Regularization for optimal control problems associated to nonlinear evolution equations

Meinlschmidt H, Meyer C, Rehberg J (2020)


Publication Type: Journal article

Publication year: 2020

Journal

Book Volume: 27

Pages Range: 443-485

Journal Issue: 2

URI: https://www.heldermann.de/JCA/JCA27/JCA272/jca27025.htm

Abstract

It is well-known that in the case of a sufficiently nonlinear general optimal control problem there is very frequently the necessity for a compactness argument in order to pass to the limit in the state equation in the standard "calculus of variations" proof for the existence of optimal controls. For time-dependent state equations, i.e., evolution equations, this is in particular unfortunate due to the difficult structure of compact sets in Bochner-type spaces. In this paper, we propose an abstract function space Wp1,2(X;Y) and a suitable regularization- or Tychonov term Jc for the objective functional which allows for the usual standard reasoning in the proof of existence of optimal controls and which admits a reasonably favorable structure in the characterization of optimal solutions via first order necessary conditions in, generally, the form of a variational inequality of obstacle-type in time. We establish the necessary properties of Wp1,2(X;Y) and Jc and derive the aforementioned variational inequality. The variational inequality can then be reformulated as a projection identity for the optimal control under additional assumptions. We give sufficient conditions on when these are satisfied. The considerations are complemented with a series of practical examples of possible constellations and choices in dependence on the varying control spaces required for the evolution equations at hand.

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APA:

Meinlschmidt, H., Meyer, C., & Rehberg, J. (2020). Regularization for optimal control problems associated to nonlinear evolution equations. Journal of Convex Analysis, 27(2), 443-485.

MLA:

Meinlschmidt, Hannes, Christian Meyer, and Joachim Rehberg. "Regularization for optimal control problems associated to nonlinear evolution equations." Journal of Convex Analysis 27.2 (2020): 443-485.

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