An application of the duality theory of Toland to a problem of optimal control

DOI10.1016/0022-247X(90)90215-2MaRDI QIDQ2639335zbMATH OpenFDO

Authors Helmut Dietrich

Publication date 1990

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(90)90215-2

zbMATH Keywords

difference of two convex functionselliptic differential equationhomogeneous Dirichlet problemquadratic non-convex problem

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for problems involving partial differential equations (49K20) Duality theory (optimization) (49N15) Nonconvex programming, global optimization (90C26)

Review text

The paper describes the application of \textit{J. F. Toland}'s duality theory [see ibid. 66, 399-415 (1978; Zbl 0403.90066); Arch. Ration. Mech. Anal. 71, 41-61 (1979; Zbl 0411.49012)] to a problem of optimal control. The cost function can be written as the difference of two convex functions. The constraints appear as an affine-linear operator equation of state with a nonempty, convex and closed set as restriction of control. Through a suitable construction one can use Toland's dual problem to obtain conditions for optimality and by certain assumptions the Fréchet-differentiability of the dual cost function on the whole space. The application of the results to a quadratic non-convex problem of optimal control for a homogeneous Dirichlet problem with an elliptic differential equation is given.

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Cites work

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Cited in

(2)

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