On an optimal control problem with gradient constraints. (3rd March 2020)

• Record Type: Journal Article
• Authors: Deng, Yu; Mehlitz, Patrick; Prüfert, Uwe
• Is Part Of: Optimization. Volume 69:Number 3(2020)
• Page Start: 519
• Page End: 551
• Publication Date: 2020-03-03
• Subjects: Control gradient constraints -- enforcement phenomena in FEM -- optimal control -- optimality conditions -- penalty method; 35F05 -- 49K20 -- 49M25 -- 90C48; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2019.1604707
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: Usually, control functions in control-constrained optimal control are chosen from a Lebesgue space. This choice, however, makes it impossible to postulate additional conditions on the control function's slope which is practically relevant in some situations. In order to overcome this disadvantage, a natural assumption would be to demand at least first-order Sobolev regularity for control functions. The present paper is devoted to the study of an elliptic optimal control problem whose control function is chosen from a Sobolev space and has to satisfy additional equality constraints on its weak gradient. Noting that the associated Karush–Kuhn–Tucker conditions do not provide a necessary optimality condition for the underlying optimal control problem in general, one cannot simply solve the problem of interest by considering the system of first-order optimality conditions. Instead a penalization procedure with strong convergence properties for the computational solution is suggested and its computational implementation is studied in detail. Particularly, some essential difficulties arising from the gradient constraints which do not appear in standard optimal control are discussed.