Nonconvex penalization of switching control of partial differential equations

DOI10.1016/J.SYSCONLE.2017.05.006zbMATH Open1376.49035arXiv1605.09750OpenAlexW2409648823MaRDI QIDQ1680640FDOQ1680640

Authors: Christian Clason, Armin Rund, Karl Kunisch 

Publication date: 16 November 2017

Published in: Systems \& Control Letters (Search for Journal in Brave)

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 $L^1$-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 $H^1$ 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.

Full work available at URL: https://arxiv.org/abs/1605.09750

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zbMATH Keywords

nonsmooth optimizationoptimal controlpartial differential equationssemi-smooth Newton methodswitching controlnonconvex analysis

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving partial differential equations (49K20) Newton-type methods (49M15) Nonlinear systems in control theory (93C10)

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Cited In (23)

• A convex analysis approach to optimal controls with switching structure for partial differential equations
• A comparison of solution approaches for the numerical treatment of or-constrained optimization problems
• A convex penalty for switching control of partial differential equations
• On Frèchet normal cone for nonsmooth mathematical programming problems with switching constraints
• Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
• Optimality conditions and duality for multiobjective semi-infinite optimization problems with switching constraints on Hadamard manifolds
• Coupled versus decoupled penalization of control complementarity constraints
• Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming
• Optimality conditions, approximate stationarity, and applications -- a story beyond Lipschitzness
• Optimal control in first-order Sobolev spaces with inequality constraints
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• On an optimal control problem with gradient constraints
• Relaxation schemes for mathematical programmes with switching constraints
• A hybrid finite-dimensional RHC for stabilization of time-varying parabolic equations
• Optimization of a prey-predator model with hysteresis and convection
• Sparse and switching infinite horizon optimal controls with mixed-norm penalizations
• Constraint qualifications for nonsmooth multiobjective programming problems with switching constraints on Hadamard manifolds
• Hybrid optimal control problems for a class of semilinear parabolic equations
• Wolfe-type duality for mathematical programs with switching constraints

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