Luận án tiến sĩ: Điều kiện tối ưu không cách biệt cho bài toán điều khiển tối ưu bởi phương trình elliptic nửa tuyến tính - TS. Nguyễn Hải Sơn, ĐHBK Hà Nội

MINISTRY OF EDUCATION AND TRAINING HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY NGUYEN HAI SON NO-GAP OPTIMALITY CONDITIONS AND SOLUTION STABILITY FOR OPTIMAL CONTROL PROBLEMS GOVERNED BY SEMILINEAR ELLIPTIC EQUATIONS DOCTORAL DISSERTATION OF MATHEMATICS Hanoi - 2019 MINISTRY OF EDUCATION AND TRAINING HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY NGUYEN HAI SON NO-GAP OPTIMALITY CONDITIONS AND SOLUTION STABILITY FOR OPTIMAL CONTROL PROBLEMS GOVERNED BY SEMILINEAR ELLIPTIC EQUATIONS Major: MATHEMATICS Code: 9460101 DOCTORAL DISSERTATION OF MATHEMATICS SUPERVISORS: 1. Nguyen Thi Toan 2. Bui Trong Kien Hanoi - 2019 COMMITTAL IN THE DISSERTATION I assure that my scientific results are new and righteous. Before I published these results, there had been no such results in any scientific document.

I have responsibili- ties for my research results in the dissertation. Hanoi, April 3rd , 2019 On behalf of Supervisors Author Dr. Nguyen Thi Toan Nguyen Hai Son i ACKNOWLEDGEMENTS This dissertation has been carried out at the Department of Fundamental Mathe- matics, School of Applied Mathematics and Informatics, Hanoi University of Science and Technology. It has been completed under the supervision of Dr.

Nguyen Thi Toan and Dr. Bui Trong Kien. First of all, I would like to express my deep gratitude to Dr. Nguyen Thi Toan and Dr.

Bui Trong Kien for their careful, patient and effective supervision. I am very lucky to have a chance to work with them, who are excellent researchers. I would like to thank Prof. Jen-Chih Yao for his support during the time I visited and studied at Department of Applied Mathematics, Sun Yat-Sen University, Kaohsiung, Taiwan (from April, 2015 to June, 2015 and from July, 2016 to September, 2016).

I would like to express my gratitude to Prof. Nguyen Dong Yen for his encouragement and many valuable comments. I would also like to especially thank my friend, Dr. Vu Huu Nhu for kind help and encouragement.

I would like to thank the Steering Committee of Hanoi University of Science and Technology (HUST), and School of Applied Mathematics and Informatics (SAMI) for their constant support and help. I would like to thank all the members of SAMI for their encouragement and help. I am so much indebted to my parents and my brother for their support. I thank my wife for her love and encouragement.

This dissertation is a meaningful gift for them. Hanoi, April 3rd , 2019 Nguyen Hai Son ii CONTENTS COMMITTAL IN THE DISSERTATION. iii TABLE OF NOTATIONS. PRELIMINARIES AND AUXILIARY RESULTS 8 0.1 Set-valued maps .2 Tangent and normal cones .2 Sobolev spaces and elliptic equations .2 Semilinear elliptic equations.

NO-GAP OPTIMALITY CONDITIONS FOR DISTRIBUTED CONTROL PROBLEMS 25 1.1 Second-order necessary optimality conditions .1 An abstract optimization problem .2 Second-order necessary optimality conditions for optimal control problem .2 Second-order sufficient optimality conditions. NO-GAP OPTIMALITY CONDITIONS FOR BOUNDARY CONTROL PROBLEMS 58 2.1 Abstract optimal control problems .2 Second-order necessary optimality conditions .3 Second-order sufficient optimality conditions. UPPER SEMICONTINUITY AND CONTINUITY OF THE SOLUTION MAP TO A PARAMETRIC BOUNDARY CONTROL PROBLEM 91 3.1 Assumptions and main result .2 Some auxiliary results .1 Some properties of the admissible set .2 First-order necessary optimality conditions .3 Proof of the main result. 110 LIST OF PUBLICATIONS.

112 iv TABLE OF NOTATIONS N := {1, 2, .} set of positive natural numbers R set of real numbers |x| absolute value of x ∈ R Rn n-dimensional Euclidean vector space ∅ empty set x∈A x is in A x∈ /A x is not in A A ⊂ B(B ⊃ A) A is a subset of B A*B A is not a subset of B A∩B intersection of the sets A and B A∪B union of the sets A and B A\B set difference of A and B A×B Descartes product of the sets A and B [x1 , x2 ] the closed line segment between x1 and x2 kxk norm of a vector x kxkX norm of vector x in the space X X∗ topological dual of a normed space X X ∗∗ topological bi-dual of a normed space X hx∗ , xi canonical pairing hx, yi canonical inner product B(x, δ) open ball with centered at x and radius δ B(x, δ) closed ball with centered at x and radius δ BX open unit ball in a normed space X BX closed unit ball in a normed space X dist(x; Ω) distance from x to Ω {xk } sequence of vectors xk xk → x xk converges strongly to x (in norm topology) xk * x xk converges weakly to x ∀x for all x ∃x there exists x A := B A is defined by B f :X→Y function from X to Y f 0 (x), ∇f (x) Fréchet derivative of f at x f 00 (x), ∇2 f (x) Fréchet second-order derivative of f at x 1 Lx , ∇x L Fréchet derivative of L in x Lxy , ∇2xy L Fréchet second-order derivative of L in xand y ϕ : X → IR extended-real-valued function domϕ effective domain of ϕ epiϕ epigraph of ϕ suppϕ the support of ϕ F :X⇒Y multifunction from X to Y domF domain of F rgeF range of F gphF graph of F kerF kernel of F T (K, x) Bouligand tangent cone of the set K at x T [ (K, x) adjoint tangent cone of the set K at x T 2 (K, x, d) second-order Bouligand tangent set of the set K at x in direction d T 2[ (K, x, d) second-order adjoint tangent set of the set K at x in direction d N (K, x) normal cone of the set K at x ∂Ω boundary of the domain Ω Ω̄ closure of the set Ω Ω0 ⊂⊂ Ω Ω0 ⊂ Ω and Ω0 is compact. Lp (Ω) the space of Lebesgue measurable functions f R and Ω |f (x)|p dx < +∞ L∞ (Ω) the space of bounded functions almost every Ω C(Ω̄) the space of continuous functions on Ω̄ M(Ω̄) the space of finite regular Borel measures  m,p m,p W (Ω), W0 (Ω),   W s,r (Γ), Sobolev spaces   H m (Ω), H0m (Ω)  0 W −m,p (Ω)(p−1 + p0−1 = 1) the dual space of W0m,p (Ω) X ,→ Y X is continuous embedded in Y X ,→,→ Y X is compact embedded in Y i.t with respect to 2 The proof is complete 2 INTRODUCTION 1. Motivation Optimal control theory has many applications in economics, mechanics and other fields of science. It has been systematically studied and strongly developed since the late 1950s, when two basic principles were made.

One was the Pontryagin Maximum Principle which provides necessary conditions to find optimal control functions. The other was the Bellman Dynamic Programming Principle, a procedure that reduces the search for optimal control functions to finding the solutions of partial differential equations (the Hamilton-Jacobi equations). Up to now, optimal control theory has developed in many various research directions such as non-smooth optimal control, discrete optimal control, optimal control governed by ordinary differential equations (ODEs), optimal control governed by partial differential equations (PDEs),. In the last decades, qualitative studies for optimal control problems governed by ODEs and PDEs have obtained many important results.

One of them is to give op- timality conditions for optimal control problems. Bonnans et al. [4, 5, 6], studied optimality conditions for optimal control problems governed by ODEs, while J. Casas et al.

Kien et al. Rösch and F. derived optimality conditions for optimal control problems governed by el- liptic equations. It is known that if ū is a local minimum of F , where F : U → R is a differentiable functional and U is a Banach space, then F 0 (ū) = 0.

This a first-order necessary optimality condition. However, it is not a sufficient condition in case of F is not convex. Therefore, we have to invoke other sufficient conditions and should study the second derivative (see [17]). Better understanding of second-order optimality conditions for optimal control prob- lems governed by semilinear elliptic equations is an ongoing topic of research for several researchers.

This topic is great value in theory and in applications. Second-order suffi- cient optimality conditions play an important role in the numerical analysis of nonlinear optimal control problems, and in analyzing the sequential quadratic programming al- gorithms (see [13, 16, 17]) and in studying the stability of optimal control (see [25, 26]). Second-order necessary optimality conditions not only provide criterion of finding out stationary points but also help us in constructing sufficient optimality conditions. Let us briefly review some results on this topic.

3 For distributed control problems, i., the control only acts in the domain Ω in Rn , E. Bayen et al. [11, 13, 16, 27] derived second-order necessary and sufficient optimality conditions for problem with pure control constraint, i. x ∈ Ω, (1) and the appearance of state constraints.

More precisely, in [11] the authors gave second-order necessary and sufficient conditions for Neumann problems with constraint (1) and finitely many equalities and inequalities constraints of state variable y while the second-order sufficient optimality conditions are established for Dirichlet problems with constraint (1) and a pure state constraint in [13]. Bayen et al. [27] derived second-order necessary and sufficient optimality conditions for Dirichlet problems in the sense of strong solution. Casas [16] established second-order sufficient optimality conditions for Dirichlet control problems and Neumann control problems with only constraint (1) when the objective function does not contain control variable u.

Tröltzsch derived second-order sufficient optimality conditions for Robin control problems with mixed constraint of the form a(x) ≤ λy(x) + u(x) ≤ b(x) a. x ∈ Ω and finitely many equalities and inequalities constraints. For boundary control problems, i., the control u only acts on the boundary Γ, E. Tröltzsch [10, 12] derived second-order necessary optimality conditions while the second-order sufficient optimality conditions were established by E.

Casas et al. in [12, 13, 17] with pure pointwise constraints, i. Rösch and F. Tröltzsch [23] gave the second-order sufficient optimality conditions for the problem with the mixed pointwise constraints which has unilateral linear form c(x) ≤ u(x) + γ(x)y(x) for a.

We emphasize that in above papers, a, b ∈ L∞ (Ω) or a, b ∈ L∞ (Γ). Therefore, the control u belongs to L∞ (Ω) or L∞ (Γ). This implies that corresponding Lagrange multipliers are measures rather than functions (see [19]). In order to avoid this dis- advantage, B.

Kien et al.e x ∈ Ω with a, b ∈ Lp (Ω), 1 < p < ∞ and pure state constraints. This motivates us to develop and study the following problems. (OP 2) : Give second-order sufficient optimality conditions for optimal control prob- lems with mixed state-control constraints when the objective function does not depend on control variables. Solving problems (OP 1) and (OP 2) is the first goal of the dissertation.

After second-order necessary and sufficient optimality conditions are established, they should be compared to each other. Bonnans [4], if the change between necessary and sufficient second-order optimality conditions is only between strict and non-strict inequalities, then we say that the no-gap optimality conditions are obtained. Deriving second-order optimality conditions without a gap between second- order necessary optimality conditions and sufficient optimality conditions, is a difficult problem which requires to find a common critical cone under which both second-order necessary optimality conditions and sufficient optimality conditions are satisfied. Bonnans derived second-order necessary and sufficient optimality conditions with no-gap for an optimal control problem with pure control constraint and the objective function is quadratic in both state variable y and control variable u.

The result in [7] was established by basing on polyhedric property of admissible sets and the theory of Legendre forms. Recently, the result has been extended by [27] and [28]. However, there is an open problem in this area.