L'ANALYSE NUMERIQUE ET LA THÉORIE DE L'APPROXIMATION
Tome 9, N 1, 1980, pp. 19-25
NON CONVEX OPTIMIZATION PROBLEMS ON WEAKLY COMPACT SUBSETS OF BANACH SPACES
by
S. COBZAŞ
1. Introduction
Let be a normed space, a nonvoid subset of and an element of .
The problem of nearest points. Let the distance from to , and let , the set (possibly empty) of nearest points to in (or the set of elements of best approximation of by elements of . Put : and . STECKIN [15] proved that if is a uniformly convex Banach space and is a nonvoid closed subset of , tehn is of first Baire category (in particular, is dense in ). STECKIN [15] asked if this result remains true in a locally uniformly convex Banach space. In [7] it was shown that the answer is no: there exists an equivalent locally uniformly convex norm on (namely, Day's norm, see [8]) such that ( ) contains a closed bounded symmetric convex body, such that (such sets are called antiproximinal). Another solution (fortunately, also negative) was kindly comunicated to the author by Professor . Kenderov: if is a separable non reflexive Banach space, then, by a result of TROYANSKI [16] there exists on an equivalent locally uniformly convex norm being nonreflexive, by James' theorem there exists a continuous linear functional on which does not attain its norm on the unit ball of ( ). The corresponding closed hyperplane is antiproximinal in , i.e. . Recently Ka-SING LAU [13] proved that Stečkin's result holds in reflexive locally uniformly convex Banach spaces.
The problem of farthest points. Suppose further the set bounded and let . Put
- the set (possibly empty) of farthest points to in and . EDELSTEIN [9] proved that if is a nonvoid closed bounded subset of uniformly convex Banach space , then is dense in . asplund [1] extended this result proving that if is a nonvoid closed bounded subset of a reflexive locally uniformly convex Banach space , then contains a set dense in . Finally KA-SING IAU [12] proved a similar result for weakly compact subsets of arbitrary Banach spaces, and derived from this one, Asplund's theorem.
Perturbed problems. Let be a real functional defined on . baranger [2] considered the following extensions of the problems of nearest points and of farthest points : Problem -inf (Problem -sup) : for find such that respectively), and proved that if is a uniformly convex Banach space, a closed nonvoid subset of and is lower semicontinuous and bounded from below, then the set of all for which the problem -inf has a solution is dense in . If is a reflexive locally uniformly convex Banach space, a nonvoid closed bounded subset of and is upper semicontinuous and bounded from above, then the set of all for which the problem -sup has a solution, contains a set dense in . Other results along this line were obtained by baranger-temam [3], bidaut [5], ekelland lebourg [11].
The aim of this Note is to extend Ka-Sing Lau's result on farthest points of weakly compact sets to perturbed problems (Problem -sup, with an apropriate . In the third section some applications to optimal control problems of systems governed by partial differential equations, are given.
2. The main result.
In this section we prove the following theorem:
2.1 THEOREM. If is a Banach space, a nonvoid weakly compact subset of and is an upper semicontinuous and bounded from above functional, then the set of all for which the problem -sup has a solution contains a set dense in .
2.1 THEOREM. If
In this theorem, and in what follows, by „weak" we mean , the dual of . Our proof follows closely ka-sing lau's proof in [12].
Recall that if is a function on , a subgradient of at a point (such that ) is a continuous linear functional such that
for all . The set (possibly empty) of all subgradients of at is denoted by and is called the subdifferential of at . If is contintous, at then, is a nonempty weakly compact subset of (see [4]).
For put
2.2 lemma. Let a normed space, a nonvoid bounded subset of a bounded from above functional and let be defined by (2.2). Then
(i) is convex and Lipschitz, with constant 1, i.e.
(i)
(ii) if then , for all .
Proof. (i). The functions , defined by , are convex for all , and so will be their supremum . Now, for and
so that , or . Interchanging the roles of and one obtains .
(ii). If , then , for all , which implies . Lemma 2.2 is proved.
(ii). If
If . then, by Iemma 2.2 (ii)
so that
for all . The following lemma shows that the equality sign holds in (2.3) for all , excepting a set of first Baire category.
2.3 LEMMA. Let be a Banach space, a nonvoid closed bounded subset of and let be bounded from above. If is defined by (2.2), then the set:
such that is of type and of first Baire category.
2.3 LEMMA. Let
Proof. For , let such that
. Obviously . Therefore, to prove Lemma 2.3, it is sufficient to show that
(a) is closed in ; and
(b) ,
for all .
(a). Let be a sequence in converging to a point . For each , choose such that
(a)
(b)
for all
(a). Let
Since , (Lemma 2.2 (ii)), the sequence admits a subnet - convergent to an element of , with . For , we have
for all , which shows that the net converges to . Since , we have (see 2.1)) so that , for all , which shows that . From , follows for all . Therefore and the set is closed.
(b) int
(b) int
Suppose that there exist and a ball of center included in . The set being bounded there exists such that
for all . Let and let be such that
and let
Since by (2.4), , it follows the existence of a such that
By (2.5), , and by (2.6), . Therefore
But
,
so that
,
in contradiction to .
so that
in contradiction to
Proof of Theorem 2.1. Let be the set defined in Lemma 2.3 and let . Obviously, is a set and by the Baire category theorem, is dense in . For and , we have
Since is weakly upper semicontinuous, the function , is weakly lower semicontinuous. Taking into account this fact and the weak compactity of , it follows the existemce of a point , such that . But then, by (2.6)
Therefore, , and Theorem 2.1 is proved.
3. The optimal control problem
Let be a Banach space (the control space), a weakly compact subset of (the set of admissible controls) and a Banach space (the space of observations). One suppose the state of the system given by
where is a fixed element in and is a continuous linear operator.
3.1. PROPOSITION. For every the set of all for rehich there exists such that
, contains a set dense in .
3.1. PROPOSITION. For every
Proof. The operator , being linear and continuous, will be continuous also with respect to weak topologies on and , respectively. Since the norm on a normed space is a weakly lower semicontinuous functional, will be weakly upper semicontinuous, and Theorem 2.1 can be applied to obtain the desired result.
Let now be an open bounded subset of with smooth boundary. Consider the differential operator
where ,
and
where is the unit outward normal on the boundary of .
Denote, also
Let , for , be a weak solution of the Neumann problem :
i.e.
for all .
Suppose taht the following inequality holds
Suppose taht the following inequality holds
for all .
Consider the following optimal control problem : find such that
Consider the following optimal control problem : find
where is a weakly compact subset of is fixed, is a weak solution of problem (3.5) and .
By a result of BREZIS and STRAUSS [6] the problem (3.5) has a unique weak solution for all and , for .
Furthemore, the following inequality
holds (see Lemma 23 in [6]).
If ( ) is a sequence in converging to , then is the unique weak solution of Neumann problem:
By (3.9)
which shows that the application from to is continuous.
The application being affine, like in the proof of Proposition 3.1, follows the weak lower semicontinuity of the functional - . By a direct application of Theorem 3.1, the set of all for which the problem (3.8) has a solution contains a set dense in .
REFERENCES
[1] Asplund, E., Farthest points in reflexive locally unifornly rotund Banach spaces, Israel J. Math. 4, 213-216 (1966).
[2] Baranger, J., Existence de solutions pour des problèmes d'optimisation non convexe, J. Math. Pures et Appl. 52, 377-405 (1973).
[3] Baranger, J., Tenan, R., Non convex optimization problems depending on a parameter, SIAM J. Control 13, 146-152 (1975).
[4] Barbu, V., Precupanu, Th., Convexity and optimization in Banach spaces, Ed. Academiei and Sijthoff Noordhoff, 1978.
[5] Bidaut, M.F., Existence theorems for usual and approximate solutions of optimal control problems, JOTA 15, 393-412 (1975).
[6] Brezis, H., Strauss, W. A., Semi-linear second-order elliptic equations in , J. Math. Soc. Japan, 25, 565-590, (1973).
[7] Cobzaş, S., Antiproximinal sets in some Banach spaces, Math. Balkanica, 4, 79-82 (1974).
[8] D ay, M. M., Strict convexity and smoothness of normed spaces, Trans. Amer. Math. Soc. 78, 516-528 (1955).
[9] Edelstein, M., Farthesi points of sets in uniformly convex Banach spaces, Israel J. Math. 4, 171-176 (1966).
[10] Edelstein, M., On nearest points in uniformly conven Banach spaces, J. London Matl. Soc. 43, 375-377, (1968).
[11] Ekeland, I., Lebourg, G., Generic Fréchet-differentiability and perturbed optimizalion problems in Banach spaces, Trans. Amer. Math. Soc. 224, 193-216 (1976).
[12] Lau, Ka-Sing, Farthest points in weakly compact sets, Israel J. Math. 22, 168-174, (1975).
[13] Lau, Ka-Sing, Almost Chebyshev subsets in reflexive Banach spaces, Indiana Univ. Math. J. 27, 791-795 (1978).
[14] Lions, J. L., Contrôle optimal de systèmes gouvernés par des équations aux derivée partielles, Gauthier-Villars, Paris 1998.
[15] Стечкин С. Ъ., Аппроксимативные свойства множеств в линейных нормированных пространствах, Rev. Math. Pures et Appll. (Bucharest), 8, 5-18 (1963)
[16] Troyanski, S., On locally uniformly convex and differentiable norms in certain non separable Banach spaces, Studia Math. 37, 173-180.
[2] Baranger, J., Existence de solutions pour des problèmes d'optimisation non convexe, J. Math. Pures et Appl. 52, 377-405 (1973).
[3] Baranger, J., Tenan, R., Non convex optimization problems depending on a parameter, SIAM J. Control 13, 146-152 (1975).
[4] Barbu, V., Precupanu, Th., Convexity and optimization in Banach spaces, Ed. Academiei and Sijthoff Noordhoff, 1978.
[5] Bidaut, M.F., Existence theorems for usual and approximate solutions of optimal control problems, JOTA 15, 393-412 (1975).
[6] Brezis, H., Strauss, W. A., Semi-linear second-order elliptic equations in
[7] Cobzaş, S., Antiproximinal sets in some Banach spaces, Math. Balkanica, 4, 79-82 (1974).
[8] D ay, M. M., Strict convexity and smoothness of normed spaces, Trans. Amer. Math. Soc. 78, 516-528 (1955).
[9] Edelstein, M., Farthesi points of sets in uniformly convex Banach spaces, Israel J. Math. 4, 171-176 (1966).
[10] Edelstein, M., On nearest points in uniformly conven Banach spaces, J. London Matl. Soc. 43, 375-377, (1968).
[11] Ekeland, I., Lebourg, G., Generic Fréchet-differentiability and perturbed optimizalion problems in Banach spaces, Trans. Amer. Math. Soc. 224, 193-216 (1976).
[12] Lau, Ka-Sing, Farthest points in weakly compact sets, Israel J. Math. 22, 168-174, (1975).
[13] Lau, Ka-Sing, Almost Chebyshev subsets in reflexive Banach spaces, Indiana Univ. Math. J. 27, 791-795 (1978).
[14] Lions, J. L., Contrôle optimal de systèmes gouvernés par des équations aux derivée partielles, Gauthier-Villars, Paris 1998.
[15] Стечкин С. Ъ., Аппроксимативные свойства множеств в линейных нормированных пространствах, Rev. Math. Pures et Appll. (Bucharest), 8, 5-18 (1963)
[16] Troyanski, S., On locally uniformly convex and differentiable norms in certain non separable Banach spaces, Studia Math. 37, 173-180.
- Received, 21. XII, 1979
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