English

Nonconvex penalization of switching control of partial differential equations

Optimization and Control 2018-04-30 v4

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 L1L^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 H1H^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.

Keywords

Cite

@article{arxiv.1605.09750,
  title  = {Nonconvex penalization of switching control of partial differential equations},
  author = {Christian Clason and Armin Rund and Karl Kunisch},
  journal= {arXiv preprint arXiv:1605.09750},
  year   = {2018}
}