Finite-Dimensional Approximation of a Class of Constrained Nonlinear Optimal Control Problems

• Authors: Max D. Gunzburger;L. Steven Hou
• Venue: SIAM Journal on Control and Optimization
• Year: 1996

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite-dimensional spaces, an approximate problem posed on finite-dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite-element methods. The first involves the von K\'arm\'an plate equations of nonlinear elasticity, the second the Ginzburg--Landau equations of superconductivity, and the third the Navier--Stokes equations for incompressible, viscous flows.