Proximal penalty method for ill-posed parabolic optimal control problems

Publication date 19 August 1998

distributed control ill-posed parabolic control problem multi-step regularization penalty method proximal regularization

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Numerical methods based on nonlinear programming (49M37) Numerical optimization and variational techniques (65K10) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30)

Review text

The paper deals with a convex parabolic control problem without the assumption of strong convexity of the objective functional. The problem may be non-uniquely solvable, moreover the set of controls may be unbounded. The state initial-boundary value problem is \(\frac{\partial y}{\partial t}(x,t)+ Ay(x,t)= u(x,t)\) a.e. in \(Q\), \(y(x,0)=0\) in \(\Omega\), \(y(x,t)=0\) on \(\Sigma\), \(Q=\Omega\times (0,T)\), \(\Sigma= \partial\Omega \times (0,T)\). The control problem is to minimize \(J(u)= \| y_u(T)- y_d\|^2_{0,\Omega}\) subject to \(u\in U_{ad}\), \(y_u\in G\), where \(U_{ad}\) and \(G\) are convex and closed in \(L_2(0,T;L_2(\Omega))\) and \(Y\), respectively, \(Y=\{y\in L_2(0,T;H^1_0(\Omega): \frac{dy}{dt}+ Ay\in L_2(0,T;L_2(\Omega))\), \(y(x,0)=0\) in \(\Omega\}\). Using the scheme of multi-step regularization a partial proximal regularization of the family of penalized problems is performed. The auxiliary problems are well posed and a weak convergence of the approximating process is assured. For the entire collection see [Zbl 0889.00041].

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