Pontryagin’s Maximum Principle for a State-Constrained System of Douglis-Nirenberg Type

Abstract

This article is concerned with optimal control problems for plants described by systems of high order nonlinear PDE’s (whose linear approximation is elliptic in the sense of Douglis-Nirenberg), with a special attention being given to their particular case: the standard stationary system of non-linear Navier–Stokes equations. The objective is to establish an analog of the Pontryagin’s maximum principle. The major challenge stems from the presence of infinitely many point-wise constraints on the system’s state, which are imposed at any point from a given continuum set of independent variables. Necessary conditions for optimality in the form of an “abstract” maximum principle are first obtained for a general optimal control problem couched in the language of functional analysis. This result is targeted at a wide class of problems, with an idea to absorb, in its proof, a great deal of technical work needed for derivation of optimality conditions so that only an interpretation of the discussed result would be basically needed to handle a particular problem. The applicability of this approach is demonstrated via obtaining the afore-mentioned analog of the Pontryagin’s maximum principle for a state-constrained system of high-order elliptic equations and the Navier–Stokes equations.