On the use of consistent approximations in the solution of semi-infinite optimization, optimal control, and shape optimization problems
Unlike the situation with most other problems, the concept of a solution to an optimization problem is not unique, since it includes global solutions, local solutions, and stationary points. Earlier definitions of a consistent approximation to an optimization problem were in terms of properties that ensured that the global minimizers of the approximating problems (as well as uniformly strict local minimizers) converge only to global minimizers (local minimizers) of the original problems. Our definition of a consistent approximation addresses the properties not only of global and local solutions of the approximating problems, but also of their stationary points. Hence we always consider a pair, consisting of an optimization problem and its optimality function, (P, {theta}), with the zeros of the optimality function being the stationary points of P. We define consistency of approximating problem-optimality function pairs, (P{sub N}, {theta}{sub N}) to (P, {theta}), in terms of the epigraphical convergence of the P{sub N} to P, and the hypographical convergence of the optimality functions {theta}{sub N} to {theta}. As a companion to the characterization of consistent approximations, we will present two types of {open_quotes}diagonalization{close_quotes} techniques for using consistent approximations and {open_quotes}hot starts{close_quotes} in obtaining an approximate solution of the original problems. The first is a {open_quotes}filter{close_quotes} type technique, similar to that used in conjunction with penalty functions, the second one is an adaptive discretization technique with nicer convergence properties. We will illustrate the use of our concept of consistent approximations with examples from semi-infinite optimization, optimal control, and shape optimization.
- OSTI ID:
- 36397
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0738
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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