Optimality conditions for a class of inverse optimal control problems with partial differential equations. (4th March 2019)

• Record Type: Journal Article
• Authors: Harder, Felix; Wachsmuth, Gerd
• Is Part Of: Optimization. Volume 68:Number 2/3(2019)
• Page Start: 615
• Page End: 643
• Publication Date: 2019-03-04
• Subjects: Inverse optimal control problem -- optimality condition -- C-stationarity -- strong stationarity; 49K20 -- 90C31; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2018.1495205
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: We consider bilevel optimization problems which can be interpreted as inverse optimal control problems. The lower-level problem is an optimal control problem with a parametrized objective function. The upper-level problem is used to identify the parameters of the lower-level problem. Our main focus is the derivation of first-order necessary optimality conditions. We prove C-stationarity of local solutions of the inverse optimal control problem and give a counterexample to show that strong stationarity might be violated at a local minimizer.