Hilbert空间中具无界控制的无限时区线性二次最优控制问题

本文研究了Hilbert空间中一类由解析半群支配的具无界控制的无限时区线性二次最优控制问题,其中指标中的控制项加权算子要求强制而状态项加权算子可允许为不定号.在指数能稳条件下,证明了任意的最优控制及其最优轨线必定连续,建立了正实引理作为此问题唯一可解的充要条件,并用代数Riccati方程的解给出了最优控制的闭环综合。     

Smoothing Trust Region Methods for Nonlinear Complementarity Problems with P 0-Functions

By using the Fischer–Burmeister function to reformulate the nonlinear complementarity problem (NCP) as a system of semismooth equations and using Kanzow’s smooth approximation function to construct the smooth operator, we propose a smoothing trust region algorithm for solving the NCP with P ₀ functions. We prove that every accumulation point of the sequence generated by the algorithm is a solution of the NCP. Under a nonsingularity condition, local Q-superlinear/Q-quadratic convergence of the algorithm is established without the strict complementarity condition. This work was partially supported by the Research Grant Council of Hong Kong and the National Natural Science Foundation of China (Grant 10171030).     

An iterative regularization method for the 2-constrained pseudoinversion of an operator equation

An iterative regularization algorithm is proposed for solving a special optimization problem, the so-called 2-constrained operator pseudoinversion. The convergence of the algorithm is examined in the case of perturbed input data. An error estimate is derived, and an a priori choice of the regularization parameters is described. The algorithm is applied to an optimal control problem with minimal costs.     

半线性波动方程的高维古沙问题

In this paper we study the Goursat problem for semilinear wave equations with zero boundary condition in which the boundary is the characteristic cone for wave operator. Our result states that the solution is Lipschitz and is smooth awayfrom the characteristic cone.     

A general model of parameterized OWA aggregation with given orness level

The paper proposes a general optimization model with separable strictly convex objective function to obtain the consistent OWA (ordered weighted averaging) operator family. The consistency means that the aggregation value of the operator monotonically changes with the given orness level. Some properties of the problem are discussed with its analytical solution. The model includes the two most commonly used maximum entropy OWA operator and minimum variance OWA operator determination methods as its special cases. The solution equivalence to the general minimax problem is proved. Then, with the conclusion that the RIM (regular increasing monotone quantifier) can be seen as the continuous case of OWA operator with infinite dimension, the paper further proposes a general RIM quantifier determination model, and analytically solves it with the optimal control technique. Some properties of the optimal solution and the solution equivalence to the minimax problem for RIM quantifier are also proved. Comparing with that of the OWA operator problem, the RIM quantifier solutions are usually more simple, intuitive, dimension free and can be connected to the linguistic terms in natural language. With the solutions of these general problems, we not only can use the OWA operator or RIM quantifier to obtain aggregation value that monotonically changes with the orness level for any aggregated set, but also can obtain the parameterized OWA or RIM quantifier families in some specific function forms, which can incorporate the background knowledge or the required characteristic of the aggregation problems.     

Family of perturbation methods for variational inequalities

In recent years, the so-called auxiliary problem principle has been used to derive many iterative type algorithms for solving optimal control, mathematical programming, and variational inequality problems. In the present paper, we use this principle in conjunction with the epiconvergence theory to introduce and study a general family of perturbation methods for solving nonlinear variational inequalities over a product space of reflexive Banach spaces. We do not assume that the monotone operator involved in our general variational inequality problem is of potential type. Several known iterative algorithms, which can be obtained from our theory, are also discussed.This work was completed while the second author was visiting the Department of Mathematics of the University of Washington, Seattle, Washington under financial support from the Belgian Fonds National de la Recherche Scientifique, Grant FNRS: B8/5-JS-9. 549.     

Optimal damping control and nonlinear parabolic systemes

An optimal control problem for a parabolic equation when the control parameter is the zero order coefficient of the differential operator is considered. An optimality system is derived. Under a certain sign condition, the problem is solved completely, by proving uniqueness and providing a constructive existence proof for the nonlinear parabolic optimality system.     

Algebraic Riccati equations with non-smoothing observation arising in hyperbolic and Euler-Bernoulli boundary control problems

Summary This paper considers the optimal quadratic cost problem (regulator problem) for a class of abstract differential equations with unbounded operators which, under the same unified framework, model in particular «concrete» boundary control problems for partial differential equations defined on a bounded open domain of any dimension, including: second order hyperbolic scalar equations with control in the Dirichlet or in the Neumann boundary conditions; first order hyperbolic systems with boundary control; and Euler-Bernoulli (plate) equations with (for instance) control(s) in the Dirichlet and/or Neumann boundary conditions. The observation operator in the quadratic cost functional is assumed to be non-smoothing (in particular, it may be the identity operator), a case which introduces technical difficulties due to the low regularity of the solutions. The paper studies existence and uniqueness of the resulting algebraic (operator) Riccati equation, as well as the relationship between exact controllability and the property that the Riccati operator be an isomorphism, a distinctive feature of the dynamics in question (emphatically not true for, say, parabolic boundary control problems). This isomorphism allows one to introduce a «dual» Riccati equation, corresponding to a «dual» optimal control problem. Properties between the original and the «dual» problem are also investigated.Research partially supported by the National Science Foundation under Grant NSF-DMS-8301668 and by the Air Force Office of Scientific Research under Grant AFOSR-84-0365.     

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.     

紧算子方程的不适定性分析及其在一维热传导反问题中的应用

对紧算子方程的不适定性进行了详细的分析,证明了紧算子方程奇异值分解定理,并以一维热传导方程反问题为例,将其转化为紧算子方程,讨论了求解此反问题的最优估计及进行了误差分析,数值模拟表明了理论分析与实际应用的一致性.     

Optimal control problems of hyperbolic systems with operator and nonoperator equality constraints

In the paper two kinds of optimal control problems of hyperbolic systems with additional equality constraints are considered: a problem with the operator equality constraint in the form of terminal condition and a problem with nonoperator equality constraint in the u(.)ε U where - some set. The extremum principles are proved: for the first problem - by using some specification of the Dubovitskii-Milyutin method in the case of n equality constraints in the operator form and for the second one - by using some generalization of the Dubovitskii-Milyutin theory     

DIRICHLET PROBLEM FOR THE IMPLICIT OBSTACLE PROBLEMS

In this paper the implicit obstac|e problem of fully nonlinear second-order elliptic equations associated with impulsive control problem are investigated. The comparlon principle for viscosity solutions is proved,the existence and uniqueness results are disscussed.     

On the asymptotic order of accuracy of Tikhonov regularization

In this paper, we obtain a necessary and sufficient condition for a system governed by Dirichlet and Neumann problems for a self-adjoint elliptic operator with an infinite number of variables to have an optimal control of the distributed type which is characterized by a set of inequalities.The authors are indebted to Professor J. L. Lions, President of IRIA/LABORIA, Paris, France, and Professor Jean Pierre Aubin, University of Paris IX, Dauphine, France, for their valuable comments, and also to the referees for their constructive suggestions.     

Biharmonic equation in a highly oscillating domain and homogenization of an associated control problem

We consider a Dirichlet boundary control problem posed in an oscillating boundary domain governed by a biharmonic equation. Homogenization of a PDE with a non-homogeneous Dirichlet boundary condition on the oscillating boundary is one of the hardest problems. Here, we study the homogenization of the problem by converting it into an equivalent interior control problem. The convergence of the optimal solution is studied using periodic unfolding operator.     

Spectral Optimization Methods for the Time Fractional Diffusion Inverse Problem

An inverse problem of reconstructing the initial condition for a time fractional diffusion equation is investigated. On the basis of the optimal control framework, the uniqueness and first order necessary optimality condition of the minimizer for the objective functional are established, and a time-space spectral method is proposed to numerically solve the resulting minimization problem. The contribution of the paper is threefold: 1) a priori error estimate for the spectral approximation is derived; 2) a conjugate gradient optimization algorithm is designed to efficiently solve the inverse problem; 3) some numerical experiments are carried out to show that the proposed method is capable to find out the optimal initial condition, and that the convergence rate of the method is exponential if the optimal initial condition is smooth.     

Inverse sorting problem by minimizing the total weighted number of changes and partial inverse sorting problems

In this paper, we consider two types of inverse sorting problems. The first type is an inverse sorting problem by minimizing the total weighted number of changes with bound constraints. We present an O(n ²) time algorithm to solve the problem. The second type is a partial inverse sorting problem and a variant of the partial inverse sorting problem. We show that both the partial inverse sorting problem and the variant can be solved by a combination of a sorting problem and an inverse sorting problem. Supported by the Hong Kong Universities Grant Council (CERG CITYU 103105) and the National Key Research and Development Program of China (2002CB312004) and the National Natural Science Foundation of China (700221001, 70425004).     

A penalty function method for solving inverse optimal value problem

In order to consider the inverse optimal value problem under more general conditions, we transform the inverse optimal value problem into a corresponding nonlinear bilevel programming problem equivalently. Using the Kuhn–Tucker optimality condition of the lower level problem, we transform the nonlinear bilevel programming into a normal nonlinear programming. The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty. Then we give via an exact penalty method an existence theorem of solutions and propose an algorithm for the inverse optimal value problem, also analysis the convergence of the proposed algorithm. The numerical result shows that the algorithm can solve a wider class of inverse optimal value problem.     

On the stable difference scheme for source identification nonlocal elliptic problem

Approximation of source identification problem for elliptic equation with integral-type nonlocal condition is discussed. The first order of accuracy difference scheme for elliptic nonlocal identification problem is studied. By using spectral resolution of a self-adjoint operator, we establish stability inequalities for solution of constructed scheme. Subsequently, the difference scheme for approximate solution of multidimensional boundary value problem with integral-type nonlocal and first kind boundary conditions is investigated on stability. Numerical test examples are presented.     

Cloaking via impedance boundary condition for the 2-D Helmholtz equation

We consider control problems for the 2-D Helmholtz equation in an unbounded domain with partially coated boundary. Dirichlet boundary condition is given on one part of the boundary and the impedance boundary condition is imposed on another its part. The role of control in control problem under study is played by boundary impedance. Quadratic tracking–type functionals for the field play the role of cost functionals. Solvability of control problems is proved. The uniqueness and stability of optimal solutions with respect to certain perturbations of both cost functional and incident field are established.     

Generalized Derivatives for the Solution Operator of the Obstacle Problem

We characterize generalized derivatives of the solution operator of the obstacle problem. This precise characterization requires the usage of the theory of so-called capacitary measures and the associated solution operators of relaxed Dirichlet problems. The generalized derivatives can be used to obtain a novel necessary optimality condition for the optimal control of the obstacle problem with control constraints. A comparison shows that this system is stronger than the known system of C-stationarity.