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{‖x−y‖:y∈M} 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)={y∈M:‖x−y‖=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)={x∈X : 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)={x∈X: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)X∖Tc(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{‖x−y‖:y∈M}. 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)={y∈M:‖x−y‖=
= 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)={x∈X: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}x∈X→ find y 0 ∈ M y 0 ∈ M y_(0)in My_{0} \in My0∈M 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\}‖x−y0‖+J(y0)=inf{‖x−y‖+J(y):y∈M}(==sup{‖x−y‖+J(y):y∈M} 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:M→R is lower semicontinuous and bounded from below, then the set of all x ∈ X x ∈ X x in Xx \in Xx∈X 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:M→R is upper semicontinuous and bounded from above, then the set of all x ∈ X x ∈ X x in Xx \in Xx∈X 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:M→R is an upper semicontinuous and bounded from above functional, then the set of all x ∈ X x ∈ X x in Xx \in Xx∈X 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:X→R∪{∞} is a function on X X XXX, a subgradient of f f fff at a point x ∈ X x ∈ X x in Xx \in Xx∈X (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′(y−x)≤f(y)−f(x)
for all y ∈ X y ∈ X y in Xy \in Xy∈X. 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 Xx∈X 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{‖x−y‖+J(y):y∈M}.
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:M→R a bounded from above functional and let r : X → R r : X → R r:X rarr Rr: X \rightarrow Rr:X→R 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)|≤‖x−y‖, for all x,y∈X;
(ii) if x ′ ∈ ∂ r ( x ) x ′ ∈ ∂ r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)x′∈∂r(x) then ‖ x ′ ‖ ≤ 1 x ′ ≤ 1 ||x^(')|| <= 1\left\|x^{\prime}\right\| \leq 1‖x′‖≤1, for all x ∈ X x ∈ X x in Xx \in Xx∈X.
Proof. (i). The functions r y : X → R r y : X → R r_(y):X rarr Rr_{y}: X \rightarrow Rry:X→R, 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)=‖x−y‖++J(y), are convex for all y ∈ M y ∈ M y in My \in My∈M, 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,y∈X and z ∈ M z ∈ M z in Mz \in Mz∈M
‖ 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),‖x−z‖+J(z)≤‖x−y‖+‖y−z‖+J(z)≤‖x−y‖+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)≤‖x−y‖+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)≤‖x−y‖. 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)|≤‖x−y‖.
(ii). If x ′ ∈ ∂ r ( x ) x ′ ∈ ∂ r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)x′∈∂r(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′(y−x)≤r(y)−r(x)≤‖y−x‖, for all y ∈ X y ∈ X y in Xy \in Xy∈X, which implies ‖ x ′ ‖ ≤ 1 x ′ ≤ 1 ||x^(')|| <= 1\left\|x^{\prime}\right\| \leq 1‖x′‖≤1. Lemma 2.2 is proved.
If x ′ ∈ ∂ r ( x ) x ′ ∈ ∂ r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)x′∈∂r(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′(y−x)−J(y)≥−‖x−y‖−J(y)≥−r(x),y∈M
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′(y−x)−J(y):y∈M}≥−r(x)
for all x ∈ X x ∈ X x in Xx \in Xx∈X. The following lemma shows that the equality sign holds in (2.3) for all x ∈ X x ∈ X x in Xx \in Xx∈X, 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:M→R 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={x∈X:∃x′∈∂r(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′(y−x)−J(y):y∈M}>−−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 Nn∈N, 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={x∈X:∃x′∈∂r(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):y∈M}≥−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=1∞Fn. 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 Nn∈N.
(a). Let { x k : k ∈ N } x k : k ∈ N {x_(k):k in N}\left\{x_{k}: k \in N\right\}{xk:k∈N} 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 Xx∈X. For each k ∈ N k ∈ N k in Nk \in Nk∈N, 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)xk′∈∂r(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′(y−xk)−J(y):y∈M}≥−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 N‖xk′‖≤1,k∈N, (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′,k∈N} 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′,i∈I}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 1‖x′‖≤1. For z ∈ X z ∈ X z in Xz \in Xz∈X, 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′(z−xi)−x′(z−x)|≤|xi′(z−xi)−xi′(z−x)|+|xi′(z−x)|−−x′(z−x)|≤||xi−x||+|(xi′−x′)(z−x)|
for all i ∈ I i ∈ I i in Ii \in Ii∈I, 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′(z−xi)} converges to x ′ ( z − x ) x ′ ( z − x ) x^(')(z-x)x^{\prime}(z-x)x′(z−x). 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)xi′∈∂r(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′(zi′−xi)+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′(z−x)+r(x)≤r(z), for all z ∈ X z ∈ X z in Xz \in Xz∈X, which shows that x ′ ∈ ∂ r ( x ) x ′ ∈ ∂ r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)x′∈∂r(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′(y−x)−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′(y−x)−J(y)≥−r(x)+1n for all y ∈ M y ∈ M y in My \in My∈M. Therefore x ∈ F x ∈ F x in Fx \in Fx∈F 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}k∈N,y0∈Fn 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(y0−z)∈U
for all z ∈ M z ∈ M z in Mz \in Mz∈M. 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 Mz0∈M 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)−ε≤‖y0−z0‖+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(y0−z0).
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}x0∈U⊂Fk, 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)x′∈∂r(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(z−x0)−J(z0):z∈M}≥−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)≤‖y0−z0‖+J(z0)+ε−r(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)y0−z0=(λ+1)−1(x0−z0). 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||x0−z0||+J(z0)+ε−r(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)+ε−r(x0)==−λ(λ+1)−1r(x0)+λ(λ+1)−1J(z0)+ε==λ(λ+1)−1[−r(x0)+J(z0)]−ε≤≤λ(λ+1)−1x′(z0−x0)−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}z0−x0=y0−x0+z0−y0=y0−x0+λ−1(y0−x0)=(λ+1)λ−1
( y 0 − x 0 ) y 0 − x 0 (y_(0)-x_(0))\left(y_{0}-x_{0}\right)(y0−x0),
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(y0−x0)−λ[(λ+1)k]−1+ε=x0′(y0−x0),
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)x0∈v(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=X∖F. 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 Dx∈D and x ′ ∈ ∂ r ( x ) x ′ ∈ ∂ r ( x ) x^(')in del r(x)x^{\prime} \in \partial r(x)x′∈∂r(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′(y−x)−J(y):y∈M}=−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′(y−x)−−J(y),y∈M, 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 My0∈M, 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):y∈M}. 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′(x−y0)−J(y0)≥−‖x−y0‖−J(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)=‖x−y0‖+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:U→H 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 Ux∈U for rehich there exists u 0 ∈ U a d u 0 ∈ U a d u_(0)inU_(ad)u_{0} \in U_{a d}u0∈Uad 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‖+ε‖u0−x‖=sup{−‖y(u)−z‖+ε‖u−x‖:u∈Uad}, 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:U→H, 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,j∂∂xj(aij∂y∂xi)+Σi∂∂xi(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,ai∈C1(Ω¯),a∈L∞(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)a≥β>0,a+Σi∂ai∂xi≥β>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)Σiaini≥0 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,jaijnj∂∂xi.
Let y ∈ W 1 , 1 ( Ω ) y ∈ W 1 , 1 ( Ω ) y inW^(1,1)(Omega)y \in W^{1,1}(\Omega)y∈W1,1(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)f∈L1(Ω),u∈L1(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 Ω∂y∂nL=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,jaij∂y∂xi∂v∂xj+Σi∂∂xi(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})v∈C1(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,jaijξiξj≥α|ξ|2 a.e. x∈Ω,
for all ξ ∈ R n ξ ∈ R n xi inR^(n)\xi \in R^{n}ξ∈Rn.
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 }}u0∈Uad  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)−z‖1,q+ε‖u−v‖L1(Γ):u∈Uad}==−‖y(u0)−z‖+ε‖u0−v‖,
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),1≤q≤n/(n−1) 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)v∈L1(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)u∈L1(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)1≤q≤n/(n−1).
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)‖y‖1,q≤Cq(‖f‖L1(Ω)+‖u‖L1(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)u∈L1(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 Ω∂y∂nN=u−uh 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,q≤Cq‖u−uk‖L1(Γ)→0, for k→∞,
which shows that the application u → y ( u ) u → y ( u ) u rarr y(u)u \rightarrow y(u)u→y(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)u→y(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)v∈L1(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