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arXiv · 1905.05422

Critical cones for sufficient second order conditions in PDE constrained optimization

Eduardo Casas·Mariano Mateos
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Abstract

In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a Tikhonov regularization term. Unlike finite dimensional optimization or control problems involving Tikhonov regularization, second order sufficient optimality conditions for the control problems we deal with must be imposed in a cone larger than the one used to obtain necessary conditions. Different extensions of this cone have been proposed in the literature for different kinds of minima: strong or weak minimizers for optimal control problems. After a discussion on these extensions, we propose a new extended cone smaller than those considered until now. We prove that a second order condition based on this new cone is sufficient for a strong local minimum.

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Eduardo Casas, Mariano Mateos. 2019-05-14. Critical cones for sufficient second order conditions in PDE constrained optimization. https://doi.org/10.1137/19m1258244

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