Discretization methods for semilinear parabolic optimal control problems
Ion Chryssoverghi 11 Department of Mathematics, National Technical University of Athens, Zografou Campus, 15780 Athens, Greece
Received by the editors September 20, 2004 and, in revised form, June 22, 2005
We consider an optimal control problem described by semilinear parabolic partial differential equations, with control and state constraints. Since this problem may have no classical solutions, it is also formulated in the relaxed form. The classical control problem is then discretized by using a finite element method in space and the implicit Crank-Nicolson midpoint scheme in time, while the controls are approximated by classical controls that are bilinear on pairs of blocks. We prove that strong accumulation points in L-2 of sequences of optimal (resp. admissible and extremal) discrete controls are optimal (resp. admissible and weakly extremal classical) for the continuous classical problem, and that relaxed accumulation points of sequences of optimal (resp. admissible and extremal relaxed) discrete controls are optimal (resp. admissible and weakly extremal relaxed) for the continuous relaxed problem. We then apply a penalized gradient projection method to each discrete problem, and also a progressively refining version of the discrete method to the continuous classical problem. Under appropriate assumptions, we prove that accumulation points of sequences generated by the first method are admissible and extremal for the discrete problem, and that strong classical (resp. relaxed) accumulation points of sequences of discrete controls generated by the second method are admissible and weakly extremal classical (resp. relaxed) for the continuous classical (resp. relaxed) problem. For nonconvex problems whose solutions are non-classical, we show that we can apply the above methods to the problem formulated in Camkrelidze relaxed form. Finally, numerical examples are given.
AMS subject classifications: 49M25, 49M05, 65N30
Key words: optimal control; parabolic systems; discretization; piecewise bilinear controls; penalized gradient projection method; relaxed controls