Dual regularization and Pontryagin’s maximum principle in a problem of optimal boundary control for a parabolic equation with nondifferentiable functionals
Mikhail Iosifovich Sumin · Proceedings of the Steklov Institute of Mathematics · 2011
A problem of optimal boundary control is considered for a divergent linear parabolic equation. Equality constraints of the problem are given by nondifferentiable functionals. A dual regularization algorithm stable to errors in initial data is constructed for solving the problem. Pontryagin’s maximum principle plays the key role in this algorithm.