On the maximum principle for time-optimal controls for a class of distributed-boundary control problems

In this note, we present the necessary conditions of optimality for time-optimal controls for a class of distributed-boundary control problems in general Banach spaces using the semigroup theory. Theorem 3.1 is based on a recent general maximum principle due to Barbu (Ref. 1), which was proved for strictly convex reflexive Banach spaces. Theorem 3.2 generalizes this result (for time-optimal control problems) by lifting the assumption.This work was supported by the National Science and Engineering Council of Canada under Grant No. 7109.     

An iterative method for generalized nonlinear complementarity problems

An iterative method for solving generalized nonlinear complementarity problems (Ref. 1) involving stronglyK-copositive operators is introduced. Conditions are presented which guarantee the convergence of the method; in addition, the sequence of iterates is used to prove the existence of a solution to the problem under conditions not included in the previous study. Separate consideration is given to the generalized linear complementarity problem.This research was partially supported by National Science Foundation, Grant No. GP-16293. This paper constitutes part of the junior author's doctoral thesis written at Rensselaer Polytechnic Institute. Research support was provided by an NDEA Fellowship and an RPI Fellowship.     

Deletion-by-infeasibility rule for DC-constrained global optimization

In Ref. 1, a general class of branch-and-bound methods was proposed by Horst for solving global optimization problems. One of the main contributions of Ref. 1 was the opportunity of handling partition elements whose feasibility is not known. Deletion-by-infeasibility rules were presented for problems where the feasible set is convex, is defined by finitely many convex and reverse convex constraints, or is defined by Lipschitzian inequalities. In this note, we propose a new deletion-by-infeasibility rule for problems whose feasible set is defined by functions representable as differences of convex functions.This research was supported in part by the Hungarian National Research Foundation, Grant OTKA No. 2568.     

Differential games of fixed duration with state constraints

We consider differential games of fixed duration with phase coordinate restrictions on the players. Results of Ref. 1 on games with phase restrictions on only one of the players are extended. Using Berkovitz's definition of a game (Ref. 2), we prove the existence and continuity (or Lipschitz continuity) of the value under appropriate assumptions. We also note that the value can be characterized as the viscosity solution of the associated Hamilton-Jacobi-Isaacs equation.This work comprises a part of the author's PhD Thesis completed at Purdue University under the direction of Professor L. D. Berkovitz. The author wishes to thank Professor Berkovitz for suggesting the problem and many valuable discussions. During the research for this work, the author was supported by a David Ross Grant from Purdue University as well as by NSF Grant No. DMS-87-00813.     

A note on a Chern character on the circle

In this note we present a simple derivation of the Chern character of a certain finitely summable Fredholm module, associated to the algebra of pseudodifferential operators of order ≤0 on the unit circle S¹. Research supported in part by the Texas Advanced Research Program under Grant No. 003594-071     

On KKT Points of Homogeneous Programs

Homogeneous programming is an important class of optimization problems. The purpose of this note is to give a truly equivalent characterization of KKT points of homogeneous programming problems, correcting a result given by Lasserre and Hiriart-Urruty in Ref. 1.Communicated by P. TsengThis work was partially supported by the National Natural Science Foundation of China, Grants 10201032 and 70221001, and by the Research Grants Council, Hong Kong, Grant CUHK4180/03E.The authors thank two anonymous referees for valuable remarks and insights that have helped improving the paper.     

Controllability questions for nonlinear systems in abstract spaces

In abstract spaces, we consider certain constrained controllability and approximate controllability properties of a nonlinear system that can be deduced from various controllability properties of its associated linear system. Several examples involving partial differential operators and functional delay operators are given to illustrate the theory.The research of the second author was supported in part by NSF Grant DMS-85-088651 and by the University of Tennessee Science Alliance Award.     

Adaptive control of discounted Markov decision chains

In this paper, we consider discounted-reward finite-state Markov decision processes which depend on unknown parameters. An adaptive policy inspired by the nonstationary value iteration scheme of Federgruen and Schweitzer (Ref. 1) is proposed. This policy is briefly compared with the principle of estimation and control recently obtained by Schäl (Ref. 4).This research was supported in part by the Consejo Nacional de Ciencia y Tecnología under Grant No. PCCBBNA-005008, in part by a grant from the IBM Corporation, in part by the Air Force Office of Scientific Research under Grant No. AFOSR-79-0025, in part by the National Science Foundation under Grant No. ECS-0822033, and in part by the Joint Services Electronics Program under Contract No. F49620-77-C-0101.     

Realistic feedback control of turbogenerators

In this paper, the optimal control of a turboalternator connected to an infinite bus is considered. The alternator is controlled through a linear feedback of the state variables. The feedback parameters are obtained by solving a two-point nonlinear boundary-value problem. The values obtained for these parameters depend on the strength and duration of the disturbance, since the model is nonlinear, contrary to the usual feedback control of a linear model. In contrast to the model used in Ref. 1, the model used here include the transfer functions of the governor, the turbine, and the voltage regulator.This work was supported in part by the National Research Council of Canada, Grant No. A-4146.     

On the updating scheme in a class of collinear scaling algorithms for sparse minimization

Sorensen (Ref. 1) has proposed a class of algorithms for sparse unconstrained minimization where the sparsity pattern of the Cholesky factors of the Hessian is known. His updates at each iteration depend on the choice of a vector, and in Ref. 1 the question of choosing this vector is essentially left open. In this note, we propose a variational problem whose solution may be used to choose this vector. The major part of the computation of a solution to this variational problem is similar to the computation of a trust-region step in unconstrained minimization. Therefore, well-developed techniques available for the latter problem can be used to compute this vector and to perform the updating.This research was supported by NSF Grant DMS-8414460 and by DOE Grant DE-FG06-85ER25007, awarded to Washington State University, and by the Applied Mathematical Sciences Subprogram of the US Department of Energy under Contract W-31-109-Eng-38 while the first author was visiting the Mathematics and Computer Science Division of Argonne National Laboratory.     

On a Saddle-Point Theorem in Minimum Compliance Design

This note deals with the displacement-based relaxed formulation of the minimum compliance layout problem of the optimal distribution of two isotropic materials within a given three-dimensional domain. In 1994, Lipton (Ref. 1) proved that minimization over elasticity tensors can be interchanged with maximization over displacements. This proof was based on the theory of Young measures. The aim of this contribution is to provide a new and straightforward proof of the Lipton saddle-point theorem by using a duality technique, thus bypassing the Young measure theory.     

Completeness in the sense of Cauchy principal value of the eigenfunction systems of infinite dimensional Hamiltonian operator

The properties of eigenvalues and eigenfunctions of the infinite dimensional Hamiltonian operators are studied, and the sufficient conditions of the completeness in the sense of Cauchy principal value of the eigenfunction systems of the infinite dimensional Hamiltonian operators are given. In the end, concrete examples are constructed to justify the effectiveness of the criterion. This work was supported by the National Natural Science Foundation of China (Grant No. 10562002), Colleges and Universities Doctoral Subject Research Funds (Grant No. 20070126002) and the Natural Science Foundation of Inner Mongolia (Grant No. 200508010103)     

Realistic feedback control of two interconnected turbogenerators

In this paper, the optimal control of a system with two identical interconnected turbogenerators, which are connected to an infinite bus, is considered. The alternators are controlled through a linear feedback of the state variables. The feedback parameters are obtained by solving a nonlinear, two-point boundary-value problem. The values obtained for these parameters depend on the strength and duration of the disturbance, since the model is nonlinear, contrary to the usual feedback control of a linear model. In contrast to the model used in Ref. 1, the model used here includes the transfer function of the governors, the turbines, and the voltage regulators.This work was supported in part by the National Science and Engineering Research Council of Canada, Grant No. A4146. The authors wish to express their appreciation to Mr. T. L. Gan for his help in computations.     

On convolution equations with semi-almost periodic symbols on a finite interval

This note concerns a class of Wiener-Hopf operators on a finite interval, acting between Sobolev multi-index spaces. Necessary and sufficient conditions for such an operator to be Fredholm are given, as well as a formula for the index. The argument is based on a reduction procedure of convolution operators on a finite interval to operators of the same type on the half-line.supported by the Netherlands organization for scientific research (NWO)supported in part by NSF Grant 9101143     

Differentiability of a convex semigroup on Rn

It is proved that each continuous semigroup {P(t)}_t≥0 of convex operators P(t):Rⁿ→Rⁿ is continuously differentiable with respect to t. This note represents a first step towards a better understanding of semigroups formed by convex operators. We establish the differentiability of a convex semigroup in the finite dimensional case, generalizing a basic result from linear semigroup theory. Our motivation for the study of semigroups of convex operators comes from the theory of Markov decision processes. In [1] and in [2] it was shown that the maximum reward of these processes can be described by a certain nonlinear semigroup. The nonlinear operators are defined as suprema of linear operators (plus a constant), hence they are convex operators. It seems that the convexity assumption keeps its smoothing influence even in the infinite dimensional situation. We hope to discuss this in a future paper.     

Generalized proximal point algorithm for convex optimization

Ha (Ref. 1) recently introduced a generalized proximal point algorithm for solving a generalized equation. In this note, we present a generalized proximal point algorithm for convex optimization problems based on Ha's work. The idea behind this algorithm is that, instead of adding a quadratic term to all the variables, we add a quadratic term to a subset of the variables. We extend the criteria for approximate solutions given by Rockafellar (Ref. 2) and Auslender (Ref. 3) and present convergence results. Finally, we show how this algorithm can be applied to solve block-angular linear and quadratic programming problems.     

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.     

On E-Convex Sets, E-Convex Functions, and E-Convex Programming

Recently, E-convex sets and E-convex functions were introduced in Ref. 1. However, some results seem to be incorrect. In this note, some counterexamples are given.     

On the Optimum Radius of Robust Stability for Schur Polynomials

A recent paper (Ref. 1) established a new approach to estimate the robust stability radius of a Schur polynomial. This note points out that the approach given in Ref. 1 is not correct and also gives a counterexample to the main result of Ref. 1.     

Topological stability of linear semi-infinite inequality systems

In this note, we analyze the relationship between the lower semicontinuity of the feasible set mapping for linear semi-infinite inequality systems and the so-called topological stability, which is held when the solution sets of all the systems obtained by sufficiently small perturbations of the data are homeomorphic to each other. This topological stability and its relation with the Mangasarian-Fromovitz constraints qualification have been studied deeply by Jongen et al. in Ref. 1. The main difference of our approach is that we are not assuming any kind of structure for the index set and, consequently, any particular property for the functional dependence between the inequalities and the associated indices. In addition, we deal with systems whose solution sets are not necessarily bounded.This work has been supported partially by the DGICYT of Spain, Grant PB93-0943, by Generalitat Valenciana, Grant GV-2219/94, and by IVEI, Grant 003/026.The authors would like to thank J. E. Martínez Legaz for his valuable comments.