We propose and analyze an a posteriori error estimator for a partial differential equation (PDE)-constrained optimization problem involving a nondifferentiable cost functional, fractional diffusion, and control-constraints. We realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly PDE and propose an equivalent optimal control problem with a local state equation. For such an equivalent problem, we design an a posteriori error estimator which can be defined as the sum of four contributions: two contributions related to the approximation of the state and adjoint equations and two contributions that account for the discretization of the control variable and its associated subgradient. The contributions related to the discretization of the state and adjoint equations rely on anisotropic error estimators in weighted Sobolev spaces. We prove that the proposed a posteriori error estimator is locally efficient and, under suitable assumptions, reliable. We design an adaptive scheme that yields, for the examples that we perform, optimal experimental rates of convergence.
KEYWORDSa posteriori error analysis, adaptive loop, anisotropic estimates, nonlocal operators, nonsmooth objectives, PDE-constrained optimization, sparse controls, spectral fractional Laplacian Enrique Otárola is partially supported by CONICYT through FONDECYT project 11180193.Numer Methods Partial Differential Eq. 2020;36:302-328. wileyonlinelibrary.com/journal/num