Mixed Implicit Galerkin – Frank Wolf, Gradient and Gradient Projection Methods for Solving Classical Optimal Control Problem Governed by Variable Coefficients, Linear Hyperbolic, Boundary Value Problem

  • Eman H. Mukhalef Al-Rawdanee Department of Mathematics, College of Science, Mustansiriyah University, Baghdad, Iraq
  • Jamil A. Ali Al-Hawasy Department of Mathematics, College of Science, Mustansiriyah University, Baghdad, Iraq
Keywords: Numerical classical optimal control, Galerkin finite element method, Gradient Projection method, Gradient method, Frank Wolfe method

Abstract

This paper deals with testing a numerical solution for the discrete classical optimal control problem governed by a linear hyperbolic boundary value problem with variable coefficients. When the discrete classical control is fixed, the proof of the existence and uniqueness theorem for the discrete solution of the discrete weak form is achieved. The existence theorem for the discrete classical optimal control and the necessary conditions for optimality of the problem are proved under suitable assumptions. The discrete classical optimal control problem (DCOCP) is solved by using the mixed Galerkin finite element method to find the solution of the discrete weak form (discrete state). Also, it is used to find the solution for the discrete adjoint weak form (discrete adjoint) with the Gradient Projection method (GPM) , the Gradient method (GM), or the Frank Wolfe method (FWM) to the DCOCP. Within each of these three methods, the Armijo step option (ARSO) or the optimal step option (OPSO) is used to improve (to accelerate the step) the solution of the discrete classical control problem. Finally, some illustrative numerical examples for the considered discrete control problem are provided. The results show that the GPM with ARSO method is better than GM or FWM with ARSO methods. On the other hand, the results show that the GPM and GM with OPSO methods are better than the FWM with the OPSO method.

Published
2020-09-29
How to Cite
Al-Rawdanee, E. H. M., & Al-Hawasy, J. A. A. (2020). Mixed Implicit Galerkin – Frank Wolf, Gradient and Gradient Projection Methods for Solving Classical Optimal Control Problem Governed by Variable Coefficients, Linear Hyperbolic, Boundary Value Problem. Iraqi Journal of Science, 61(9), 2303-2314. https://doi.org/10.24996/ijs.2020.61.9.17
Section
Mathematics