Exact Cost-Increment Formula for Optimal Control of Semilinear Evolution Equations

Fuente: arXiv
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Autores principales: Chertovskih, Roman, Pogodaev, Nikolay, Staritsyn, Maxim, Aguiar, A. Pedro
Formato: Preprint
Publicado: 2026
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author Chertovskih, Roman
Pogodaev, Nikolay
Staritsyn, Maxim
Aguiar, A. Pedro
author_facet Chertovskih, Roman
Pogodaev, Nikolay
Staritsyn, Maxim
Aguiar, A. Pedro
contents We address optimal control of semilinear evolution equations on Banach spaces with finitely many control channels, a framework encompassing a broad class of infinite-dimensional dynamical systems, arising in many applications. For this setting, we derive an exact and global formula quantifying the increment of the cost functional with respect to an arbitrary reference control. This identity enables the design of monotone descent algorithms that require no linearization or step-size tuning. We further establish the existence of optimal controls and propose a practical sample-and-hold realization of the descent step suitable for numerical implementation. The effectiveness of the method is demonstrated on a controlled reaction-diffusion equation.
format Preprint
id arxiv_https___arxiv_org_abs_2603_16383
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Exact Cost-Increment Formula for Optimal Control of Semilinear Evolution Equations
Chertovskih, Roman
Pogodaev, Nikolay
Staritsyn, Maxim
Aguiar, A. Pedro
Optimization and Control
We address optimal control of semilinear evolution equations on Banach spaces with finitely many control channels, a framework encompassing a broad class of infinite-dimensional dynamical systems, arising in many applications. For this setting, we derive an exact and global formula quantifying the increment of the cost functional with respect to an arbitrary reference control. This identity enables the design of monotone descent algorithms that require no linearization or step-size tuning. We further establish the existence of optimal controls and propose a practical sample-and-hold realization of the descent step suitable for numerical implementation. The effectiveness of the method is demonstrated on a controlled reaction-diffusion equation.
title Exact Cost-Increment Formula for Optimal Control of Semilinear Evolution Equations
topic Optimization and Control
url https://arxiv.org/abs/2603.16383