SIAM Journal on Control and Optimization, Vol.47, No.5, 2557-2581, 2008
NUMERICAL VERIFICATION OF OPTIMALITY CONDITIONS
A class of optimal control problems for a semilinear elliptic partial differential equation with control constraints is considered. It is well known that sufficient second-order conditions ensure the stability of optimal solutions, and the convergence of numerical methods. Otherwise, such conditions are very difficult to verify ( analytically or numerically). We will propose a new approach as follows: Starting with a numerical solution for a fixed mesh we will show the existence of a local minimizer of the continuous problem. Moreover, we will prove that this minimizer satisfies the sufficient second-order conditions.
Keywords:optimal control;sufficient optimality condition;semilinear elliptic equation;numerical verification;error estimates