A note on numerical solution of dynamical optimization problems

MaRDI QIDQ2266571zbMATH OpenFDO

Authors Shiv Prasad, R. N. Mukherjee

Publication date 1985

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

abstract Hilbert spacesConvergenceconvex constraintsevolution equationsoptimal controlpenalty function technique

Mathematics Subject Classification ID

Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Optimality conditions for problems involving partial differential equations (49K20) Numerical solutions to equations with linear operators (65J10) Numerical optimization and variational techniques (65K10)

Review text

This note is concerned with optimal control problems governed by evolution partial differential equations in abstract Hilbert spaces. The state and the control are subject to general convex constraints. The problem is approximated first by the penalty function technique of \textit{A. V. Balakrishnan} [SIAM J. Control 6, 149-173 (1968; Zbl 0174.408)]. Next every penalized problem is treated by a technique of approximation (in Banach spaces) due to \textit{S. De Julio} [ibid. 8, 135-147 (1970; Zbl 0223.49036)]. Convergence theorems are formulated. The results of this note extend those of Julio to the case of more general constraints.

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Cited in

(5)

• Numerical method of solution of one dynamic optimization problem
• Optimization Problems With Concentration And Oscillation Effects: Relaxation Theory And Numerical Approximation
• On the Optimal Control of Systems Described by Evolution Equations
• Penalization via global functionals of optimal-control problems for dissipative evolution
• About One Approach to Numerical Solution of Nonlinear Optimal Speed Problems

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