Pontryagin's Principle Based Algorithms for Optimal Control Problems of Parabolic Equation
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866915115703468032 |
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| author | You, Weilong Zhang, Fu |
| author_facet | You, Weilong Zhang, Fu |
| contents | 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 \( L^{\infty} \)-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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_12745 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Pontryagin's Principle Based Algorithms for Optimal Control Problems of Parabolic Equation You, Weilong Zhang, Fu Optimization and Control Numerical Analysis 93-08, 65K10 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 \( L^{\infty} \)-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. |
| title | Pontryagin's Principle Based Algorithms for Optimal Control Problems of Parabolic Equation |
| topic | Optimization and Control Numerical Analysis 93-08, 65K10 |
| url | https://arxiv.org/abs/2501.12745 |