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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Main Authors: Weilong You, Fu Zhang
Format: Article
Language:English
Published: MDPI AG 2025-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/7/1143
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author Weilong You
Fu Zhang
author_facet Weilong You
Fu Zhang
author_sort Weilong You
collection DOAJ
description 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.
format Article
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institution OA Journals
issn 2227-7390
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publishDate 2025-03-01
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spelling doaj-art-e96c287528eb47c38c64496ababa9c352025-08-20T02:15:58ZengMDPI AGMathematics2227-73902025-03-01137114310.3390/math13071143Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic EquationsWeilong You0Fu Zhang1College of Science, University of Shanghai for Science and Technology, Shanghai 200093, ChinaCollege of Science, University of Shanghai for Science and Technology, Shanghai 200093, ChinaThis 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.https://www.mdpi.com/2227-7390/13/7/1143optimal controlparabolic equationPontryagin’s principleMSA
spellingShingle Weilong You
Fu Zhang
Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations
Mathematics
optimal control
parabolic equation
Pontryagin’s principle
MSA
title Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations
title_full Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations
title_fullStr Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations
title_full_unstemmed Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations
title_short Pontryagin’s Principle-Based Algorithms for Optimal Control Problems of Parabolic Equations
title_sort pontryagin s principle based algorithms for optimal control problems of parabolic equations
topic optimal control
parabolic equation
Pontryagin’s principle
MSA
url https://www.mdpi.com/2227-7390/13/7/1143
work_keys_str_mv AT weilongyou pontryaginsprinciplebasedalgorithmsforoptimalcontrolproblemsofparabolicequations
AT fuzhang pontryaginsprinciplebasedalgorithmsforoptimalcontrolproblemsofparabolicequations