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Regularity properties of mappings and applications

Regularity properties of mappings and applications

Vladimir Veliov (ORCID: 0000-0001-5576-6917)
  • Grant DOI 10.55776/I4571
  • Funding program Principal Investigator Projects International
  • Status ended
  • Start April 1, 2020
  • End July 31, 2024
  • Funding amount € 266,895
  • Project website
  • E-mail

Disciplines

Mathematics (100%)

Keywords

    Numerical Methods, Regularity Of Mappings, Optimal Control, Optimization

Abstract Final report

Most of the mathematical models involve various kinds of mappings, both in their formulations and their analytical and numerical/computer investigation. An example from economics can be the mapping that describes the set of economic equilibria (of markets) as a function of exogenous data. A fundamental issue in economics is, whether small changes in the exogenous factors may lead to dramatic changes in the equilibria (even to their disappearance). A negative answer to these questions resembles a certain kind of regularity of the mapping involved. As another example, if an optimization problem under constraints is to be solved, one has to employ a solution procedure that involves approximation methods and numerical algorithms. The following (different) questions arise: does the procedure guarantee that any solution it produces is close to a solution of the optimization problem at hand? Can every solution of the optimization problem be approximated by one generated by the procedure? Since the approximation methods can usually be regarded as specific disturbed versions of the original problem, the above questions can be translated as questions about different kinds of regularity of the mapping that maps disturbances in the optimization problem to solutions. Often, in order to apply solution procedures, the optimization problem is replaced with a system of optimality conditions, which contains not only equations but also inequalities or inclusions, in general. This brings the necessity to investigate the regularity of set-valued mappings (sometimes involving differential equations or inclusions). That is, stability of mappings defining generalized equations has to be investigated. The investigation of various kinds of regularity of mappings made a substantial progress in the past few decades, but new problems arising in science, engineering and economics, as well as new mathematical techniques, create new challenges. The aim of this project is to develop several aspects of the regularity theory (e.g. directional, global, semi-, sub-regularity) for generalized equations and to estimate the radius of regularity, which measures how robust is a given regularity property. An important part of the project is devoted to verification and application of the regularity theory to design and error analysis of numerical algorithms for solving optimization problems. The focus of the applications will be on dynamic optimisation problems for systems described by ordinary or partial differential equations.

The applicability of optimal solutions to mathematical optimization problems depends on their stability with respect to various kinds of disturbances. If "small" disturbances caused by inaccuracies in modelling, parameterization, or numerical approximations, may lead to "large" changes of the optimal solution, then the reasonability of the solution itself may be questionable. For this reason, the issue of stability of optimal solutions arises, which can be mathematically formalized in various reasonable ways depending on the particular context. The usual way to investigate the stability of the optimal solution(s) is to study the stability of the solution set of a system of (necessary) optimality conditions associated with the optimization problem. This system can be regarded as a generalized equation (that is, an inclusion in appropriate spaces) involving a set-valued mapping called optimality mapping. In modern terms, the various reasonable concepts of stability of the solution set of a generalized equation can be recast in terms of various types of metric regularity (MR) of mappings, which is the main subject of the project. At a conceptual level, the project extends the general theory of MR (focusing on the so-called strong MR and strong metric sub-regularity) by considering two metric functionals in both the domain and the image space of a set-valued mapping acting between linear spaces, which makes it possible to substantially relax certain differentiability and structural requirements on the underlying optimization problems. This is particularly important for infinite dimensional mathematical programming problems, problems of optimal control of ordinary differential equations, optimization problems constrained by elliptic or parabolic equations as well as Navier-Stokes and Boussinesq equations. The obtained within the project results include sufficient conditions for various kinds of MR, sufficient optimality conditions, and applications for regularization of optimal control problems and error analysis of numerical methods. Partly based on these results, new methods for prediction and control of epidemic diseases were developed within the project, in which several kinds of heterogeneity of the population are regarded (immunity level, geographic location, etc.).

Research institution(s)
  • Technische Universität Wien - 100%
International project participants
  • Radek Cibulka, University of West Bohemia in Pilsen - Czechia
  • Fredi Tröltzsch, Technische Universität Berlin - Germany
  • Radu Strugariu, "Gheorge Asachi" Technical University - Romania
  • Marius Durea, Alexandry Ioan Cuza University - Romania
  • Asen Dontchev, University of Michigan - USA
  • R. T. Rockafellar, University of Washington - USA

Research Output

  • 43 Citations
  • 26 Publications
  • 22 Scientific Awards
Publications
  • 2021
    Title On the strong metric subregularity in mathematical programming
    DOI 10.2478/candc-2021-0027
    Type Journal Article
    Author Osmolovskii N
    Journal Control and Cybernetics
    Pages 457-471
    Link Publication
  • 2022
    Title Solution stability of parabolic optimal control problems with fixed state-distribution of the controls
    DOI 10.48550/arxiv.2212.12926
    Type Preprint
    Author Corella A
  • 2022
    Title Stability in Affine Optimal Control Problems Constrained by Semilinear Elliptic Partial Differential Equations*
    DOI 10.1051/cocv/2022075
    Type Journal Article
    Author Corella A
    Journal ESAIM: Control, Optimisation and Calculus of Variations
    Pages 79
    Link Publication
  • 2024
    Title Strong metric (sub)regularity in optimal control
    DOI 10.48550/arxiv.2409.19452
    Type Preprint
    Author Jork N
  • 2024
    Title Stability and Genericity of Bang-Bang Controls in Affine Problems
    DOI 10.1137/23m1586446
    Type Journal Article
    Author Corella A
    Journal SIAM Journal on Control and Optimization
    Pages 1669-1689
    Link Publication
  • 2024
    Title Finite element error analysis of affine optimal control problems
    DOI 10.1051/cocv/2024048
    Type Journal Article
    Author Jork N
    Journal ESAIM: Control, Optimisation and Calculus of Variations
    Pages 60
    Link Publication
  • 2024
    Title An immuno-epidemiological model with waning immunity after infection or vaccination
    DOI 10.1007/s00285-024-02090-z
    Type Journal Article
    Author Angelov G
    Journal Journal of Mathematical Biology
    Pages 71
    Link Publication
  • 2024
    Title A spatial epidemic model with contact and mobility restrictions
    DOI 10.1080/13873954.2024.2341693
    Type Journal Article
    Author Ferraccioli F
    Journal Mathematical and Computer Modelling of Dynamical Systems
    Pages 284-302
    Link Publication
  • 2023
    Title Finite element error analysis of affine optimal control problems
    DOI 10.48550/arxiv.2304.04882
    Type Preprint
    Author Jork N
  • 2023
    Title On the Strong Subregularity of the Optimality Mapping in an Optimal Control Problem with Pointwise Inequality Control Constraints
    DOI 10.1007/s00245-022-09959-9
    Type Journal Article
    Author Osmolovskii N
    Journal Applied Mathematics & Optimization
    Pages 43
    Link Publication
  • 2022
    Title On the solution stability of parabolic optimal control problems
    DOI 10.48550/arxiv.2209.08925
    Type Preprint
    Author Corella A
  • 2023
    Title Solution stability in PDE constrained optimization
    Type PhD Thesis
    Author Nicolai A. Jork
  • 2023
    Title On the solution stability of parabolic optimal control problems
    DOI 10.1007/s10589-023-00473-4
    Type Journal Article
    Author Corella A
    Journal Computational Optimization and Applications
    Pages 1035-1079
    Link Publication
  • 2023
    Title New Assumptions for Stability Analysis in Elliptic Optimal Control Problems
    DOI 10.1137/22m149199x
    Type Journal Article
    Author Casas E
    Journal SIAM Journal on Control and Optimization
    Pages 1394-1414
    Link Publication
  • 2022
    Title Metric Regularity in Model Predictive and Optimal Control
    DOI 10.34726/hss.2022.106624
    Type Other
    Author Dominguez Corella A
    Link Publication
  • 2024
    Title Analysis of Unregularized Optimal Control Problems Constrained by the Boussinesq System
    DOI 10.48550/arxiv.2402.06873
    Type Preprint
    Author Jork N
  • 2024
    Title Analysis of unregularized optimal control problems constrained by the Boussinesq system
    Type Other
    Author Jork N.
    Pages 1-38
    Link Publication
  • 2024
    Title Strong metric (sub)regularity in optimal control
    Type Other
    Author Jork N.
    Pages 1-23
    Link Publication
  • 2024
    Title Strong Metric Subregularity of the optimality mapping and second-order sufficient optimality conditions in extremal problems with constraints
    Type Other
    Author Osmolovskii N.P.
    Pages 1-14
    Link Publication
  • 2024
    Title Stability analysis of the Navier–Stokes velocity tracking problem with bang-bang controls
    DOI 10.1007/s10957-024-02413-6
    Type Journal Article
    Author Domínguez Corella A
    Journal Journal of Optimization Theory and Applications
    Pages 790-824
    Link Publication
  • 2023
    Title Stability analysis of the Navier-Stokes velocity tracking problem with bang-bang controls
    DOI 10.48550/arxiv.2307.07283
    Type Preprint
    Author Corella A
  • 2023
    Title Stability and genericity of bang-bang controls in affine problems
    DOI 10.48550/arxiv.2307.05418
    Type Preprint
    Author Corella A
  • 2023
    Title Solution stability of parabolic optimal control problems with fixed state-distribution of the controls
    DOI 10.55630/serdica.2023.49.155-186
    Type Journal Article
    Author Corella A
    Journal Serdica Mathematical Journal
    Pages 155–186-155–186
    Link Publication
  • 2022
    Title On the Accuracy of the Model Predictive Control Method
    DOI 10.1137/21m1460430
    Type Journal Article
    Author Angelov G
    Journal SIAM Journal on Control and Optimization
    Pages 2469-2487
  • 2022
    Title New assumptions for stability analysis in elliptic optimal control problems
    DOI 10.48550/arxiv.2205.03813
    Type Preprint
    Author Casas E
  • 2022
    Title Stability in affine optimal control problems constrained by semilinear elliptic partial differential equations
    DOI 10.48550/arxiv.2204.12964
    Type Preprint
    Author Corella A
Scientific Awards
  • 2024
    Title 21 French-German-Spanish Conference in Optimization, Gijon, June 18-21, 2024
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2024
    Title "Week of Mathematics and Informatics", organized by Sofia University, September 23-27, 2024.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2024
    Title 33rd European Conference on Operational Research, Copenhagen, June 30-July 3, 2024.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2024
    Title Operations Research 2024, Data, Learning, and Optimization, September, 3-6, 2024, München, Germany
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2023
    Title 14th International Conference on Large-Scale Scientific Computations, Sozopol, Bulgaria, June 5-9, 2023.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2023
    Title seminar talk, Konstanz, Germany, April 18, 2023.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2023
    Title seminar of the Math. Department of Universite de Bretagne Occidentale. Brest, France, May 2, 2023.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2023
    Title conference ``OR 2023 -- Decision Support \& Choice-Based Analytics for a Disruptive World", Hamburg, August 29 -- September 1, 2023.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2023
    Title conference "Well-posedness of optimization problems and related topics", Borovets, Bulgaria, July 3--7, 2023.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2023
    Title 21th International Conference of Numerical Analysis and Applied Mathematics, Heraklion, Greece, September 11--17, 2023.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2022
    Title 20th French German Portoguese conference on optimization, Porto, Portugal, Mai 3 - 6, 2022.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2022
    Title 15th Viennese Conference on Optimal Control and Dynamic Games, Vienna, Austria, July 12 - 15, 2022.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2022
    Title Conference on "Optimization", Porto, Portugal, May 3-6, 2022.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2021
    Title WOMBAT, Sydney, Dec. 15, 2021.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2021
    Title 13th International Conference on "Large-Scale Scientific Computations", Sozopol, Bulgaria, June 7 - 11, 2021.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2021
    Title "Kick off meeting, EPICO Project'', JRC, Ispra, Oct. 14, 2021.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2021
    Title "Annual Session of IMI, BAS'', Sofia, Dec. 14, 2021
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2021
    Title "15-th International Workshop on Well-Posedness of Optimization Problems and Related Topics'', Borovets, Bulgaria, June 28 -- July 02, 2021.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2020
    Title Talk given (online) at the European Control Conference (ECC 20), Saint Petersburg, Russia, May 12--15, 2020. control.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2020
    Title seminar talk at Universite des Antilles, Point-a.Pittre, Feb. 20, 2020.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2020
    Title French German Portuguese 2022 Optimization Conference, Porto, May 3-6, 2020.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International
  • 2020
    Title Conference "Optimal Control of Pandemics and Related Issues''. Oct. 12, 2020.
    Type Personally asked as a key note speaker to a conference
    Level of Recognition Continental/International

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