Nonconvex penalization of switching control of partial differential equations

Abstract This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is penalization, in particular using L 1 -type norms. Applying this approach to the switching constraint leads to a nonsmooth and nonconvex infinite-dimensional minimization problem which is challenging both analytically and numerically. Adding H 1 regularization or restricting to a finite-dimensional control space allows showing existence of optimal controls. First-order necessary optimality conditions are then derived using tools of nonsmooth analysis. Their solution can be computed using a combination of Moreau–Yosida regularization and a semismooth Newton method. Numerical examples illustrate the properties of this approach.

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