Strong stationarity for a highly nonsmooth optimization problem with control constraints

Abstract

<p style='text-indent:20px;'>This paper deals with a control constrained optimization problem governed by a nonsmooth elliptic PDE in the presence of a non-differentiable objective. The nonsmooth non-linearity in the state equation is locally Lipschitz continuous and directionally differentiable, while one of the nonsmooth terms appearing in the objective is convex. Since these mappings are not necessarily Gâteaux-differentiable, the application of standard adjoint calculus is excluded. Based on their limited differentiability properties, we derive a strong stationary optimality system, i.e., an optimality system which is equivalent to the purely primal optimality condition saying that the directional derivative of the reduced objective in feasible directions is nonnegative.</p>