysis is based on a posteriori error estimates of the functional type, which were derived in the last decade for many boundary value problems. They provide guaranteed two-sided bounds of approximation errors for any conforming approximation. If they are applied to approximate solutions of state equations, then we obtain new variational formulations of optimal control problems and guaranteed bounds of the cost functional. Moreover, for problems with linear state equations this procedure leads to guaranteed and computable error estimates for the state and control functions.

https://doi.org/10.1007/978-3-319-08025-3_10