Welcome to the OPTPDE Problem Collection
Global classification: linear-quadratic, convex
Functional: convex quadratic
Geometry: easy, fixed
Design: coupled via boundary values 1st order
- linear parabolic operator of order 2.
- Defined on a 1-dim domain in 1-dim space
- Time dependent.
- box of order 0
Submitted on 2013-01-16 by Arnd Rösch. Published on 2013-02-11
This is a very classical parabolic Robin boundary control problem in one space dimension with control constraints. Originally it was posed as a time-optimal control problem, see Schittkowski . Several years later in Tröltzsch  this problem was modiﬁed to an optimal control problem with ﬁxed ﬁnal time. In Eppler and Tröltzsch  an additional Tikhonov regularization was introduced. We present the example in that form but change the notation to standard variables. The same example is studied in many publications sometimes with small modiﬁcations. If the regularization parameter is zero, then the optimal control has bang-bang structure with one switching point.
No analytic solution is known for the given data. The numerical experiments in the literature show results for (no regularization) with a bang-bang structure as well as results for . In particular one can ﬁnd results for with diﬀerent in Eppler and Tröltzsch .
The following optimality system for the state , the control and the adjoint state , given in the strong form, characterizes the unique minimizer.
as well as
In case , this variational inequality is equivalent to the projection formula
There is no analytic solution known. An interesting modiﬁcation is to take a desired state
Then the optimal control oscillates when approaching the ﬁnal time .
K. Eppler and F. Tröltzsch. On switching points of optimal controls for coercive parabolic boundary control problems. Optimization. A Journal of Mathematical Programming and Operations Research, 17(1):93–101, 1986. ISSN 0233-1934. doi: 10.1080/02331938608843105.
K. Schittkowski. Numerical solution of a time-optimal parabolic boundary value control problem. Journal of Optimization Theory and Applications, 27(2):271–290, 1979. ISSN 0022-3239. doi: 10.1007/BF00933231.
F. Tröltzsch. The generalized bang-bang-principle and the numerical solution of a parabolic boundary-control problem with constraints on the control and the state. Zeitschrift für Angewandte Mathematik und Mechanik, 64(12):551–556, 1984. ISSN 0044-2267. doi: 10.1002/zamm.19840641218.