On Pontryagin’s first direct method in pursuit problems

We describe an example of a three-dimensional linear differential game with convex compact sets of control. In this example, the integrand in Pontryagin’s first direct method is discontinuous on a set of positive measure.     

Group pursuit in Pontryagin’s nonstationary example

On the interval [t ₀, ∞), we consider the following group pursuit problem with one evader: 1 $$ z_i^{(l)} + a_1 (t)z_i^{(l - 1)} + a_2 (t)z_i^{(l - 2)} + \cdots + a_l (t)z_i = u_i - v, u_i ,v \in V, z_i^{(q)} (t_0 ) = z_i^q , $$ where z _i , u _i , v ∈ R ^v , (v ≥ 2), V is a strictly convex compact set in R ^v , the functions a ₁(t), a ₂(t), …, a _l (t) are continuous, i = 1, 2, …, n and q = 0, 1, …, l ? 1. Let ? _q (t, s) be the solution of the Cauchy problem $$ \begin{gathered} \omega ^{(l)} + a_1 (t)\omega ^{(l - 1)} + a_2 (t)\omega ^{(l - 2)} + \cdots + a_l (t)\omega = 0, \omega ^{(q)} (s) = 1, \hfill \\ \omega ^{(r)} (s) = 0, r = 0, \ldots q - 1,q + 1, \ldots ,l - 1, \hfill \\ \end{gathered} $$ and let $$ \xi _\iota (t) = \varphi _0 (t,t_0 )Z_i^0 + \varphi _1 (t,t_0 )Z_i^1 + \cdots + \varphi _{l - 1} (t,t_0 )Z_i^{l - 1} . $$ We prove that if there exist continuous functions α _i (t) and ξ _i ¹ (t) such that the ξ _i ¹ (t) are Bohr almost periodic on [t ₀, ∞), α _i (t) > 0 for all t ≥ t ₀, lim _t→∞(ξ _i ¹ (t) ? α _i (t)ξ _i (t)) = 0, lim _t→∞(min _i α _i (t) ∝ _t0 ^t |? _l?1(t, s)| ds) = ∞, and there exist points h _i ⁰ ∈ H _i ¹ = {ξ _i ¹ (t), t ∈ [0, ∞)} such that 0 ∈ Int co{h _i ⁰ }, then the pursuit problem with evader discrimination is solvable.     

The first variation and Pontryagin’s maximum principle in optimal control for partial differential equations

A modification of the classical needle variation, namely, the so-called two-parameter variation of controls is proposed. The first variation of a functional is understood as a repeated limit. It is shown that the modified needle variation can be effectively used to derive necessary optimality conditions for a rather wide class of optimal control problems involving partial differential equations with weak solutions. Specifically, the two-parameter variation is used to obtain necessary optimality conditions in the form of a maximum principle for the optimal control of divergent hyperbolic equations.     

Pontryagin’s Maximum Principle for Multidimensional Control Problems in Image Processing

In the present paper, we prove a substantially improved version of the Pontryagin maximum principle for convex multidimensional control problems of Dieudonné-Rashevsky type. Although the range of the operator describing the first-order PDE system involved in this problem has infinite codimension, we obtain first-order necessary conditions in a completely analogous form as in the one-dimensional case. Furthermore, the adjoint variables are subjected to a Weyl decomposition. We reformulate two basic problems of mathematical image processing (determination of optical flow and shape from shading problem) within the framework of optimal control, which gives the possibility to incorporate hard constraints in the problems. In the convex case, we state the necessary optimality conditions for these problems.     

Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation

We consider the generalized Nash equilibrium problem (GNEP), where not only the players’ cost functions but also their strategy spaces depend on the rivals’ decision variables. Existence results for GNEPs are typically shown by using a fixed point argument for a certain set-valued function. Here we use a regularization of this set-valued function in order to obtain a single-valued function that is easier to deal with from a numerical point of view. We show that the fixed points of the latter function constitute an important subclass of the generalized equilibria called normalized equilibria. This fixed point formulation is then used to develop a nonsmooth Newton method for computing a normalized equilibrium. The method uses a so-called computable generalized Jacobian that is much easier to compute than Clarke generalized Jacobian or B-subdifferential. We establish local superlinear/quadratic convergence of the method under the constant rank constraint qualification, which is weaker than the frequently used linear independence constraint qualification, and a suitable second-order condition. Some numerical results are presented to illustrate the performance of the method.     

A Solution to Fuller’s Problem Using Constructions of Pontryagin’s Maximum Principle

The classical two-dimensional Fuller problem is considered. The boundary value problem of Pontryagin’s maximum principle is considered. Based on the central symmetry of solutions to the boundary value problem, the Pontryagin maximum principle as a necessary condition of optimality, and the hypothesis of the form of the switching line, a solution to the boundary value problem is constructed and its optimality is substantiated. Invariant group analysis is in this case not used. The results are of considerable methodological interest.     

An Extension of Mercer’s Theorem via Pontryagin Spaces

We extend Mercer’s theorem to a composition of the form RS, in which R and S are integral operators acting on a space L ²(X) generated by a locally finite measure space (X, ν). The operator R is compact and positive while S is continuous and having spectral decomposition based on well distributed eigenvalues. The proof is based on a Pontryagin space structure for L ²(X) constructed via the operators R and S themselves.     

Pontryagin’s principle for state-constrained evolutionary differential complementarity system

This paper is devoted to the state-constrained optimal control problem of evolutionary variational inequality. In this paper, the control domain is not necessarily convex. Moreover, since our state constraint is quite general and, in many cases, it requires pointwise behavior of the state, the framework of the partial differential equation (instead of the abstract framework) is used. Some optimality conditions (in the form of Pontryagin’s principle) for optimal controls are established.     

A New Discrete Analogue of Pontryagin’s Maximum Principle

By introducing the concept of a γ-convex set, a new discrete analogue of Pontryagin’s maximum principle is obtained. By generalizing the concept of the relative interior of a set, an equality-type optimality condition is proved, which is called by the authors the Pontryagin equation.     

The Collector’s Brotherhood Problem using the Newman-Shepp symbolic method

Further computations are made on the traditional coupon collectors problem when the collector shares his harvest with his younger brothers. When the book of the p-th brother of the collector is completed, the books of the younger brothers have certain numbers of empty spots. On the average, how many? Several answers can be brought to that question.To Gian-Carlo Rota, in memoriam     

On certain minimax problems and Pontryagin’s maximum principle

This paper deals with minimax problems for nonlinear differential expressions involving a vector-valued function of a scalar variable under rather conventional structure conditions on the cost function. It is proved that an absolutely minimizing (i.e. globally and locally minimizing) function is continuously differentiable. A minimizing function is also continuously differentiable, provided a certain extra condition is satisfied. The variational method of V.G. Boltyanskii, developed within optimal control theory, is adapted and used in the proof. The case of higher order derivatives is also considered.     

Pontryagin’s theorem and spectral stability analysis of solitons

The main result of the present paper is the use of Pontryagin’s theorem for proving a criterion, based on the difference in the number of negative eigenvalues between two self-adjoint operators L _? and L ₊, for the linear part of a Hamiltonian system to have eigenvalues with strictly positive real part (unstable eigenvalues).     

Kantorovich’s theorem on Newton’s method under majorant condition in Riemannian manifolds

Extension of concepts and techniques of linear spaces for the Riemannian setting has been frequently attempted. One reason for the extension of such techniques is the possibility to transform some Euclidean non-convex or quasi-convex problems into Riemannian convex problems. In this paper, a version of Kantorovich’s theorem on Newton’s method for finding a singularity of differentiable vector fields defined on a complete Riemannian manifold is presented. In the presented analysis, the classical Lipschitz condition is relaxed using a general majorant function, which enables us to not only establish the existence and uniqueness of the solution but also unify earlier results related to Newton’s method. Moreover, a ball is prescribed around the points satisfying Kantorovich’s assumptions and convergence of the method is ensured for any starting point within this ball. In addition, some bounds for the Q-quadratic convergence of the method, which depends on the majorant function, are obtained.     

Kantorovich’s majorants principle for Newton’s method

We prove Kantorovich’s theorem on Newton’s method using a convergence analysis which makes clear, with respect to Newton’s method, the relationship of the majorant function and the non-linear operator under consideration. This approach enables us to drop out the assumption of existence of a second root for the majorant function, still guaranteeing Q-quadratic convergence rate and to obtain a new estimate of this rate based on a directional derivative of the derivative of the majorant function. Moreover, the majorant function does not have to be defined beyond its first root for obtaining convergence rate results. The research of O.P. Ferreira was supported in part by FUNAPE/UFG, CNPq Grant 475647/2006-8, CNPq Grant 302618/2005-8, PRONEX–Optimization(FAPERJ/CNPq) and IMPA. The research of B.F. Svaiter was supported in part by CNPq Grant 301200/93-9(RN) and by PRONEX–Optimization(FAPERJ/CNPq).     

Lord Kelvin’s method of images in semigroup theory

We show that Lord Kelvin’s method of images is a way to prove generation theorems for semigroups of operators. To this end we exhibit three examples: a more direct semigroup-theoretic treatment of abstract delay differential equations, a new derivation of the form of the McKendrick semigroup, and a generation theorem for a semigroup describing kinase activity in the recent model of Kaźmierczak and Lipniacki (J. Theor. Biol. 259:291–296, 2009).     

Cartan’s method and its applications in sheaf cohomology

This paper aims to use Cartan’s original method in proving Theorems A and B on closed cubes to provide a different proof of the vanishing of sheaf cohomology over a closed cube if either (i) the degree exceeds its real dimension or (ii) the sheaf is (locally) constant and the degree is positive. In the first case, we can further use Godement’s argument to show the topological dimension of a paracompact topological manifold is less than or equal to its real dimension.     

The Best Constant in Siegel’s Lemma

We give a new proof of the basis form of Siegels Lemma over an algebraic number field k in which the field and dimension dependent constant is best possible. This constant is equal to a generalization of Hermites constant for the algebraic number field k that has recently been studied by J. L. Thunder.Research supported in part by the National Science Foundation (DMS-00-88915).Communicated by W. SchmidtReceived April 4, 2002; in revised form April 28, 2003 Published online August 28, 2003