Constrained Linear-Quadratic Optimization Problems with Parameter-Dependent Entries

Martin Lazar ()
Additional contact information
Martin Lazar: University of Dubrovnik

Journal of Optimization Theory and Applications, 2023, vol. 198, issue 2, No 13, 804 pages

Abstract: Abstract The paper provides strong convergence of solutions to a sequence of linear-quadratic (LQ) optimization problems defined in an abstract functional framework. Each problem is accompanied by the constraint of reaching a given target within a prescribed precision. We show that the problems are well-posed and characterize their solutions. The main result provides the conditions under which these solutions converge to the minimizer of the limit problem. The generality of the result allows its application to a wide range of problems: elliptic, parabolic, control ones, etc. The examples presented in the paper consider optimal approximate controls of the heat equation and optimal approximate solutions to the Poisson equation.

Keywords: LQ optimization; Parametrized PDEs; Optimal controls; Optimal approximate solutions; Convergence of minimizers; 35B27; 49J20; 49J45; 93B05; 93C20 (search for similar items in EconPapers)
Date: 2023
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-023-02257-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02257-6

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-023-02257-6

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().