Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations

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 <inline-formula>&...

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Bibliographic Details
Main Authors: Weilong You, Fu Zhang
Format: Article
Language:English
Published: MDPI AG 2025-03-01
Series:Mathematics
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Online Access:https://www.mdpi.com/2227-7390/13/7/1143
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Summary: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 <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>L</mi><mo>∞</mo></msup></semantics></math></inline-formula>-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.
ISSN:2227-7390