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- ItemSolving joint chance constrained problems using regularization and Benders decomposition(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2018) Adam, Lukás; Branda, Martin; Heitsch, Holger; Henrion, RenéIn this paper we investigate stochastic programms with joint chance constraints. We consider discrete scenario set and reformulate the problem by adding auxiliary variables. Since the resulting problem has a difficult feasible set, we regularize it. To decrease the dependence on the scenario number, we propose a numerical method by iteratively solving a master problem while adding Benders cuts. We find the solution of the slave problem (generating the Benders cuts) in a closed form and propose a heuristic method to decrease the number of cuts. We perform a numerical study by increasing the number of scenarios and compare our solution with a solution obtained by solving the same problem with continuous distribution.
- ItemOn M-stationarity conditions in MPECs and the associated qualification conditions(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Adam, Lukáš; Henrion, René; Outrata, Jir̆íDepending on whether a mathematical program with equilibrium constraints (MPEC) is considered in its original or its enhanced (via KKT conditions) form, the assumed constraint qualifications (CQs) as well as the derived necessary optimality conditions may differ significantly. In this paper, we study this issue when imposing one of the weakest possible CQs, namely the calmness of the perturbation mapping associated with the respective generalized equations in both forms of the MPEC. It is well known that the calmness property allows one to derive socalled M-stationarity conditions. The strength of assumptions and conclusions in the two forms of the MPEC is strongly related with the CQs on the lower level imposed on the set whose normal cone appears in the generalized equation. For instance, under just the Mangasarian-Fromovitz CQ (a minimum assumption required for this set), the calmness properties of the original and the enhanced perturbation mapping are drastically different. They become identical in the case of a polyhedral set or when adding the Full Rank CQ. On the other hand, the resulting optimality conditions are affected too. If the considered set even satisfies the Linear Independence CQ, both the calmness assumption and the derived optimality conditions are fully equivalent for the original and the enhanced form of the MPEC. A compilation of practically relevant consequences of our analysis in the derivation of necessary optimality conditions is provided in the main Theorem 4.3. The obtained results are finally applied to MPECs with structured equilibria.
- ItemOptimal boundary control of a viscous Cahn-Hilliard system with dynamic boundary condition and double obstacle potentials(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Colli, Pierluigi; Farshbaf Shaker, Mohammad Hassan; Gilardi, Gianni; Sprekels, JürgenIn this paper, we investigate optimal boundary control problems for Cahn--Hilliard variational inequalities with a dynamic boundary condition involving double obstacle potentials and the Laplace--Beltrami operator. The cost functional is of standard tracking type, and box constraints for the controls are prescribed. We prove existence of optimal controls and derive first-order necessary conditions of optimality. The general strategy, which follows the lines of the recent approach by Colli, Farshbaf-Shaker, Sprekels (see Appl. Math. Optim., 2014) to the (simpler) Allen--Cahn case, is the following: we use the results that were recently established by Colli, Gilardi, Sprekels in the preprint arXiv:1407.3916 [math.AP] for the case of (differentiable) logarithmic potentials and perform a so-called ``deep quench limit''. Using compactness and monotonicity arguments, it is shown that this strategy leads to the desired first-order necessary optimality conditions for the case of (non-differentiable) double obstacle potentials.
- ItemA boundary control problem for the pure Cahn-Hilliard equation with dynamic boundary conditions(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Colli, Pierluigi; Gilardi, Gianni; Sprekels, JürgenA boundary control problem for the pure Cahn-Hilliard equations with possibly singular potentials and dynamic boundary conditions is studied and first-order necessary conditions for optimality are proved.
- ItemA boundary control problem for the viscous Cahn-Hilliard equation with dynamic boundary conditions(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Colli, Pierluigi; Gilardi, Gianni; Sprekels, JürgenA boundary control problem for the viscous Cahn-Hilliard equations with possibly singular potentials and dynamic boundary conditions is studied and first order necessary conditions for optimality are proved.
- ItemTopology optimization subject to additive manufacturing constraints(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Ebeling-Rump, Moritz; Hömberg, Dietmar; Lasarzik, Robert; Petzold, ThomasIn Topology Optimization the goal is to find the ideal material distribution in a domain subject to external forces. The structure is optimal if it has the highest possible stiffness. A volume constraint ensures filigree structures, which are regulated via a Ginzburg-Landau term. During 3D Printing overhangs lead to instabilities, which have only been tackled unsatisfactorily. The novel idea is to incorporate an Additive Manufacturing Constraint into the phase field method. A rigorous analysis proves the existence of a solution and leads to first order necessary optimality conditions. With an Allen-Cahn interface propagation the optimization problem is solved iteratively. At a low computational cost the Additive Manufacturing Constraint brings about support structures, which can be fine tuned according to engineering demands. Stability during 3D Printing is assured, which solves a common Additive Manufacturing problem.
- ItemOptimal control of Allen-Cahn systems(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013) Blank, Luise; Farshbaf-Shaker, M. Hassan; Hecht, Claudia; Michl, Josef; Rupprecht, ChristophOptimization problems governed by Allen-Cahn systems including elastic effects are formulated and first-order necessary optimality conditions are presented. Smooth as well as obstacle potentials are considered, where the latter leads to an MPEC. Numerically, for smooth potential the problem is solved efficiently by the Trust-Region-Newton-Steihaug-cg method. In case of an obstacle potential first numerical results are presented.
- ItemOptimal control of an Allen-Cahn equation with singular potentials and dynamic boundary condition(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2012) Colli, Pierluigi; Sprekels, JürgenIn this paper, we investigate optimal control problems for AllenCahn equations with singular nonlinearities and a dynamic boundary condition involving singular nonlinearities and the Laplace Beltrami operator. The approach covers both the cases of distributed controls and of boundary controls. The cost functional is of standard tracking type, and box constraints for the controls are prescribed. Parabolic problems with nonlinear dynamic boundary conditions involving the LaplaceBeltrami operation have recently drawn increasing attention due to their importance in applications, while their optimal control was apparently never studied before. In this paper, we first extend known well-posedness and regularity results for the state equation and then show the existence of optimal controls and that the control-to-state mapping is twice continuously Fréchet differentiable between appropriate function spaces. Based on these results, we establish the firstorder necessary optimality conditions in terms of a variational inequality and the adjoint state equation, and we prove second-order sufficient optimality conditions
- ItemA deep quench approach to the optimal control of an Allen-Cahn equation with dynamic boundary conditions and double obstacles(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013) Colli, Pierluigi; Farshbaf-Shaker, M. Hassan; Sprekels, JürgenIn this paper, we investigate optimal control problems for Allen-Cahn variational inequalities with a dynamic boundary condition involving double obstacle potentials and the Laplace-Beltrami operator. The approach covers both the cases of distributed controls and of boundary controls. The cost functional is of standard tracking type, and box constraints for the controls are prescribed. We prove existence of optimal controls and derive first-order necessary conditions of optimality. The general strategy is the following: we use the results that were recently established by two of the authors in the paper [5] for the case of (differentiable) logarithmic potentials and perform a so-called deep quench limit. Using compactness and monotonicity arguments, it is shown that this strategy leads to the desired first-order necessary optimality conditions for the case of (non-differentiable) double obstacle potentials.
- ItemOptimal control for a phase field system with a possibly singular potential(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Colli, Pierluigi; Gilardi, Gianni; Marinoschi, Gabriela; Rocca, ElisabettaIn this paper we study a distributed control problem for a phase-field system of Caginalp type with logarithmic potential. The main aim of this work would be to force the location of the diffuse interface to be as close as possible to a prescribed set. However, due to the discontinuous character of the cost functional, we have to approximate it by a regular one and, in this case, we solve the associated control problem and derive the related first order necessary optimality conditions.