Nonconvex penalization of switching control of partial differential equations
From MaRDI portal
(Redirected from Publication:1680640)
Abstract: This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is penalization, in particular using -type norms. Applying this approach to the switching constraint leads to a nonsmooth and nonconvex infinite-dimensional minimization problem which is challenging both analytically and numerically. Adding regularization or restricting to a finite-dimensional control space allows showing existence of optimal controls. First-order necessary optimality conditions are then derived using tools of nonsmooth analysis. Their solution can be computed using a combination of Moreau-Yosida regularization and a semismooth Newton method. Numerical examples illustrate the properties of this approach.
Recommendations
- A convex penalty for switching control of partial differential equations
- Sparse and switching infinite horizon optimal controls with mixed-norm penalizations
- A convex analysis approach to optimal controls with switching structure for partial differential equations
- Optimal control of semilinear parabolic equations with non-smooth pointwise-integral control constraints in time-space
- Optimal control for equations of parabolic type with a nonsmooth nonlinearity. II
Cites work
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 4011016 (Why is no real title available?)
- scientific article; zbMATH DE number 50640 (Why is no real title available?)
- scientific article; zbMATH DE number 5937962 (Why is no real title available?)
- A convex analysis approach to optimal controls with switching structure for partial differential equations
- A convex penalty for switching control of partial differential equations
- A duality-based approach to elliptic control problems in non-reflexive Banach spaces
- A measure space approach to optimal source placement
- Constrained Dirichlet Boundary Control in $L^2$ for a Class of Evolution Equations
- Functional analysis, calculus of variations and optimal control
- Lagrange Multiplier Approach to Variational Problems and Applications
- Modeling and analysis of modal switching in networked transport systems
- Optimal Switching for Ordinary Differential Equations
- Optimal control for an elliptic system with convex polygonal control constraints
- Optimal control of a diffusion/reaction/switching system
- Optimal control of elliptic equations with positive measures
- Optimal switching boundary control of a string to rest in finite time
- Optimal switching for partial differential equations. I
- Optimal switching for partial differential equations. II
- Relaxation methods for mixed-integer optimal control of partial differential equations
- Robust null controllability for heat equations with unknown switching control mode
- Stability Criteria for Switched and Hybrid Systems
- Switching control
- Switching in systems and control
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
Cited in
(23)- Optimization of a prey-predator model with hysteresis and convection
- Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming
- Optimal control problems with control complementarity constraints: existence results, optimality conditions, and a penalty method
- Coupled versus decoupled penalization of control complementarity constraints
- A convex analysis approach to optimal controls with switching structure for partial differential equations
- Sparse and switching infinite horizon optimal controls with mixed-norm penalizations
- Wolfe-type duality for mathematical programs with switching constraints
- Optimality conditions, approximate stationarity, and applications -- a story beyond Lipschitzness
- On the linear independence constraint qualification in disjunctive programming
- Parabolic optimal control problems with combinatorial switching constraints. I: Convex relaxations
- Parabolic optimal control problems with combinatorial switching constraints. II: Outer approximation algorithm
- On Frèchet normal cone for nonsmooth mathematical programming problems with switching constraints
- On an optimal control problem with gradient constraints
- A comparison of solution approaches for the numerical treatment of or-constrained optimization problems
- A hybrid finite-dimensional RHC for stabilization of time-varying parabolic equations
- A convex penalty for switching control of partial differential equations
- Constraint qualifications for nonsmooth multiobjective programming problems with switching constraints on Hadamard manifolds
- Optimality conditions and duality for multiobjective semi-infinite optimization problems with switching constraints on Hadamard manifolds
- Hybrid optimal control problems for a class of semilinear parabolic equations
- Optimal control in first-order Sobolev spaces with inequality constraints
- Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
- Optimality conditions and exact penalty for mathematical programs with switching constraints
- Relaxation schemes for mathematical programmes with switching constraints
This page was built for publication: Nonconvex penalization of switching control of partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1680640)
