scientific article; zbMATH DE number 1534268

Publication date 22 November 2000

Full work available at URL https://eudml.org/doc/121031, http://www.emis.de/journals/JCA/vol.7_no.1/1.html

constrained optimization convex control problems duality parabolic control problems

Existence theories for optimal control problems involving partial differential equations (49J20) Existence theories for problems in abstract spaces (49J27) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems in abstract spaces (49K27) Duality theory (optimization) (49N15)

Review text

The problem is that of minimizing \[ J(y, u) = \int_0^T L(t, y(t), u(t)) dt + l(y(0), y(T)) \] subject to \[ y'(t) + A(t)y(t) = B(t)u(t) + f(t), \quad 0 \leq t \leq T, \] \[ (y, u) \in {\mathcal M} \subset E(0, T) \times L^p(0, T; U), \] where \(E(0, T)\) is a space of functions defined in \(0 \leq t \leq T.\) The abstract framework used by the authors is that of duality in Fréchet spaces. Given a proper, convex lower semicontinuous function \(F : X \times Y \to R \cup \{+\infty\}\) the primal and dual problems are, respectively, \[ \inf_{x \in X} F(x, 0) \quad \text{and} \quad \sup_{y^* \in Y^*} (-F^*(0, y^*)) \] with \(F^*\) the conjugate of \(F,\) and the solutions \(x_0 \in X\) of the primal and \(y^*_0 \in Y\) of the dual are characterized by \((x_0, y^*_0)\) being a saddle point of the Lagrangian \(L(x, y^*).\)

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