Relaxation methods for optimal control problems

We consider a nonlinear optimal control problem with dynamics described by a differential inclusion involving a maximal monotone map [Formula: see text]. We do not assume that [Formula: see text], incorporating in this way systems with unilateral constraints in our framework. We present two relaxation methods. The first one is an outgrowth of the reduction method from the existence theory, while the second method uses Young measures. We show that the two relaxation methods are equivalent and admissible.

A strong convergence theorem for maximal monotone operators in Banach spaces with applications

An algorithm is constructed to approximate a zero of a maximal monotone operator in a uniformly convex anduniformly smooth real Banach space. The sequence of the algorithm is proved to converge strongly to a zeroof the maximal monotone map. In the case where the Banach space is a real Hilbert space, our theorem com-plements the celebrated proximal point algorithm of Martinet and Rockafellar. Furthermore, our convergencetheorem is applied to approximate a solution of a Hammerstein integral equation in our general setting. Finally,numerical experiments are presented to illustrate the convergence of our algorithm.