Determination of functional gradient in an optimal control problem related to metal solidification

The gradient of the cost functional in the discrete optimal control problem of metal solidification in casting is exactly evaluated. The mathematical model describing the solidification process is based on a three-dimensional two-phase initial-boundary value problem of the Stefan type. Formulas determining exact gradient determination are derived using the fast automatic differentiation technique.     

Choosing a cost functional and a difference scheme in the optimal control of metal solidification

The optimal control of solidification in metal casting is considered. The underlying mathematical model is based on a three-dimensional two-phase initial-boundary value problem of the Stefan type. The study is focused on choosing a cost functional in the optimal control of solidification and choosing a difference scheme for solving the direct problem. The results of the study are described and analyzed.     

Feedback operator for a pseudoparabolic optimal control problem

The feedback operator of a linear pseudoparabolic problem with quadratic criterion is obtained by decoupling of the optimality condition. The feedback operator is shown to be related to the solution of a Riccati equation formulated in theB*-algebra of bounded linear operators onL ²(). This approach shows that the linear feedback operator may be considered as a bounded operator fromL ²() intoH ₀ ¹ (). Finally, we give a theorem establishing the convergence behavior for the feedback operators for these problems as they formally approach an analogous problem of parabolic type.This work was supported in part by the National Science Foundation, Grant No. MCS-7902037.     

Lipschitzianity of optimal trajectories for the Bolza optimal control problem

In this paper we investigate Lipschitz continuity of optimal solutions for the Bolza optimal control problem under Tonelli’s type growth condition. Such regularity being a consequence of normal necessary conditions for optimality, we propose new sufficient conditions for normality of state-constrained nonsmooth maximum principles for absolutely continuous optimal trajectories. Furthermore we show that for unconstrained problems any minimizing sequence of controls can be slightly modified to get a new minimizing sequence with nice boundedness properties. Finally, we provide a sufficient condition for Lipschitzianity of optimal trajectories for Bolza optimal control problems with end point constraints and extend a result from (J. Math. Anal. Appl. 143, 301–316, 1989) on Lipschitzianity of minimizers for a classical problem of the calculus of variations with discontinuous Lagrangian to the nonautonomous case.     

Balance function for the optimal control problem

The balance-function concept for transforming constrained optimization problems into unconstrained optimization problems, for the purpose of finding numerical iterative solutions, is extended to the optimal control problem. This function is a combination orbalance between the penalty and Lagrange functions. It retains the advantages of the penalty function, while eliminating its numerical disadvantages. An algorithm is developed and applied to an orbit transfer problem, showing the feasibility and usefulness of this concept.These results are part of the author's doctoral thesis written under Professors H. Lo and D. Alspaugh of Purdue University.     

Bang-bang optimal control for the dam problem

The dam problem with general geometry is considered. Fluid is drawn from the bottomS ₁ at a ratek where 0 k N, _{S 1} k M; the objective is to minimize the total pressure of the fluid in the dam. A bang-bang principle is established for any optimal controlk ₀, that is,k ₀ = 0 on a setA andk ₀ =N on the complement setS ₁ A. In the case of a rectangular dam the structure ofA is determined and the uniqueness of the minimizerk ₀ is established.This work is partially supported by National Science Foundation Grants DMS-8501397 and DMS-8420896.     

On a student-related optimal control problem

In a recent paper (Ref. 1), Cheng and Teo discussed some further extensions of a student-related optimal control problem which was originally proposed by Raggettet al. (Ref. 2) and later on modified by Parlar (Ref. 3). In this paper, we treat further extensions of the problem.This paper is a modified and improved version of Ref. 4. It is based, in part, on research sponsored by NSF.     

Optimal control of the solidification process in metal casting

The optimal control of the solidification process in metal casting is considered. The mathematical model is based on a three-dimensional two-phase initial-boundary value problem of the Stefan type. The mathematical formulation of the optimal control problem is given. The problem is solved numerically by direct optimization methods. The numerical results are described and analyzed. Some of the results are illustrated by plots.     

Modeling formulation and a new heuristic for the railroad blocking problem

The railroad blocking problem is an important issue at the tactical level of railroad freight transportation. This problem consists of determining paths between the origins and destinations of each shipment to minimize the operating and user costs while satisfying the railroad supply and demand restrictions. A mixed-integer program (MIP) is developed to find the optimal paths, and a new heuristic is developed to solve the proposed model. This heuristic decomposes the model into two sub-problems of manageable size and then provides feasible solutions. We discuss the performance of the proposed heuristic for a set of instances with up to 90 stations. A comparison with the CPLEX MIP solver shows that the heuristic gives the exact solution for 10 out of 15 instances. For the remaining instances, the heuristic obtained solutions within a tolerance of 0.03–0.84%. Furthermore, compared with the CPLEX MIP solver, the heuristic reduced the run time by an average of 85% for all 15 instances. Finally, we present the computational results of the heuristic applied to Iranian railroads.     

A new computational approach for solving optimal control of linear PDEs problem

In this paper, we present a new computational approach for solving an internal optimal control problem, which is governed by a linear parabolic partial differential equation. Our approach is to approximate the PDE problem by a nonhomogeneous ordinary differential equation system in higher dimension. Then, the homogeneous part of ODES is solved using semigroup theory. In the next step, the convergence of this approach is verified by means of Toeplitz matrix. In the rest of the paper, the optimal control problem is solved by utilizing the solution of homogeneous part. Finally, a numerical example is given.     

Sufficient conditions for a minimum of the free-final-time optimal control problem

The sufficient conditions for a minimum of the free-final-time optimal control problem are the strengthened Legendre-Clebsch condition and the conjugate point condition. In this paper, a new approach for determining the location of the conjugate point is presented. The sweep method is used to solve the linear two-point boundary-value problem for the neighboring extremal path from a perturbed initial point to the final constraint manifold. The new approach is to solve for the final condition Lagrange multiplier perturbation and the final time perturbation simultaneously. Then, the resulting neighboring extremal control is used to write the second variation as a perfect square and obtain the conjugate point condition. Finally, two example problems are solved to illustrate the application of the sufficient conditions.     

A method for solving a quadratic optimal control problem

Hestenes' method of multipliers is used to approximate a quadratic optimal control problem. The global existence of a family of unconstrained problems is established. Given an initial estimate of the Lagrange multipliers, a convergent sequence of arcs is generated. They are minimizing with respect to members of the above family, and their limit is the solution to the original differentially constrained problem.The preparation of this paper was sponsored in part by the U.S. Army Research Office under Grant No. DA-31-124-ARO(D)-355.     

Control of phase boundary evolution in metal solidification for new thermodynamic parameters of the metal

The problem of controlling the phase boundary evolution in the course of solidification of metals with different thermodynamic properties is studied. The underlying mathematical model of the process is based on a three-dimensional nonstationary two-phase initial–boundary value problem of the Stefan type. The control functions are determined by optimal control problems, which are solved numerically with the help of gradient optimization methods. The gradient of the cost function is exactly computed by applying the fast automatic differentiation technique. The research results are described and analyzed. Some of them are illustrated.     

Interval optimal control problem in a Hilbert space

An optimal control problem for a system involving an interval parameter is considered. The concepts of a universal optimal state and a universal optimal control are introduced. The existence and uniqueness of a universal solution to the interval optimal control problem is proved, and an algorithm for its determination is presented. The interval optimal control problem for a system described by the boundary value problem for a second-order ordinary differential equation is solved as an example.     

Duality theorem for the stochastic optimal control problem

We prove a duality theorem for the stochastic optimal control problem with a convex cost function and show that the minimizer satisfies a class of forward–backward stochastic differential equations. As an application, we give an approach, from the duality theorem, to h$h$-path processes for diffusion processes.     

An optimal control problem for the Hoff equation

The sufficient and necessary conditions are given for existence of an optimal control in the bending problem for an I-beam.     

Relaxation in the optimal control problem for the Goursat-Darboux system

We consider the optimal control problem for a system described by the Goursat-Darboux equation. The system is controlled by distributed and boundary controls satisfying mixed nonconvex constraints. For this problem we prove an analog of the classical Bogolyubov relaxation theorem.