A regularized gradient-projection method in a parabolic optimal control problem (Q1802602)

The optimal control problem for a system governed by the linear heat equation is considered. The control is included in the constant term of the equation and in the boundary condition. The permissible control set is convex. The cost function is quadratic. The convergence of the finite-difference method for the boundary value problem and cost function is proved. The gradient projection and the Tychonov regularization method are used. A convergence criterion for the considered methods is given. The proof is based on known results of F. P. Vasil'ev. Analogous results can be obtained for any linear systems with quadratic cost function and convex permissible set if the convergence of the approximation method for the considered equation is proved. The spontaneous transfer of this results to nonlinear systems is impossible.