A unified theory of necessary conditions for nonlinear nonconvex control systems

We consider optimal problems for a general nonlinear nonconvex input-output relation for Banach space valued functions. A maximum principle is obtained using Ekeland's variational principle. The formulation applies to systems described by ordinary differential equations, functional differential equations, and partial differential equations (both for distributed and boundary control systems).This work was supported in part by the National Science Foundation under Grant No. DMS-8200645.     

Optimal control problems with two-point boundary conditions

We study convex as well as some nonconvex optimal control problems for infinite-dimensional first-order linear differential systems with two-point boundary conditions of antiperiodic type. The main advance of this paper over existing related papers consists in the fact that the domains of the possible nonlinear operators involved in the boundary conditions have empty interior. Applications to boundary control systems governed by partial differential equations describing incompressible flows with fading memory and steering a temperature field are given.This work was supported in part by the National Science Foundation under Grant No. DMS-91-11794.     

Necessary conditions for optimality of singular controls in systems governed by partial differential equations

In this paper, we present a method to obtain necessary conditions for optimality of singular controls in systems governed by partial differential equations (distributed-parameter systems). The method is based on the one developed earlier by the author for singular control problems described by ordinary differential equations. As applications, we consider conditions for optimality of singular controls in a Darboux-Goursat system and in control systems that describe chemical processes.This research was supported in part by the National Science Foundation under Grant No. NSF-MCS-80-02337 at the University of Michigan.The author wishes to express his deep gratitude to Professor L. Cesari for his valuable guidance and constant encouragement during the preparation of this paper.     

Control of non-self-adjoint distributed-parameter systems

Systems involving viscous damping forces, circulatory forces, and aerodynamic forces are non-self-adjoint. A method capable of controlling non-self-adjoint distributed systems is the independent modal-space control method, whereby the problem of controlling a distributed-parameter system is reduced to that of controlling an infinite set of independent, complex, second-order ordinary differential equations. In the case of optimal control, one must solve independent, complex, scalar Riccati equations. The transient solution of the Riccati equations can be found with relative ease and the steady-state solution can be found in closed form. A numerical example demonstrates the effectiveness of the method.This work was supported by AFOSR Research Grant No. 83-0017.     

Optimal control of infinite-dimensional uncertain systems

In this paper, we consider a minimax problem of optimal control for a class of strongly nonlinear uncertain evolution equations on a Banach space. We prove the existence of optimal controls. A nontrivial example of a class of systems governed by a nonlinear partial differential equation with uncertain spatial parameters is presented for illustration.This work was supported in part by the National Science and Engineering Research Council of Canada under Grant No. A7109 and The Engineering Faculty Development Fund, University of Ottawa.The authors would like to thank the anonymous reviewers for their valuable comments and suggestions.     

Feedback exact null controllability for unbounded control problems in Hilbert space

Terminal constraint optimal control problems with unbounded control operators are considered. It is shown that the optimal solutions can be represented in a feedback form via a solution of an appropriate Riccati equation. In particular, it is proved that, for systems described by partial differential equations with infinite speed of propagation, boundary exact null controllability can be realized in feedback form.This work was partially supported by the National Science Foundation, Grant No. DMS-89-02811, and by the Air Force Office of Scientific Research, Grant No. AFOSR-89-0511 DEF.     

Stabilization of a class of hybrid systems arising in flexible spacecraft

We consider the problem of rigorous modelling of flexible spacecraft and their stabilization. It is shown that the dynamics of the flexible spacecraft can be described by a coupled system of ordinary differential equations and partial differential equations (hybrid system). Lyapunov's approach is used to prove the stabilizability of the system. Simple feedback controls are suggested for stabilization of flexible spacecraft.This work was supported in part by the Natural Science and Engineering Research Council of Canada under Grant No. A7109. The authors would like to thank Professor L. Meirovitch and the reviewers for some valuable suggestions.     

Digital stochastic control of distributed-parameter systems

This paper presents a method for discrete-time control and estimation of flexible structures in the presence of actuator and sensor noise. The approach consists of complete decoupling of the modal equations and estimator dynamics based on the independent modal-space control technique and modal spatial filtering of the system output. The solution for the Kalman filter gains reduces to that of independent second-order modal estimators, thus permitting real-time digital control of distributed-parameter systems in a noisy environment. The method can be used to control and estimate any number of modes without computational restraints and is theoretically free of observation spillover. Two examples, the first using nonlinear, quantized control and the second using linear, state feedback control are presented.This work was supported by the National Science Foundation, Grant No. PFR-80-20623.     

Computational experience with methods for estimating sparse hessians for nonlinear optimization

The paper compares a factorized sparse quasi-Newton update of Goldfarb with a nonfactorized BFGS sparse update of Shanno on a series of test problems, with numerical results strongly favoring the unfactorized update. Analysis of Goldfarb's method is done to explain the poor numerical performance. Two specific conjugate gradient methods for solving the required systems of linear equations with the unfactorized update are described and tested.This research was supported by the National Science Foundation under Grant No. MCS-77-07327     

Optimal control of nonlinear evolution equations with nonmonotone nonlinearities

In this paper, we prove the existence of optimal admissible pairs for a large class of strongly nonlinear evolution equations, involving nonmonotone nonlinearities. An example of a nonlinear parabolic optimal control system is also worked out in detail.The author wishes to thank Professor T. S. Angell for useful comments and suggestions.This research was supported by NSF Grant No. DMS-88-02688.     

Finding all solutions to polynomial systems and other systems of equations

In a previous paper, the authors suggested a procedure for obtaining all solutions to certain systems ofn equations inn complex variables. The idea was to start with a trivial system of equations to which all solutions were easily known. The trivial system was then perturbed into the given system. During the perturbation process, one followed the solution paths from each of the trivial solutions into the solutions of the given system. All solutions to the given system were thereby obtained.This paper utilizes a different approach that eliminates the requirement of the previous paper for a leading dominating term in each equation. We add a dominating term artificially and then fade it. Also we rely on mathematically more fundamental concepts from differential topology. These advancements permit the calculation of all solutions to arbitrary polynomials and to various other systems ofn equations inn complex variables. In addition, information on the number of solutions can be obtained without calculation.Work supported in part by NSF Grant No. MCS77-15509 and ARO Grant No. DAAG-29-78-G-0160.Work supported in part by ARO Grant No. DAAG-29-78-G-0160     

Necessary conditions for optimality of singular controls

The present paper is concerned with the study of controls which are singular in the sense of the maximum principle. We obtain necessary conditions for optimality of singular controls in systems governed by ordinary differential equations. A useful feature of the method considered here is that it can be applied to optimal control problems with distributed parameters.this research was supported in part by the National Science Foundation under Grant No. NSF-MCS-80-02337 at the University of Michigan.The author wishes to express his deep gratitude to Professor L. Cesari for his valuable guidance and constant encouragement during the preparation of this paper.     

The restoration of constraints in holonomic and nonholonomic problems

The first part of this paper considers a system described byp algebraic or transcendental equations involvingn variables, withn>p. A nominal state, not satisfying all the equations, is given. An iterative procedure is developed leading to a varied state satisfying all the equations. The procedure involves quasilinearization with an added optimality condition, namely, the requirement of least-square change of the coordinates. Two examples illustrating the rapid convergence of the algorithm are supplied.The second part considers a system described byn first-order differential equations involvingn state variables andm control variables. A nominal state and a nominal control, consistent with the boundary conditions, but not satisfying the equations, are given. An iterative procedure is developed leading to a varied state and a varied control consistent with the boundary conditions and the equations. The procedure involves quasilinearization with an added optimality condition, namely, the requirement of least-square change of the control and the state. Two examples illustrating the rapid convergence of the algorithm are supplied.The above procedures can be included in some of the iterative algorithms for minimizing functions or functionals involving variables subject to constraints, namely, gradient methods, whether ordinary, accelerated, or conjugate. Each gradient phase is alternated with a buffer phase, the restoration phase described here.This research, supported by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-828-67, and by the NASA-Manned Spacecraft Center, Grant No. NGR-44-006-089, is a condensation of the investigations described in Refs. 1 and 2. Portions of this paper were presented by the senior author at the Second Hawaii International Conference on System Sciences, Honolulu, Hawaii, January 22–24, 1969. The authors are indebted to Professor H. Y. Huang and Mr. R. R. Iyer for helpful discussions.     

Optimization of functional differential systems

A method of determining optimal control for functional differential systems is presented. This is a generalization of Krasovskii's results on the optimal control of time delay systems, which include several of the results published recently. A technique for the numerical solution of the resulting Riccati equations is developed, and an example is worked to illustrate the presented results.The research reported herein was partly supported by JSEP Contract No. F44620-71-C-0091 and AF Grant No. AFOSR-72-2371.     

Scalar labelings for homotopy paths

Two scalar labelings are introduced for obtaining approximate solutions to systems of nonlinear equations by simplicial approximation. Under reasonable assumptions the new scalar-labeling algorithms are shown to follow, in a limiting sense, homotopy paths which can also be tracked by piecewise linear vector labeling algorithms. Though the new algorithms eliminate the need to pivot on a system of linear equations, the question of relative computational efficiency is unresolved.The work of this author was supported in part by NSF Grant No. MCS-77-15509 and by ARO Grant No. DAAG-29-78-G-0160.The work of this author was supported in part by ONR Grant No. N00014-75-C-0495 and NSF Grant No. 81058.     

Exact minimum-time control of a distributed system using a traveling wave formulation

In this paper, the minimum-time control problem for rest-to-rest translation of a one-dimensional second-order distributed parameter system by means of two bounded control inputs at the ends is solved. A traveling wave formulation allows the problem to be solved exactly, i.e., without modal truncation. It is found that the minimum-time control is not bang-bang, as it is for systems with a finite number of degrees of freedom. Rather, it is bang-off-bang, where a period of control inactivity in the middle of the control time interval is required for synchronization with waves propagated through the system.This research was supported in part by AFOSR Grant No. AFOSR-90-0297. The helpful suggestions of the referees are gratefully acknowledged.     

Feedback approximation of the minimum energy control for linear infinite-dimensional systems with zero terminal state

The paper studies the minimum energy control problem for linear infinite-dimensional systems with an unbounded input operator and zero terminal state. This problem is approximated by the minimum energy control problem with a small terminal state for which the solution is derived in feedback form. The operators which comprise the feedback are described in terms of differential relations which, depending on circumstances, involve Liapunov or Riccati differential equations. A detailed example illustrates how the general results apply to the wave equation with control in Dirichlet boundary condition.This work was supported by the Polish Ministry of National Education under Grant DNS-T/02/097/90-2.     

Optimal control of systems governed by a class of nonlinear evolution equations in a reflexive Banach space

The paper presents a closure theorem for the attainable trajectories of a class of control systems governed by a large class of nonlinear evolution equations in reflexive Banach spaces. Several existence theorems for optimal controls are proven that include a terminal control problem, a time-optimal control problem, and a special Bolza problem. Some results of independent interest are also presented.This work was supported in part by the National Research Council of Canada under Grant No. 7109.The authors would like to thank Professor L. Cesari for pointing out that joint continuity off is required for the setsG andR to satisfy the upper semicontinuity property (Theorems 5.1 and 5.2).     

Existence of optimal controls for nonlinear systems in Banach spaces

Using a recent result of Castaing and Clauzure on the lower semicontinuity of integral functionals, we prove the existence of an optimal control for a broad class of nonlinear infinite-dimensional control systems. An example of a distributed parameter system is worked in detail.This research was supported by NSF Grant No. DMS-84-03135.