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

TL;DR

This paper derives an exact formula for the cost change in optimal control of semilinear evolution equations, enabling efficient algorithms without linearization, and demonstrates its effectiveness on a reaction-diffusion system.

Contribution

It introduces a global cost-increment formula for semilinear evolution equations, facilitating monotone descent algorithms without linearization or step-size tuning.

Findings

Exact cost-increment formula derived for semilinear control systems

Monotone descent algorithms developed without linearization

Validated method on a reaction-diffusion equation

Abstract

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.