Nonuniqueness of minimizers for semilinear optimal control problems
Dario Pighin
Universidad Autónoma de Madrid; University of Deusto, Bilbao, Basque Country, Spain
Abstract
A counterexample to uniqueness of global minimizers of semilinear optimal control problems is given. The lack of uniqueness occurs for a special choice of the state-target in the cost functional. Our arguments also show that, for some state-targets, there exist local minimizers which are not global. When this occurs, gradient-type algorithms may be trapped by local minimizers, thus missing global ones. Furthermore, the issue of convexity of a quadratic functional in optimal control is analyzed in an abstract setting.
As a corollary of nonuniqueness of minimizers, a nonuniqueness result for a coupled elliptic system is deduced.
Numerical simulations have been performed illustrating the theoretical results.
We also discuss the possible impact of the multiplicity of minimizers on the turnpike property in long time horizons.
Cite this article
Dario Pighin, Nonuniqueness of minimizers for semilinear optimal control problems. J. Eur. Math. Soc. 25 (2023), no. 6, pp. 2127–2162
DOI 10.4171/JEMS/1232