Optimal control computation for nonlinear time-lag systems

In this paper, a computational scheme using the technique of control parameterization is developed for solving a class of optimal control problems involving nonlinear hereditary systems with linear control constraints. Several examples have been solved to test the efficiency of the technique.     

Optimal control computation for integro-differential aerodynamic equations

In order to maintain spectrally accurate solutions, the grids on which a non-linear physical problem is to be solved must also be obtained by spectrally accurate techniques. The purpose of this paper is to describe a pseudospectral computational method of solving integro-differential systems with quadratic performance index. The proposed method is based on the idea of relating grid points to the structure of orthogonal interpolating polynomials. The optimal control and the trajectory are approximated by the m th degree interpolating polynomial. This interpolating polynomial is spectrally constructed using Legendre–Gauss–Lobatto grid points as the collocation points, and Lagrange polynomials as trial functions. The integrals involved in the formulation of the problem are calculated by Gauss–Lobatto integration rule, thereby reducing the problem to a mathematical programming one to which existing well-developed algorithms may be applied. The method is easy to implement and yields very accurate results. An illustrative example is included to confirm the convergence of the pseudospectral Legendre method, and a comparison is made with an existing result in the literature. © 1998 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

A filled function method for optimal discrete-valued control problems

In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization problem and a standard optimal control problem. The standard optimal control problem can be solved by existing optimal control software packages such as MISER 3.2. For the discrete optimization problem, a discrete filled function method is developed to solve it. A numerical example is solved to illustrate the efficiency of our method.     

Optimal control computation for linear time-lag systems with linear terminal constraints

A computational scheme using the technique of control parameterization is developed for solving a class of optimal control problems involving linear hereditary systems with bounded control region and linear terminal constraints. Several examples have been solved to illustrate the efficiency of the technique.The authors wish to thank Dr. B. D. Craven for pointing out an error in an earlier version of this paper.From January 1985, Associate Professor, Department of Industrial and Systems Engineering, National University of Singapore, Kent Ridge, Singapore.     

Optimal control computation for parabolic systems with boundary conditions involving time delays

In this paper, we consider a class of optimal control problems involving a second-order, linear parabolic partial differential equation with Neumann boundary conditions. The time-delayed arguments are assumed to appear in the boundary conditions. A necessary and sufficient condition for optimality is derived, and an iterative method for solving this optimal control problem is proposed. The convergence property of this iterative method is also investigated.On the basis of a finite-element Galerkin's scheme, we convert the original distributed optimal control problem into a sequence of approximate problems involving only lumped-parameter systems. A computational algorithm is then developed for each of these approximate problems. For illustration, a one-dimensional example is solved.     

Real-time computation of optimal control

A new approach to the real-time implementation of time-optimal control for linear systems with a bounded control is proposed. The computational costs are separated between preliminary computations and computations in the course of the control process. The preliminary computations are independent of the particular initial condition and are based on the approximation of sets reachable in different times by a collection of hyperplanes. Methods for constructing hyperplanes and selecting a supporting hyperplane are described. Methods are proposed for approximately finding the normalized vector of initial conditions of the adjoint system, the driving time, and the switching times of the time-optimal control, and an iterative method for their refinement is developed. The computational complexity of the method is estimated. The computational algorithm is described, and simulation and numerical results are presented.     

Optimal equi-partition of rectangular domains for parallel computation

We present an efficient method for the partitioning of rectangular domains into equi-area sub-domains of minimum total perimeter. For a variety of applications in parallel computation, this corresponds to a load-balanced distribution of tasks that minimize interprocessor communication. Our method is based on utilizing, to the maximum extent possible, a set of optimal shapes for sub-domains. We prove that for a large class of these problems, we can construct solutions whose relative distance from a computable lower bound converges to zero as the problem size tends to infinity. PERIX-GA, a genetic algorithm employing this approach, has successfully solved to optimality million-variable instances of the perimeter-minimization problem and for a one-billion-variable problem has generated a solution within 0.32% of the lower bound. We report on the results of an implementation on a CM-5 supercomputer and make comparisons with other existing codes.This research was partially funded by Air Force Office of Scientific Research grant F496-20-94-1-0036 and National Science Foundation grants CDA-9024618 and CCR-9306807.     

Optimal non-proportional reinsurance control

This paper deals with the problem of ruin probability minimization under various investment control and reinsurance schemes. We first look at the minimization of ruin probabilities in the models in which the surplus process is a continuous diffusion process in which we employ stochastic control to find the optimal policies for reinsurance and investment. We then focus on the case in which the surplus process is modeled via a classical Lundberg process, i.e. the claims process is compound Poisson. There, the optimal reinsurance policy is derived from the Hamilton-Jacobi-Bellman equation.     

Optimal control of dams

Assume that a dam has a capacity V. Its water input I={I_t, t ? [0, ∞)}], is assumed to be a diffusion process. The water is released at one of two rates 0 and M units of water per unit of time. The release rate is 0 until the water reaches level λ(0 < λ < V), when the water is released at rate M until it reaches level λ, (0 ≤ τ < λ). Once the level λ is reached, the release rate remains at zero until level λ is reached again, and the cycle is repeated. Under general cost structure, we discuss and review some of the most recent work in the area of optimal control of dams with release policies of the above type; we also discuss some new results and corrections to some existing results.     

Optimal norms and the computation of joint spectral radius of matrices

The notion of spectral radius of a set of matrices is a natural extension of spectral radius of a single matrix. The finiteness conjecture (FC) claims that among the infinite products made from the elements of a given finite set of matrices, there is a certain periodic product, made from the repetition of the optimal product, whose rate of growth is maximal. FC has been disproved. In this paper it is conjectured that FC is almost always true, and an algorithm is presented to verify the optimality of a given product. The algorithm uses optimal norms, as a special subset of extremal norms. Several conjectures related to optimal norms and non-decomposable sets of matrices are presented. The algorithm has successfully calculated the spectral radius of several parametric families of pairs of matrices associated with compactly supported multi-resolution analyses and wavelets. The results of related numerical experiments are presented.     

Optimal control of ellipsoidal motions

We study the target control problem for systems with ellipsoid-valued trajectories admitting reconfiguration of the ellipsoids in the course of motion. We present solutions for linear-convex systems in the class of positional (synthesized) controls under integral-quadratic motion performance criteria. We use Hamiltonian formalism methods, including the dynamic programming equations for such systems.     

Optimal design of midsurface of shells: Differentiability proof and sensitivity computation

We suppose that a shell submitted to a given load (self-weight or wind, for instance), has to resist as well as possible towards given criteria. We aim at the following problem: Is it possible to find an optimal design of the midsurface of the shell with respect to this criteria? This problem can be worked using gradient-type algorithms. In this paper we work on the differentiability proof and numerical computation of the gradient. For a given shape of the midsurface, we consider that the shell works in linear elastic conditions. We use the Budiansky-Sanders model for elastic shells, from which we get the displacement field in the shell. The criteria to be minimized are supposed to depend on the shape directly, and also through the displacement field. In this paper, we prove that the displacement field depends on the shape in a Fréchet-differentiable manner (for an appropriate topology on the set of admissible shapes). Then we give a way to compute the gradient of a given criteria from a theoretical point of view and from a numerical point of view. This allows us to use descent-type methods of optimization. They will lead to shapes which react better and better. Notice that we know nothing about convergence of these methods, the existence and unicity of a theoretical optimal solution. But from a practical point of view, it is quite interesting to be able to modify a given shape to obtain a better one.     

Optimal control of random evolutions

We consider a stochastic control problem for a random evolution. We study the Bellman equation of the problem and we prove the existence of an optimal stochastic control which is Markovian. This problem enables us to approximate the general problem of the optimal control of solutions of stochastic differential equations.     

Optimal control under persistent disturbances

Let f be an orientation-preserving Morse-Smale diffeomorphism of an n-dimensional (n ≥ 3) closed orientable manifold M ⁿ . We show the possibility of representing the dynamics of f in a “source-sink” form. The roles of the “source” and “sink” are played by invariant closed sets one of which, A _f , is an attractor, and the other, R _f , is a repeller. Such a representation reveals new topological invariants that describe the embedding (possibly, wild) of stable and unstable manifolds of saddle periodic points in the ambient manifold. These invariants have allowed us to obtain a classification of substantial classes of Morse-Smale diffeomorphisms on 3-manifolds. In this paper, for any n ≥ 3, we describe the topological structure of the sets A _f and R _f and of the space of orbits that belong to the set M ⁿ \ (A _f ∪ R _f ).