Second order analysis for bang-bang control problems of PDEs

In this paper, we derive some sufficient second order optimality conditions for control problems of partial differential equations (PDEs) when the cost functional does not involve the usual quadratic term for the control or higher nonlinearities for it. Though not always, in this situation the optimal control is typically bang-bang. Two different control problems are studied. The second differs from the first in the presence of the L1 norm of the control. This term leads to optimal controls that are sparse and usually take only three different values (we call them bang-bang-bang controls). Though the proofs are detailed in the case of a semilinear elliptic state equation, the approach can be extended to parabolic control problems. Some hints are provided in the last section to extend the results.This work was supported by the Spanish Ministerio de Economía y Competitividad under project MTM2011-2271

Sufficient second-order conditions for bang-bang control problems

We provide sufficient optimality conditions for optimal control problems with bang-bang controls. Building on a structural assumption on the adjoint state, we additionally need a weak second-order condition. This second-order condition is formulated with functions from an extended critical cone, and it is equivalent to a formulation posed on measures supported on the set where the adjoint state vanishes. If our sufficient optimality condition is satisfied, we obtain a local quadratic growth condition in L1(Ω)The first author was partially supported by the Spanish Ministerio de Economía y Competitividad under project MTM2014-57531-P. The second author was partially supported by the DFG under grant Wa 3626/1-1

Second-order analysis and numerical approximation for bang-bang bilinear control problems

We consider bilinear optimal control problems whose objective functionals do not depend on the controls. Hence, bang-bang solutions will appear. We investigate sufficient secondorder conditions for bang-bang controls, which guarantee local quadratic growth of the objective functional in L1 . In addition, we prove that for controls that are not bang-bang, no such growth can be expected. Finally, we study the finite-element discretization and prove error estimates of bang-bang controls in L1 -norms.The first author was partially supported by the Spanish Ministerio de Economía Industria y Competitividad under research projects MTM2014-57531-P and MTM2017-83185-P. The second author was partially supported by DFG under grant Wa 3626/1-1