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Main Title: A Smooth Regularization of the Projection Formula for Constrained Parabolic Optimal Control Problems
Author(s): Neitzel, Ira
Prüfert, Uwe
Slawig, Thomas
Type: Research Paper
URI: https://depositonce.tu-berlin.de/handle/11303/15682
http://dx.doi.org/10.14279/depositonce-14455
License: http://rightsstatements.org/vocab/InC/1.0/
Abstract: We present a smooth, i.e. differentiable regularization of the projection formula that occurs in constrained parabolic optimal control problems. We summarize the optimality conditions in function spaces for unconstrained and control-constrained problems subject to a class of parabolic partial differential equations. The optimality conditions are then given by coupled systems of parabolic PDEs. For constrained problems, a non-smooth projection operator occurs in the optimality conditions. For this projection operator, we present in detail a regularization method based on smoothed sign, minimum and maximum functions. For all three cases, i.e (1) the unconstrained problem, (2) the constrained problem including the projection, and (3) the regularized projection, we verify that the optimality conditions can be equivalently expressed by an elliptic boundary value problem in the space-time domain. For this problem and all three cases we discuss existence and uniqueness issues. Motivated by this elliptic problem, we use a simultaneous space-time discretization for numerical tests. Here we show how a standard finite element software environment allows to solve the problem and thus to verify the applicability of this approach without much implementational effort. We present numerical results for an example problem.
Subject(s): optimal control
Issue Date: 28-Sep-2010
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 49K20 Problems involving partial differential equations
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2010, 21
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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