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Pontryagin's Principle Based Algorithms for Optimal Control Problems of Parabolic Equation

Optimization and Control 2025-01-23 v1 Numerical Analysis Numerical Analysis

Abstract

This paper applies the Method of Successive Approximations (MSA) based on Pontryagin's principle to solve optimal control problems with state constraints for semilinear parabolic equations. Error estimates for the first and second derivatives of the function are derived under L L^{\infty} -bounded conditions. An augmented MSA is developed using the augmented Lagrangian method, and its convergence is proven. The effectiveness of the proposed method is demonstrated through numerical experiments.

Keywords

Cite

@article{arxiv.2501.12745,
  title  = {Pontryagin's Principle Based Algorithms for Optimal Control Problems of Parabolic Equation},
  author = {Weilong You and Fu Zhang},
  journal= {arXiv preprint arXiv:2501.12745},
  year   = {2025}
}

Comments

18 pages, 2 figures

R2 v1 2026-06-28T21:13:21.500Z