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Lagrange principle and its regularization as a theoretical basis of stable solving optimal control and inverse problems. (Russian. English summary) Zbl 1488.49042

Summary: The paper is devoted to the regularization of the classical optimality conditions (COC) – the Lagrange principle and the Pontryagin maximum principle in a convex optimal control problem for a parabolic equation with an operator (pointwise state) equality-constraint at the final time. The problem contains distributed, initial and boundary controls, and the set of its admissible controls is not assumed to be bounded. In the case of a specific form of the quadratic quality functional, it is natural to interpret the problem as the inverse problem of the final observation to find the perturbing effect that caused this observation. The main purpose of regularized COCs is stable generation of minimizing approximate solutions (MAS) in the sense of J. Warga. Regularized COCs are: 1) formulated as existence theorems of the MASs in the original problem with a simultaneous constructive representation of specific MASs; 2) expressed in terms of regular classical Lagrange and Hamilton-Pontryagin functions; 3) are sequential generalizations of the COCs and retain the general structure of the latter; 4) “overcome” the ill-posedness of the COCs, are regularizing algorithms for solving optimization problems, and form the theoretical basis for the stable solving modern meaningful ill-posed optimization and inverse problems.

MSC:

49K20 Optimality conditions for problems involving partial differential equations
49N60 Regularity of solutions in optimal control
49N15 Duality theory (optimization)
47A52 Linear operators and ill-posed problems, regularization

References:

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