Strong convergence and convergence rates of approximating solutions for algebraic Riccati equations in Hilbert spaces

The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems

A new approach to nonlinear constrained Tikhonov regularization

We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of the forward operator. The approach is exploited to derive convergence rates results for a priori as well as a posteriori choice rules, e.g., discrepancy principle and balancing principle, for selecting the regularization parameter. The idea is further illustrated on a general class of parameter identification problems, for which (new) source and nonlinearity conditions are derived and the structural property of the nonlinearity term is revealed. A number of examples including identifying distributed parameters in elliptic differential equations are presented.Comment: 21 pages, to appear in Inverse Problem

A convex analysis approach to optimal controls with switching structure for partial differential equations

Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality system that allows an explicit pointwise characterization and whose Moreau-Yosida regularization is amenable to a semismooth Newton method in function space. This approach is especially suited for computing switching controls for partial differential equations. In this case, the optimality gap between the original functional and its relaxation can be estimated and shown to be zero for controls with switching structure. Numerical examples illustrate the effectiveness of this approach