Nonconvex penalization of switching control of partial differential equations

TL;DR

This paper develops a penalization method for optimal control problems involving switching constraints in parabolic PDEs, addressing nonsmoothness and nonconvexity through regularization and advanced numerical techniques.

Contribution

It introduces a novel penalization approach for switching constraints in PDE control problems, with theoretical analysis and practical algorithms.

Findings

Existence of optimal controls established with regularization.

First-order optimality conditions derived using nonsmooth analysis.

Numerical examples demonstrate effectiveness of the proposed method.

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.