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31.
René Meziat Diego Patiño Pablo Pedregal 《Computational Optimization and Applications》2007,38(1):147-171
We propose an alternative method for computing effectively the solution of non-linear, fixed-terminal-time, optimal control
problems when they are given in Lagrange, Bolza or Mayer forms. This method works well when the nonlinearities in the control
variable can be expressed as polynomials. The essential of this proposal is the transformation of a non-linear, non-convex
optimal control problem into an equivalent optimal control problem with linear and convex structure. The method is based on
global optimization of polynomials by the method of moments. With this method we can determine either the existence or lacking
of minimizers. In addition, we can calculate generalized solutions when the original problem lacks of minimizers. We also
present the numerical schemes to solve several examples arising in science and technology. 相似文献
32.
A review of the optimal stopping problem with more than a single decision maker (DM) is presented in this paper. We classify
the existing literature according to the arrival of the offers, the utility of the DMs, the length of the sequence of offers,
the nature of the game and the number of offers to be selected. We enumerate various definitions for this problem and describe
some dynamic approaches.
Fouad Ben Abdelaziz is on leave from the Institut Superieur de Gestion, University of Tunis, Tunisia e-mail: foued.benabdelaz@isg.run.tn. 相似文献
33.
An extremum problem is embedded in a parametric scheme which contains, as a particular case, the classic perturbation function. The introduction of the image of the embedded problem allows one to derive a generalized duality and, in particular, Lagrangian and Fenchel duality. 相似文献
34.
Let E\subset \Bbb R
s
be compact and let d
n
E
denote the dimension of the space of polynomials of degree at most n in s variables restricted to E . We introduce the notion of an asymptotic interpolation measure (AIM). Such a measure, if it exists , describes the asymptotic behavior of any scheme τ
n
={ \bf x
k,n
}
k=1
dnE
, n=1,2,\ldots , of nodes for multivariate polynomial interpolation for which the norms of the corresponding interpolation operators do
not grow geometrically large with n . We demonstrate the existence of AIMs for the finite union of compact subsets of certain algebraic curves in R
2
. It turns out that the theory of logarithmic potentials with external fields plays a useful role in the investigation. Furthermore,
for the sets mentioned above, we give a computationally simple construction for ``good' interpolation schemes.
November 9, 2000. Date revised: August 4, 2001. Date accepted: September 14, 2001. 相似文献
35.
K. Holmåker 《Journal of Optimization Theory and Applications》1991,71(2):205-235
Some optimization problems concerning a substrate in a fluid are considered. The concentration of the substrate is affected by diffusion, convection, and elimination by enzymes, and the problem is to find the optimal distribution of enzymes. In this paper, the rate of elimination and the transmission coefficient are optimized. Mathematically, these problems are optimal control problems, and they are analyzed by means of Pontryagin's maximum principle. 相似文献
36.
A Q-algebra can be represented as an operator algebra on an infinite dimensional Hilbert space. However we don’t know whether a finite n-dimensional Q-algebra can be represented on a Hilbert space of dimension n except n = 1, 2. It is known that a two dimensional Q-algebra is just a two dimensional commutative operator algebra on a two dimensional Hilbert space. In this paper we study a finite n-dimensional semisimple Q-algebra on a finite n-dimensional Hilbert space. In particular we describe a three dimensional Q-algebra of the disc algebra on a three dimensional Hilbert space. Our studies are related to the Pick interpolation problem for a uniform algebra. 相似文献
37.
Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems 总被引:3,自引:0,他引:3
A method for the numerical solution of state-constrained optimal control problems subject to higher-index differential-algebraic equation (DAE) systems is introduced. For a broad and important class of DAE systems (semiexplicit systems with algebraic variables of different index), a direct multiple shooting method is developed. The multiple shooting method is based on the discretization of the optimal control problem and its transformation into a finite-dimensional nonlinear programming problem (NLP). Special attention is turned to the mandatory calculation of consistent initial values at the multiple shooting nodes within the iterative solution process of (NLP). Two different methods are proposed. The projection method guarantees consistency within each iteration, whereas the relaxation method achieves consistency only at an optimal solution. An illustrative example completes this article. 相似文献
38.
一个稳定的补偿器可同时镇定n个对象(同时强镇定)等价于一个补偿器(不一定稳定)同时镇定n 1个对象(同时镇定).两个以上对象的同时强镇定和三个以上对象的伺时镇定是线性系统中一个急待解决的公开问题.文中所作的基本假定是所有的对象具有相同的简单不稳定零点,在此条件下给出了n个对象同时强镇定的一个充分条件.当仅有一个不稳定零点时.容易检验是否同时强镇定,否则仅需确定n个对象的不稳定零点并且判定由不稳定零点导出一个相应矩阵是正定的,就能判定n个对象同时强镇定.因此是一个易于检验的充分条件.文章同时给出了n个对象同时强镇定的算法,丰富了同时强镇定的充分条件. 相似文献
39.
A systematic study of the upper semicontinuity and the lower semicontinuity of the solution map in parametric affine variational
inequalities is given in this paper. Several examples are constructed to analyze the results.
This work was supported by Korea Research Foundation Grant (KRF 2001-015-DP0049), the APEC Postdoctoral Fellowships Program,
and the KOSEF Brain Pool Program. 相似文献
40.
In this paper we prove three conjectures of Revers on Lagrange interpolation for fλ(t)=|t|λ,λ>0, at equidistant nodes. In particular, we describe the rate of divergence of the Lagrange interpolants LN( fλ,t) for 0<|t|<1, and discuss their convergence at t=0. We also establish an asymptotic relation for max|t|1| |t|λ−LN( fλ,t)|. The proofs are based on strong asymptotics for |t|λ−LN( fλ,t), 0|t|<1. 相似文献