In this paper, we investigate the Cauchy problem for the modified Helmholtz equation. We consider the data completion problem in a bounded cylindrical domain on which the Neumann and the Dirichlet conditions are given in a part of the boundary. Since this problem is ill-posed, we reformulate it as an optimal control problem with an appropriate cost function. The method of factorization of boundary value problems is used to immediately obtain an approximation of the missing boundary data. In order to regularize this problem, we firstly scrutinize two classical regularizations for the cost function. Then we propose a new numerical regularization named “adaptive Runge–Kutta regularization”, which does not require any penalization term. Finally, we compare them numerically.