Return to Article Details Non convex optimization problems on weakly compact subsets of Banach spaces

L'ANALYSE NUMERIQUE ET LA THÉORIE DE L'APPROXIMATION
Tome 9, N 0 0 ^(0){ }^{0}0 1, 1980, pp. 19-25

NON CONVEX OPTIMIZATION PROBLEMS ON WEAKLY COMPACT SUBSETS OF BANACH SPACES

by

S. COBZAŞ

1. Introduction

Let X X XXX be a normed space, M M MMM a nonvoid subset of X X XXX and x x xxx an element of X X XXX.
The problem of nearest points. Let d ( x , M ) = inf { x y : y M } d ( x , M ) = inf { x y : y M } d(x,M)=i n f{||x-y||:y in M}d(x, M)=\inf \{\|x-y\|: y \in M\}d(x,M)=inf{xy:yM} the distance from x x xxx to M M MMM, and let P M ( x ) = { y M : x y = d ( x , M ) } P M ( x ) = { y M : x y = d ( x , M ) } P_(M)(x)={y in M:||x-y||=d(x,M)}P_{M}(x)=\{y \in M:\|x-y\|=d(x, M)\}PM(x)={yM:xy=d(x,M)}, the set (possibly empty) of nearest points to x x xxx in M M MMM (or the set of elements of best approximation of x x xxx by elements of M ) M ) M)M)M). Put E ( M ) = { x X E ( M ) = { x X E(M)={x in XE(M)=\{x \in XE(M)={xX : P M ( x ) } P M ( x ) {:P_(M)(x)!=O/}\left.P_{M}(x) \neq \varnothing\right\}PM(x)} and T c ( M ) = { x X : card ( P M ( x ) ) = 1 } T c ( M ) = x X : card P M ( x ) = 1 Tc(M)={x in X:card(P_(M)(x))=1}T c(M)=\left\{x \in X: \operatorname{card}\left(P_{M}(x)\right)=1\right\}Tc(M)={xX:card(PM(x))=1}. STECKIN [15] proved that if X X XXX is a uniformly convex Banach space and M M MMM is a nonvoid closed subset of X X XXX, tehn X T c ( M ) X T c ( M ) X\\Tc(M)X \backslash T c(M)XTc(M) is of first Baire category (in particular, T c ( M ) T c ( M ) Tc(M)T c(M)Tc(M) is dense in X X XXX ). 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 p p ppp on c 0 c 0 c_(0)c_{0}c0 (namely, Day's norm, see [8]) such that ( c 0 , p c 0 , p c_(0),pc_{0}, pc0,p ) contains a closed bounded symmetric convex body, such that E ( M ) = M E ( M ) = M E(M)=ME(M)=ME(M)=M (such sets are called antiproximinal). Another solution (fortunately, also negative) was kindly comunicated to the author by Professor P P PPP. Kenderov: if X X XXX is a separable non reflexive Banach space, then, by a result of TROYANSKI [16] there exists on X X XXX an equivalent locally uniformly convex norm p . ( X , p ) p . ( X , p ) p.(X,p)p .(X, p)p.(X,p) being nonreflexive, by James' theorem there exists a continuous linear functional x x x^(')x^{\prime}x on X X XXX which does not attain its norm on the unit ball of ( X , p X , p X,pX, pX,p ). The corresponding closed hyperplane H = ( x ) 1 ( 0 ) H = x 1 ( 0 ) H=(x^('))^(-1)(0)H=\left(x^{\prime}\right)^{-1}(0)H=(x)1(0) is antiproximinal in ( X , p ) ( X , p ) (X,p)(X, p)(X,p), i.e. E ( H ) = H E ( H ) = H E(H)=HE(H)=HE(H)=H. 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 M M MMM bounded and let h ( x , M ) = sup { x y : y M } h ( x , M ) = sup { x y : y M } h(x,M)=s u p{||x-y||:y in M}h(x, M)=\sup \{\|x-y\|: y \in M\}h(x,M)=sup{xy:yM}. Put Q M ( x ) = { y M : x y = Q M ( x ) = { y M : x y = Q_(M)(x)={y in M:||x-y||=Q_{M}(x)=\{y \in M:\|x-y\|=QM(x)={yM:xy=
= h ( x , M ) } = h ( x , M ) } =h(x,M)}=h(x, M)\}=h(x,M)} - the set (possibly empty) of farthest points to x x xxx in M M MMM and e ( M ) = { x X : Q M ( x ) } e ( M ) = x X : Q M ( x ) e(M)={x in X:Q_(M)(x)!=O/}e(M)=\left\{x \in X: Q_{M}(x) \neq \emptyset\right\}e(M)={xX:QM(x)}. EDELSTEIN [9] proved that if M M MMM is a nonvoid closed bounded subset of uniformly convex Banach space X X XXX, then e ( M ) e ( M ) e(M)e(M)e(M) is dense in X X XXX. asplund [1] extended this result proving that if M M MMM is a nonvoid closed bounded subset of a reflexive locally uniformly convex Banach space X X XXX, then e ( M ) e ( M ) e(M)e(M)e(M) contains a G δ G δ G_(delta)G_{\delta}Gδ set dense in X X XXX. 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 J J JJJ be a real functional defined on M M MMM. baranger [2] considered the following extensions of the problems of nearest points and of farthest points : Problem J J JJJ-inf (Problem J J JJJ-sup) : for x X x X x in vec(X)x \in \vec{X}xX find y 0 M y 0 M y_(0)in My_{0} \in My0M such that x y 0 + J ( y 0 ) = inf { x y + J ( y ) : y M } ( == sup { x y + J ( y ) : y M } x y 0 + J y 0 = inf { x y + J ( y ) : y M } ( == sup { x y + J ( y ) : y M } ||x-y_(0)||+J(y_(0))=i n f{||x-y||+J(y):y in M}(==s u p{||x-y||+J(y):y in M}\left\|x-y_{0}\right\|+J\left(y_{0}\right)=\inf \{\|x-y\|+J(y): y \in M\}(= =\sup \{\|x-y\|+J(y): y \in M\}xy0+J(y0)=inf{xy+J(y):yM}(==sup{xy+J(y):yM} respectively), and proved that if X X XXX is a uniformly convex Banach space, M M MMM a closed nonvoid subset of X X XXX and J : M R J : M R J:M rarr RJ: M \rightarrow RJ:MR is lower semicontinuous and bounded from below, then the set of all x X x X x in Xx \in XxX for which the problem J J JJJ-inf has a solution is dense in X X XXX. If X X XXX is a reflexive locally uniformly convex Banach space, M M MMM a nonvoid closed bounded subset of X X XXX and J : M R J : M R J:M rarr RJ: M \rightarrow RJ:MR is upper semicontinuous and bounded from above, then the set of all x X x X x in Xx \in XxX for which the problem J J JJJ-sup has a solution, contains a G δ G δ G_(delta)G_{\delta}Gδ set dense in X X XXX. 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 J J JJJ-sup, with an apropriate J ) J ) J)J)J). 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 X X XXX is a Banach space, M M MMM a nonvoid weakly compact subset of X X XXX and J : M R J : M R J:M rarr RJ: M \rightarrow RJ:MR is an upper semicontinuous and bounded from above functional, then the set of all x X x X x in Xx \in XxX for which the problem J J JJJ-sup has a solution contains a G δ G δ G_(delta)G_{\delta}Gδ set dense in X X XXX.
In this theorem, and in what follows, by „weak" we mean σ ( X , X ) σ X , X sigma(X,X^('))\sigma\left(X, X^{\prime}\right)σ(X,X), X X X^(')X^{\prime}X the dual of X X XXX. Our proof follows closely ka-sing lau's proof in [12].
Recall that if f : X R { } f : X R { } f:X rarr R uu{oo}f: X \rightarrow R \cup\{\infty\}f:XR{} is a function on X X XXX, a subgradient of f f fff at a point x X x X x in Xx \in XxX (such that f ( x ) < f ( x ) < f(x) < oof(x)<\inftyf(x)< ) is a continuous linear functional x x x^(')x^{\prime}x such that
(2.1) x ( y x ) f ( y ) f ( x ) (2.1) x ( y x ) f ( y ) f ( x ) {:(2.1)x^(')(y-x) <= f(y)-f(x):}\begin{equation*} x^{\prime}(y-x) \leq f(y)-f(x) \tag{2.1} \end{equation*}(2.1)x(yx)f(y)f(x)
for all y X y X y in Xy \in XyX. The set (possibly empty) of all subgradients of f f fff at x x xxx is denoted by f ( x ) f ( x ) del f(x)\partial f(x)f(x) and is called the subdifferential of f f fff at x x xxx. If f f fff is contintous, at x x xxx then, f ( x ) f ( x ) del f(x)\partial f(x)f(x) is a nonempty weakly compact subset of X X X^(')X^{\prime}X (see [4]).
For x X x X x in Xx \in XxX put
(2.2) v ( x ) = sup { x y + J ( y ) : y M } . (2.2) v ( x ) = sup { x y + J ( y ) : y M } . {:(2.2)v(x)=s u p{||x-y||+J(y):y in M}.:}\begin{equation*} v(x)=\sup \{\|x-y\|+J(y): y \in M\} . \tag{2.2} \end{equation*}(2.2)v(x)=sup{xy+J(y):yM}.
2.2 lemma. Let X X XXX a normed space, M M MMM a nonvoid bounded subset of X , J : M R X , J : M R X,J:M rarr RX, J: M \rightarrow RX,J:MR a bounded from above functional and let r : X R r : X R r:X rarr Rr: X \rightarrow Rr:XR be defined by (2.2). Then
(i) r r rrr is convex and Lipschitz, with constant 1, i.e.
| r ( x ) r ( y ) | x y , for all x , y X ; | r ( x ) r ( y ) | x y ,  for all  x , y X ; |r(x)-r(y)| <= ||x-y||," for all "x,y in X;|r(x)-r(y)| \leq\|x-y\|, \text { for all } x, y \in X ;|r(x)r(y)|xy, for all x,yX;
(ii) if x r ( x ) x r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)xr(x) then x 1 x 1 ||x^(')|| <= 1\left\|x^{\prime}\right\| \leq 1x1, for all x X x X x in Xx \in XxX.
Proof. (i). The functions r y : X R r y : X R r_(y):X rarr Rr_{y}: X \rightarrow Rry:XR, defined by r y ( x ) = x y + + J ( y ) r y ( x ) = x y + + J ( y ) r_(y)(x)=||x-y||++J(y)r_{y}(x)=\|x-y\|+ +J(y)ry(x)=xy++J(y), are convex for all y M y M y in My \in MyM, and so will be their supremum γ γ gamma\gammaγ. Now, for x , y X x , y X x,y in Xx, y \in Xx,yX and z M z M z in Mz \in MzM
x z + J ( z ) x y + y z + J ( z ) x y + r ( y ) , x z + J ( z ) x y + y z + J ( z ) x y + r ( y ) , ||x-z||+J(z) <= ||x-y||+||y-z||+J(z) <= ||x-y||+r(y),\|x-z\|+J(z) \leq\|x-y\|+\|y-z\|+J(z) \leq\|x-y\|+r(y),xz+J(z)xy+yz+J(z)xy+r(y),
so that r ( x ) x y + r ( y ) r ( x ) x y + r ( y ) r(x) <= ||x-y||+r(y)r(x) \leq\|x-y\|+r(y)r(x)xy+r(y), or r ( x ) r ( y ) x y r ( x ) r ( y ) x y r(x)-r(y) <= ||x-y||r(x)-r(y) \leq\|x-y\|r(x)r(y)xy. Interchanging the roles of x x xxx and y y yyy one obtains | r ( x ) r ( y ) | x y | r ( x ) r ( y ) | x y |r(x)-r(y)| <= ||x-y|||r(x)-r(y)| \leq\|x-y\||r(x)r(y)|xy.
(ii). If x r ( x ) x r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)xr(x), then x ( y x ) r ( y ) r ( x ) y x x ( y x ) r ( y ) r ( x ) y x x^(')(y-x) <= r(y)-r(x) <= ||y-x||x^{\prime}(y-x) \leq r(y)-r(x) \leq\|y-x\|x(yx)r(y)r(x)yx, for all y X y X y in Xy \in XyX, which implies x 1 x 1 ||x^(')|| <= 1\left\|x^{\prime}\right\| \leq 1x1. Lemma 2.2 is proved.
If x r ( x ) x r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)xr(x). then, by Iemma 2.2 (ii)
x ( y x ) J ( y ) x y J ( y ) r ( x ) , y M x ( y x ) J ( y ) x y J ( y ) r ( x ) , y M x^(')(y-x)-J(y) >= -||x-y||-J(y) >= -r(x),y in Mx^{\prime}(y-x)-J(y) \geq-\|x-y\|-J(y) \geq-r(x), y \in Mx(yx)J(y)xyJ(y)r(x),yM
so that
(2.3) inf { x ( y x ) J ( y ) : y M } r ( x ) (2.3) inf x ( y x ) J ( y ) : y M r ( x ) {:(2.3)i n f{x^(')(y-x)-J(y):y in M} >= -r(x):}\begin{equation*} \inf \left\{x^{\prime}(y-x)-J(y): y \in M\right\} \geq-r(x) \tag{2.3} \end{equation*}(2.3)inf{x(yx)J(y):yM}r(x)
for all x X x X x in Xx \in XxX. The following lemma shows that the equality sign holds in (2.3) for all x X x X x in Xx \in XxX, excepting a set of first Baire category.
2.3 LEMMA. Let X X XXX be a Banach space, M M MMM a nonvoid closed bounded subset of X X XXX and let J : M R J : M R J:M rarr RJ: M \rightarrow RJ:MR be bounded from above. If ν ( x ) ν ( x ) nu(x)\nu(x)ν(x) is defined by (2.2), then the set:
F = { x X : x r ( x ) F = x X : x r ( x ) F={x in X:EEx^(')in del r(x):}F=\left\{x \in X: \exists x^{\prime} \in \partial r(x)\right.F={xX:xr(x) such that inf { x ( y x ) J ( y ) : y M } > r ( x ) } inf x ( y x ) J ( y ) : y M > r ( x ) } i n f{x^(')(y-x)-J(y):y in M} > --r(x)}\inf \left\{x^{\prime}(y-x)-J(y): y \in M\right\}>- -r(x)\}inf{x(yx)J(y):yM}>r(x)} is of F 8 F 8 F_(8)F_{8}F8 type and of first Baire category.
Proof. For n N n N n in Nn \in NnN, let F n = { x X : x r ( x ) F n = x X : x r ( x ) F_(n)={x in X:EEx^(')in del r(x):}F_{n}=\left\{x \in X: \exists x^{\prime} \in \partial r(x)\right.Fn={xX:xr(x) such that inf { x ( y inf x ( y i n f{x^(')(y-:}\inf \left\{x^{\prime}(y-\right.inf{x(y
x ) J ( y ) : y M } γ ( x ) + 1 n } x ) J ( y ) : y M } γ ( x ) + 1 n {:-x)-J(y):y in M} >= -gamma(x)+(1)/(n)}\left.-x)-J(y): y \in M\} \geq-\gamma(x)+\frac{1}{n}\right\}x)J(y):yM}γ(x)+1n}. Obviously F = n = 1 F n F = n = 1 F n F=uuu_(n=1)^(oo)F_(n)F=\bigcup_{n=1}^{\infty} F_{n}F=n=1Fn. Therefore, to prove Lemma 2.3, it is sufficient to show that
(a) F n F n F_(n)F_{n}Fn is closed in X X XXX; and
(b) int F n = int F n = intF_(n)=O/\operatorname{int} F_{n}=\varnothingintFn=,
for all n N n N n in Nn \in NnN.
(a). Let { x k : k N } x k : k N {x_(k):k in N}\left\{x_{k}: k \in N\right\}{xk:kN} be a sequence in F n F n F_(n)F_{n}Fn converging to a point x X x X x in Xx \in XxX. For each k N k N k in Nk \in NkN, choose x k r ( x k ) x k r x k x_(k)^(')in del r(x_(k))x_{k}^{\prime} \in \partial r\left(x_{k}\right)xkr(xk) such that
(2.4) inf { x k ( y x k ) J ( y ) : y M } r ( x k ) + 1 n . (2.4) inf x k y x k J ( y ) : y M r x k + 1 n . {:(2.4)i n f{x_(k)^(')(y-x_(k))-J(y):y in M} >= -r(x_(k))+(1)/(n).:}\begin{equation*} \inf \left\{x_{k}^{\prime}\left(y-x_{k}\right)-J(y): y \in M\right\} \geq-r\left(x_{k}\right)+\frac{1}{n} . \tag{2.4} \end{equation*}(2.4)inf{xk(yxk)J(y):yM}r(xk)+1n.
Since x k 1 , k N x k 1 , k N ||x_(k)^(')|| <= 1,k in N\left\|x_{k}^{\prime}\right\| \leq 1, k \in Nxk1,kN, (Lemma 2.2 (ii)), the sequence { x k , k N } x k , k N {x_(k)^('),k in N}\left\{x_{k}^{\prime}, k \in N\right\}{xk,kN} admits a subnet { x i , i I } σ ( ( X , X ) x i , i I σ X , X {x_(i)^('),i in I}sigma((X^('),X):}\left\{x_{i}^{\prime}, i \in I\right\} \sigma\left(\left(X^{\prime}, X\right)\right.{xi,iI}σ((X,X) - convergent to an element x x x^(')x^{\prime}x of X X X^(')X^{\prime}X, with x 1 x 1 ||x^(')|| <= 1\left\|x^{\prime}\right\| \leq 1x1. For z X z X z in Xz \in XzX, we have
x i ( z x i ) x ( z x ) | | x i ( z x i ) x i ( z x ) | + | x i ( z x ) | x ( z x ) | | | x i x | | + | ( x i x ) ( z x ) | x i z x i x ( z x ) x i z x i x i ( z x ) + x i ( z x ) x ( z x ) x i x + x i x ( z x ) {:[∣x_(i)^(')(z-x_(i))-x^(')(z-x)| <= |x_(i)^(')(z-x_(i))-x_(i)^(')(z-x)|+|x_(i)^(')(z-x)|-:}],[-x^(')(z-x)| <= ||x_(i)-x||+|(x_(i)^(')-x^('))(z-x)|:}]:}\begin{aligned} \mid x_{i}^{\prime}\left(z-x_{i}\right) & -x^{\prime}(z-x)\left|\leq\left|x_{i}^{\prime}\left(z-x_{i}\right)-x_{i}^{\prime}(z-x)\right|+\left|x_{i}^{\prime}(z-x)\right|-\right. \\ & -x^{\prime}(z-x)\left|\leq\left|\left|x_{i}-x\right|\right|+\left|\left(x_{i}^{\prime}-x^{\prime}\right)(z-x)\right|\right. \end{aligned}xi(zxi)x(zx)||xi(zxi)xi(zx)|+|xi(zx)|x(zx)|||xix||+|(xix)(zx)|
for all i I i I i in Ii \in IiI, which shows that the net { x i ( z x i ) } x i z x i {x_(i)^(')(z-x_(i))}\left\{x_{i}^{\prime}\left(z-x_{i}\right)\right\}{xi(zxi)} converges to x ( z x ) x ( z x ) x^(')(z-x)x^{\prime}(z-x)x(zx). Since x i r ( x i ) x i r x i x_(i)^(')in del r(x_(i))x_{i}^{\prime} \in \partial r\left(x_{i}\right)xir(xi), we have x ( z i x i ) + r ( x i ) r ( z ) x z i x i + r x i r ( z ) x^(')(z_(i)^(')-x_(i))+r(x_(i)) <= r(z)x^{\prime}\left(z_{i}^{\prime}-x_{i}\right)+r\left(x_{i}\right) \leq r(z)x(zixi)+r(xi)r(z) (see 2.1)) so that x ( z x ) + r ( x ) r ( z ) x ( z x ) + r ( x ) r ( z ) x^(')(z-x)+r(x) <= r(z)x^{\prime}(z-x)+r(x) \leq r(z)x(zx)+r(x)r(z), for all z X z X z in Xz \in XzX, which shows that x r ( x ) x r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)xr(x). From x i ( y x ) J ( y ) r ( x ) + 1 n x i ( y x ) J ( y ) r ( x ) + 1 n x_(i)^(')(y-x)-J(y) >= -r(x)+(1)/(n)x_{i}^{\prime}(y-x)-J(y) \geq-r(x)+\frac{1}{n}xi(yx)J(y)r(x)+1n, follows x ( y x ) J ( y ) r ( x ) + 1 n x ( y x ) J ( y ) r ( x ) + 1 n x^(')(y-x)-J(y) >= -r(x)+(1)/(n)x^{\prime}(y-x)-J(y) \geq-r(x)+\frac{1}{n}x(yx)J(y)r(x)+1n for all y M y M y in My \in MyM. Therefore x F x F x in Fx \in FxF and the set F n F n F_(n)F_{n}Fn is closed.
(b) int F n = , n = 1 , 2 , F n = , n = 1 , 2 , F_(n)=O/,n=1,2,dotsF_{n}=\varnothing, n=1,2, \ldotsFn=,n=1,2,
Suppose that there exist k N , y 0 F n k N , y 0 F n k in N,y_(0)inF_(n)k \in N, y_{0} \in F_{n}kN,y0Fn and a ball U U UUU of center y 0 y 0 y_(0)y_{0}y0 included in F k F k F_(k)F_{k}Fk. The set M M MMM being bounded there exists λ > 0 λ > 0 lambda > 0\lambda>0λ>0 such that
(2.4) x = y 0 + λ ( y 0 z ) U (2.4) x = y 0 + λ y 0 z U {:(2.4)x=y_(0)+lambda(y_(0)-z)in U:}\begin{equation*} x=y_{0}+\lambda\left(y_{0}-z\right) \in U \tag{2.4} \end{equation*}(2.4)x=y0+λ(y0z)U
for all z M z M z in Mz \in MzM. Let ε = λ [ ( λ + 1 ) k ] 1 ε = λ [ ( λ + 1 ) k ] 1 epsi=lambda[(lambda+1)k]^(-1)\varepsilon=\lambda[(\lambda+1) k]^{-1}ε=λ[(λ+1)k]1 and let z 0 M z 0 M z_(0)in Mz_{0} \in Mz0M be such that
(2.5) r ( y 0 ) ε y 0 z 0 + J ( z 0 ) r ( y 0 ) (2.5) r y 0 ε y 0 z 0 + J z 0 r y 0 {:(2.5)r(y_(0))-epsi <= ||y_(0)-z_(0)||+J(z_(0)) <= r(y_(0)):}\begin{equation*} r\left(y_{0}\right)-\varepsilon \leq\left\|y_{0}-z_{0}\right\|+J\left(z_{0}\right) \leq r\left(y_{0}\right) \tag{2.5} \end{equation*}(2.5)r(y0)εy0z0+J(z0)r(y0)
and let
(2.6) x 0 = y 0 + λ ( y 0 z 0 ) . (2.6) x 0 = y 0 + λ y 0 z 0 . {:(2.6)x_(0)=y_(0)+lambda(y_(0)-z_(0)).:}\begin{equation*} x_{0}=y_{0}+\lambda\left(y_{0}-z_{0}\right) . \tag{2.6} \end{equation*}(2.6)x0=y0+λ(y0z0).
Since by (2.4), x 0 U F k x 0 U F k x_(0)in U subF_(k)x_{0} \in U \subset F_{k}x0UFk, it follows the existence of a x r ( x 0 ) x r x 0 x^(')in del r(x_(0))x^{\prime} \in \partial r\left(x_{0}\right)xr(x0) such that
(2.7) inf { x 0 ( z x 0 ) J ( z 0 ) : z M } r ( x 0 ) + 1 k (2.7) inf x 0 z x 0 J z 0 : z M r x 0 + 1 k {:(2.7)i n f{x_(0)(z-x_(0))-J(z_(0)):z in M} >= -r(x_(0))+(1)/(k):}\begin{equation*} \inf \left\{x_{0}\left(z-x_{0}\right)-J\left(z_{0}\right): z \in M\right\} \geq-r\left(x_{0}\right)+\frac{1}{k} \tag{2.7} \end{equation*}(2.7)inf{x0(zx0)J(z0):zM}r(x0)+1k
By (2.5), r ( y 0 ) r ( x 0 ) y 0 z 0 + J ( z 0 ) + ε r ( x 0 ) r y 0 r x 0 y 0 z 0 + J z 0 + ε r x 0 r(y_(0))-r(x_(0)) <= ||y_(0)-z_(0)||+J(z_(0))+epsi-r(x_(0))r\left(y_{0}\right)-r\left(x_{0}\right) \leq\left\|y_{0}-z_{0}\right\|+J\left(z_{0}\right)+\varepsilon-r\left(x_{0}\right)r(y0)r(x0)y0z0+J(z0)+εr(x0), and by (2.6), y 0 z 0 = ( λ + 1 ) 1 ( x 0 z 0 ) y 0 z 0 = ( λ + 1 ) 1 x 0 z 0 y_(0)-z_(0)=(lambda+1)^(-1)(x_(0)-z_(0))y_{0}-z_{0}=(\lambda+1)^{-1}\left(x_{0}-z_{0}\right)y0z0=(λ+1)1(x0z0). Therefore
r ( y 0 ) r ( x 0 ) ( λ + 1 ) 1 | | x 0 z 0 | | + J ( z 0 ) + ε r ( x 0 ) r y 0 r x 0 ( λ + 1 ) 1 | | x 0 z 0 | | + J z 0 + ε r x 0 r(y_(0))-r(x_(0)) <= (lambda+1)^(-1)||x_(0)-z_(0)||+J(z_(0))+epsi-r(x_(0)) <=r\left(y_{0}\right)-r\left(x_{0}\right) \leq(\lambda+1)^{-1}| | x_{0}-z_{0}| |+J\left(z_{0}\right)+\varepsilon-r\left(x_{0}\right) \leqr(y0)r(x0)(λ+1)1||x0z0||+J(z0)+εr(x0)
λ ( λ + 1 ) 1 [ r ( x 0 ) J ( z 0 ) ] + J ( z 0 ) + ε r ( x 0 ) = = λ ( λ + 1 ) 1 r ( x 0 ) + λ ( λ + 1 ) 1 J ( z 0 ) + ε = = λ ( λ + 1 ) 1 [ r ( x 0 ) + J ( z 0 ) ] ε λ ( λ + 1 ) 1 x ( z 0 x 0 ) λ [ ( λ + 1 ) k ] 1 + ε . λ ( λ + 1 ) 1 r x 0 J z 0 + J z 0 + ε r x 0 = = λ ( λ + 1 ) 1 r x 0 + λ ( λ + 1 ) 1 J z 0 + ε = = λ ( λ + 1 ) 1 r x 0 + J z 0 ε λ ( λ + 1 ) 1 x z 0 x 0 λ [ ( λ + 1 ) k ] 1 + ε . {:[ <= lambda(lambda+1)^(-1)[r(x_(0))-J(z_(0))]+J(z_(0))+epsi-r(x_(0))=],[=-lambda(lambda+1)^(-1)r(x_(0))+lambda(lambda+1)^(-1)J(z_(0))+epsi=],[=lambda(lambda+1)^(-1)[-r(x_(0))+J(z_(0))]-epsi <= ],[ <= lambda(lambda+1)^(-1)x^(')(z_(0)-x_(0))-lambda[(lambda+1)k]^(-1)+epsi.]:}\begin{aligned} & \leq \lambda(\lambda+1)^{-1}\left[r\left(x_{0}\right)-J\left(z_{0}\right)\right]+J\left(z_{0}\right)+\varepsilon-r\left(x_{0}\right)= \\ & =-\lambda(\lambda+1)^{-1} r\left(x_{0}\right)+\lambda(\lambda+1)^{-1} J\left(z_{0}\right)+\varepsilon= \\ & =\lambda(\lambda+1)^{-1}\left[-r\left(x_{0}\right)+J\left(z_{0}\right)\right]-\varepsilon \leq \\ & \leq \lambda(\lambda+1)^{-1} x^{\prime}\left(z_{0}-x_{0}\right)-\lambda[(\lambda+1) k]^{-1}+\varepsilon . \end{aligned}λ(λ+1)1[r(x0)J(z0)]+J(z0)+εr(x0)==λ(λ+1)1r(x0)+λ(λ+1)1J(z0)+ε==λ(λ+1)1[r(x0)+J(z0)]ελ(λ+1)1x(z0x0)λ[(λ+1)k]1+ε.
But
z 0 x 0 = y 0 x 0 + z 0 y 0 = y 0 x 0 + λ 1 ( y 0 x 0 ) = ( λ + 1 ) λ 1 z 0 x 0 = y 0 x 0 + z 0 y 0 = y 0 x 0 + λ 1 y 0 x 0 = ( λ + 1 ) λ 1 z_(0)-x_(0)=y_(0)-x_(0)+z_(0)-y_(0)=y_(0)-x_(0)+lambda^(-1)(y_(0)-x_(0))=(lambda+1)lambda^(-1)z_{0}-x_{0}=y_{0}-x_{0}+z_{0}-y_{0}=y_{0}-x_{0}+\lambda^{-1}\left(y_{0}-x_{0}\right)=(\lambda+1) \lambda^{-1}z0x0=y0x0+z0y0=y0x0+λ1(y0x0)=(λ+1)λ1
( y 0 x 0 ) y 0 x 0 (y_(0)-x_(0))\left(y_{0}-x_{0}\right)(y0x0),
so that
r ( y 0 ) r ( x 0 ) < x 0 ( y 0 x 0 ) λ [ ( λ + 1 ) k ] 1 + ε = x 0 ( y 0 x 0 ) r y 0 r x 0 < x 0 y 0 x 0 λ [ ( λ + 1 ) k ] 1 + ε = x 0 y 0 x 0 r(y_(0))-r(x_(0)) < x_(0)(y_(0)-x_(0))-lambda[(lambda+1)k]^(-1)+epsi=x_(0)^(')(y_(0)-x_(0))r\left(y_{0}\right)-r\left(x_{0}\right)<x_{0}\left(y_{0}-x_{0}\right)-\lambda[(\lambda+1) k]^{-1}+\varepsilon=x_{0}^{\prime}\left(y_{0}-x_{0}\right)r(y0)r(x0)<x0(y0x0)λ[(λ+1)k]1+ε=x0(y0x0),
in contradiction to x 0 v ( x 0 ) x 0 v x 0 x_(0)in v(x_(0))x_{0} \in v\left(x_{0}\right)x0v(x0).
Proof of Theorem 2.1. Let F F FFF be the set defined in Lemma 2.3 and let D = X F D = X F D=X\\FD=X \backslash FD=XF. Obviously, D D DDD is a G δ G δ G_(delta)G_{\delta}Gδ set and by the Baire category theorem, D D DDD is dense in X X XXX. For x D x D x in Dx \in DxD and x r ( x ) x r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)xr(x), we have
(2.7) inf { x ( y x ) J ( y ) : y M } = r ( x ) (2.7) inf x ( y x ) J ( y ) : y M = r ( x ) {:(2.7)i n f{x^(')(y-x)-J(y):y in M}=-r(x):}\begin{equation*} \inf \left\{x^{\prime}(y-x)-J(y): y \in M\right\}=-r(x) \tag{2.7} \end{equation*}(2.7)inf{x(yx)J(y):yM}=r(x)
Since J J JJJ is weakly upper semicontinuous, the function p ( y ) = x ( y x ) J ( y ) , y M p ( y ) = x ( y x ) J ( y ) , y M p(y)=x^(')(y-x)--J(y),y in Mp(y)=x^{\prime}(y-x)- -J(y), y \in Mp(y)=x(yx)J(y),yM, is weakly lower semicontinuous. Taking into account this fact and the weak compactity of M M MMM, it follows the existemce of a point y 0 M y 0 M y_(0)in My_{0} \in My0M, such that ρ ( y 0 ) = inf { ρ ( y ) : y M } ρ y 0 = inf { ρ ( y ) : y M } rho(y_(0))=i n f{rho(y):y in M}\rho\left(y_{0}\right)=\inf \{\rho(y): y \in M\}ρ(y0)=inf{ρ(y):yM}. But then, by (2.6)
r ( x ) = x ( x y 0 ) J ( y 0 ) x y 0 J ( y 0 ) r ( x ) r ( x ) = x x y 0 J y 0 x y 0 J y 0 r ( x ) -r(x)=x^(')(x-y_(0))-J(y_(0)) >= -||x-y_(0)||-J(y_(0)) >= -r(x)-r(x)=x^{\prime}\left(x-y_{0}\right)-J\left(y_{0}\right) \geq-\left\|x-y_{0}\right\|-J\left(y_{0}\right) \geq-r(x)r(x)=x(xy0)J(y0)xy0J(y0)r(x)
Therefore, ν ( x ) = x y 0 + J ( y 0 ) ν ( x ) = x y 0 + J y 0 nu(x)=||x-y_(0)||+J(y_(0))\nu(x)=\left\|x-y_{0}\right\|+J\left(y_{0}\right)ν(x)=xy0+J(y0), and Theorem 2.1 is proved.

3. The optimal control problem

Let U U UUU be a Banach space (the control space), U a d U a d U_(ad)U_{a d}Uad a weakly compact subset of U U UUU (the set of admissible controls) and H H HHH a Banach space (the space of observations). One suppose the state of the system given by
y = G u + z y = G u + z y=Gu+zy=G u+zy=Gu+z
where z z zzz is a fixed element in H H HHH and G : U H G : U H G:U rarr HG: U \rightarrow HG:UH is a continuous linear operator.
3.1. PROPOSITION. For every ε > 0 ε > 0 epsi > 0\varepsilon>0ε>0 the set of all x U x U x in Ux \in UxU for rehich there exists u 0 U a d u 0 U a d u_(0)inU_(ad)u_{0} \in U_{a d}u0Uad such that
y ( u 0 ) z + ε u 0 x = sup { y ( u ) z + ε u x : u U a d } y u 0 z + ε u 0 x = sup y ( u ) z + ε u x : u U a d -||y(u_(0))-z||+epsi||u_(0)-x||=s u p{-||y(u)-z||+epsi||u-x||:u inU_(ad)}-\left\|y\left(u_{0}\right)-z\right\|+\varepsilon\left\|u_{0}-x\right\|=\sup \left\{-\|y(u)-z\|+\varepsilon\|u-x\|: u \in U_{a d}\right\}y(u0)z+εu0x=sup{y(u)z+εux:uUad}, contains a G δ G δ G_(delta)G_{\delta}Gδ set dense in U U UUU.
Proof. The operator G : U H G : U H G:U rarr HG: U \rightarrow HG:UH, being linear and continuous, will be continuous also with respect to weak topologies σ ( U , U ) , σ ( H , H ) σ U , U , σ H , H sigma(U,U^(')),sigma(H,H^('))\sigma\left(U, U^{\prime}\right), \sigma\left(H, H^{\prime}\right)σ(U,U),σ(H,H) on U U UUU and H H HHH, respectively. Since the norm on a normed space is a weakly lower semicontinuous functional, J ( u ) = y ( u ) z J ( u ) = y ( u ) z J(u)=-||y(u)-z||J(u)=-\|y(u)-z\|J(u)=y(u)z will be weakly upper semicontinuous, and Theorem 2.1 can be applied to obtain the desired result.
Let now Ω Ω Omega\OmegaΩ be an open bounded subset of R R RRR with smooth boundary. Consider the differential operator
(3.1) L y = i , j x j ( a i j y x i ) + Σ i x i ( a i y ) + a y (3.1) L y = i , j x j a i j y x i + Σ i x i a i y + a y {:(3.1)Ly=-sum_(i,j)(del)/(delx_(j))(a_(ij)(del y)/(delx_(i)))+Sigma_(i)(del)/(delx_(i))(a_(i)y)+ay:}\begin{equation*} L y=-\sum_{i, j} \frac{\partial}{\partial x_{j}}\left(a_{i j} \frac{\partial y}{\partial x_{i}}\right)+\Sigma_{i} \frac{\partial}{\partial x_{i}}\left(a_{i} y\right)+a y \tag{3.1} \end{equation*}(3.1)Ly=i,jxj(aijyxi)+Σixi(aiy)+ay
where a i j , a i C 1 ( Ω ¯ ) , a L ( Ω ) a i j , a i C 1 ( Ω ¯ ) , a L ( Ω ) a_(ij),a_(i)inC^(1)( bar(Omega)),a inL_(oo)(Omega)a_{i j}, a_{i} \in C^{1}(\bar{\Omega}), a \in L_{\infty}(\Omega)aij,aiC1(Ω¯),aL(Ω),
(3.2) a β > 0 , a + Σ i a i x i β > 0 , a.e. in Ω (3.2) a β > 0 , a + Σ i a i x i β > 0 ,  a.e. in  Ω {:(3.2)a >= beta > 0","a+Sigma_(i)(dela_(i))/(delx_(i)) >= beta > 0","" a.e. in "Omega:}\begin{equation*} a \geq \beta>0, a+\Sigma_{i} \frac{\partial a_{i}}{\partial x_{i}} \geq \beta>0, \text { a.e. in } \Omega \tag{3.2} \end{equation*}(3.2)aβ>0,a+Σiaixiβ>0, a.e. in Ω
and
(3.3) Σ i a i n i 0 on Γ , (3.3) Σ i a i n i 0  on  Γ , {:(3.3)Sigma_(i)a_(i)n_(i) >= 0" on "Gamma",":}\begin{equation*} \Sigma_{i} a_{i} n_{i} \geq 0 \text { on } \Gamma, \tag{3.3} \end{equation*}(3.3)Σiaini0 on Γ,
where n = ( n 1 , , n 1 n ) n = n 1 , , n 1 n n=(n_(1),dots,n_(1n))n=\left(n_{1}, \ldots, n_{1 n}\right)n=(n1,,n1n) is the unit outward normal on the boundary of Γ Γ Gamma\GammaΓ.
Denote, also
(3.4) n L = Σ i , j a i j n j x i . (3.4) n L = Σ i , j a i j n j x i . {:(3.4)(del)/(deln_(L))=Sigma_(i,j)a_(ij)n_(j)(del)/(delx_(i)).:}\begin{equation*} \frac{\partial}{\partial n_{L}}=\Sigma_{i, j} a_{i j} n_{j} \frac{\partial}{\partial x_{i}} . \tag{3.4} \end{equation*}(3.4)nL=Σi,jaijnjxi.
Let y W 1 , 1 ( Ω ) y W 1 , 1 ( Ω ) y inW^(1,1)(Omega)y \in W^{1,1}(\Omega)yW1,1(Ω), for f L 1 ( Ω ) , u L 1 ( Γ ) f L 1 ( Ω ) , u L 1 ( Γ ) f inL^(1)(Omega),u inL^(1)(Gamma)f \in L^{1}(\Omega), u \in L^{1}(\Gamma)fL1(Ω),uL1(Γ), be a weak solution of the Neumann problem :
(3.5) { L y = f in Ω y n L = u on Γ (3.5) L y = f  in  Ω y n L = u  on  Γ {:(3.5){[Ly=f" in "Omega],[(del y)/(deln_(L))=u" on "Gamma]:}:}\left\{\begin{array}{l} L y=f \text { in } \Omega \tag{3.5}\\ \frac{\partial y}{\partial n_{L}}=u \text { on } \Gamma \end{array}\right.(3.5){Ly=f in ΩynL=u on Γ
i.e.
(3.6) a ( y , v ) := Ω [ Σ i , j a i j y x i v x j + Σ i x i ( a i y ) + a y v ] dx = = Ω f v dx + Γ u v d σ (3.6) a ( y , v ) := Ω Σ i , j a i j y x i v x j + Σ i x i a i y + a y v dx = = Ω f v dx + Γ u v d σ {:[(3.6)a(y","v):=int_(Omega)[Sigma_(i,j)a_(ij)(del y)/(delx_(i))(del v)/(delx_(j))+Sigma_(i)(del)/(delx_(i))(a_(i)y)+ayv]dx=],[=int_(Omega)fvdx+int_(Gamma)uvdsigma]:}\begin{gather*} a(y, v):=\int_{\Omega}\left[\Sigma_{i, j} a_{i j} \frac{\partial y}{\partial x_{i}} \frac{\partial v}{\partial x_{j}}+\Sigma_{i} \frac{\partial}{\partial x_{i}}\left(a_{i} y\right)+a y v\right] \mathrm{dx}= \tag{3.6}\\ =\int_{\Omega} f v \mathrm{dx}+\int_{\Gamma} u v \mathrm{~d} \sigma \end{gather*}(3.6)a(y,v):=Ω[Σi,jaijyxivxj+Σixi(aiy)+ayv]dx==Ωfvdx+Γuv dσ
for all v C 1 ( Ω ¯ ) v C 1 ( Ω ¯ ) v inC^(1)( bar(Omega))v \in C^{1}(\bar{\Omega})vC1(Ω¯).
Suppose taht the following inequality holds
(3.7) Σ i , j a i j ξ i ξ j α | ξ | 2 a.e. x Ω , (3.7) Σ i , j a i j ξ i ξ j α | ξ | 2  a.e.  x Ω , {:(3.7)Sigma_(i,j)a_(ij)xi_(i)xi_(j) >= alpha|xi|^(2)" a.e. "x in Omega",":}\begin{equation*} \Sigma_{i, j} a_{i j} \xi_{i} \xi_{j} \geq \alpha|\xi|^{2} \text { a.e. } x \in \Omega, \tag{3.7} \end{equation*}(3.7)Σi,jaijξiξjα|ξ|2 a.e. xΩ,
for all ξ R n ξ R n xi inR^(n)\xi \in R^{n}ξRn.
Consider the following optimal control problem : find u 0 U ad u 0 U ad  u_(0)inU_("ad ")u_{0} \in U_{\text {ad }}u0Uad  such that
(3.8) sup { y ( u ) z 1 , q + ε u v L 1 ( Γ ) : u U a d } = = y ( u 0 ) z + ε u 0 v , (3.8) sup y ( u ) z 1 , q + ε u v L 1 ( Γ ) : u U a d = = y u 0 z + ε u 0 v , {:[(3.8)s u p{-||y(u)-z||_(1,q)+epsi||u-v||_(L^(1)(Gamma)):u inU_(ad)}=],[=-||y(u_(0))-z||+epsi||u_(0)-v||","]:}\begin{gather*} \sup \left\{-\|y(u)-z\|_{1, q}+\varepsilon\|u-v\|_{L^{1}(\Gamma)}: u \in U_{a d}\right\}= \tag{3.8}\\ =-\left\|y\left(u_{0}\right)-z\right\|+\varepsilon\left\|u_{0}-v\right\|, \end{gather*}(3.8)sup{y(u)z1,q+εuvL1(Γ):uUad}==y(u0)z+εu0v,
where U a d U a d U_(ad)U_{a d}Uad is a weakly compact subset of L 1 ( Γ ) , 1 q n / ( n 1 ) L 1 ( Γ ) , 1 q n / ( n 1 ) L^(1)(Gamma),1 <= q <= n//(n-1)L^{1}(\Gamma), 1 \leq q \leq n /(n-1)L1(Γ),1qn/(n1) is fixed, y ( u ) y ( u ) y(u)y(u)y(u) is a weak solution of problem (3.5) and v L 1 ( Γ ) v L 1 ( Γ ) v inL^(1)(Gamma)v \in L^{1}(\Gamma)vL1(Γ).
By a result of BREZIS and STRAUSS [6] the problem (3.5) has a unique weak solution y ( u ) y ( u ) y(u)y(u)y(u) for all u L 1 ( Γ ) u L 1 ( Γ ) u inL^(1)(Gamma)u \in L^{1}(\Gamma)uL1(Γ) and y ( u ) W 1 , q ( Ω ) y ( u ) W 1 , q ( Ω ) y(u)inW^(1,q)(Omega)y(u) \in W^{1, q}(\Omega)y(u)W1,q(Ω), for 1 q n / ( n 1 ) 1 q n / ( n 1 ) 1 <= q <= n//(n-1)1 \leq q \leq n /(n-1)1qn/(n1).
Furthemore, the following inequality
(3.9) y 1 , q C q ( f L 1 ( Ω ) + u L 1 ( Γ ) ) (3.9) y 1 , q C q f L 1 ( Ω ) + u L 1 ( Γ ) {:(3.9)||y||_(1,q) <= C_(q)(||f||_(L^(1)(Omega))+||u||_(L^(1)(Gamma))):}\begin{equation*} \|y\|_{1, q} \leq C_{q}\left(\|f\|_{L^{1}(\Omega)}+\|u\|_{L^{1}(\Gamma)}\right) \tag{3.9} \end{equation*}(3.9)y1,qCq(fL1(Ω)+uL1(Γ))
holds (see Lemma 23 in [6]).
If ( u k u k u_(k)u_{k}uk ) is a sequence in L 1 ( Γ ) L 1 ( Γ ) L^(1)(Gamma)L^{1}(\Gamma)L1(Γ) converging to u L 1 ( Γ ) u L 1 ( Γ ) u inL^(1)(Gamma)u \in L^{1}(\Gamma)uL1(Γ), then y ( u ) y ( u k ) y ( u ) y u k y(u)-y(u_(k))y(u)-y\left(u_{k}\right)y(u)y(uk) is the unique weak solution of Neumann problem:
{ L y = 0 in Ω y n N = u u h on Γ . L y = 0  in  Ω y n N = u u h  on  Γ . {[Ly=0" in "Omega],[(del y)/(deln_(N))=u-u_(h)" on "Gamma.]:}\left\{\begin{array}{l} L y=0 \text { in } \Omega \\ \frac{\partial y}{\partial n_{N}}=u-u_{h} \text { on } \Gamma . \end{array}\right.{Ly=0 in ΩynN=uuh on Γ.
By (3.9)
y ( u ) y ( u ) 1 , q C q u u k L 1 ( Γ ) 0 , for k , y ( u ) y ( u ) 1 , q C q u u k L 1 ( Γ ) 0 ,  for  k , ||y(u)-y(u)||_(1,q) <= C_(q)||u-u_(k)||_(L^(1)(Gamma))rarr0," for "k rarr oo,\|y(u)-y(u)\|_{1, q} \leq C_{q}\left\|u-u_{k}\right\|_{L^{1}(\Gamma)} \rightarrow 0, \text { for } k \rightarrow \infty,y(u)y(u)1,qCquukL1(Γ)0, for k,
which shows that the application u y ( u ) u y ( u ) u rarr y(u)u \rightarrow y(u)uy(u) from L 1 ( Γ ) L 1 ( Γ ) L^(1)(Gamma)L^{1}(\Gamma)L1(Γ) to W 1 ( Ω ) W 1 ( Ω ) W^(1)(Omega)W^{1}(\Omega)W1(Ω) is continuous.
The application u y ( u ) u y ( u ) u rarr y(u)u \rightarrow y(u)uy(u) being affine, like in the proof of Proposition 3.1, follows the weak lower semicontinuity of the functional J ( u ) = y ( u ) J ( u ) = y ( u ) J(u)=||y(u)J(u)=\| y(u)J(u)=y(u) - z z z||z \|z. By a direct application of Theorem 3.1, the set of all v L 1 ( Γ ) v L 1 ( Γ ) v inL^(1)(Gamma)v \in L^{1}(\Gamma)vL1(Γ) for which the problem (3.8) has a solution contains a G δ G δ G_(delta)G_{\delta}Gδ set dense in L 1 ( Γ ) L 1 ( Γ ) L^(1)(Gamma)L^{1}(\Gamma)L1(Γ).

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  1. Received, 21. XII, 1979