Approximation and optimization of Darboux type differential inclusions with set-valued boundary conditions

The present paper is devoted to an optimal control problem given by hyperbolic discrete (P _D ) and differential inclusions (P _C ) of generalized Darboux type and ordinary discrete inclusions. The results are extended to non-convex problems. An approach concerning necessary and sufficient conditions for optimality is proposed. In order to formulate sufficient conditions of optimality for problem (P _C ) the approximation method is used. Formulation of these conditions is based on locally adjoint mappings. Moreover for construction of adjoint partial differential inclusions the equivalence theorems of locally adjoint mappings are proved. One example with homogeneous boundary conditions is considered.     

Transversality condition and optimization of higher order ordinary differential inclusions

In the present paper, a Bolza problem of optimal control theory with a fixed time interval given by convex and nonconvex second-order differential inclusions (P_H) is studied. Our main goal is to derive sufficient optimality conditions for Cauchy problem of sth-order differential inclusions. The sufficient conditions including distinctive transversality condition are proved incorporating the Euler–Lagrange and Hamiltonian type inclusions. The basic concepts involved in obtaining optimality conditions are the locally adjoint mappings. Furthermore, the application of these results is demonstrated by solving the problems with third-order differential inclusions.     

Optimization of Mayer Problem with Sturm–Liouville-Type Differential Inclusions

The present paper studies a new class of problems of optimal control theory with Sturm–Liouville-type differential inclusions involving second-order linear self-adjoint differential operators. Our main goal is to derive the optimality conditions of Mayer problem for differential inclusions with initial point constraints. By using the discretization method guaranteeing transition to continuous problem, the discrete and discrete-approximation inclusions are investigated. Necessary and sufficient conditions, containing both the Euler–Lagrange and Hamiltonian-type inclusions and “transversality” conditions are derived. The idea for obtaining optimality conditions of Mayer problem is based on applying locally adjoint mappings. This approach provides several important equivalence results concerning locally adjoint mappings to Sturm–Liouville-type set-valued mappings. The result strengthens and generalizes to the problem with a second-order non-self-adjoint differential operator; a suitable choice of coefficients then transforms this operator to the desired Sturm–Liouville-type problem. In particular, if a positive-valued, scalar function specific to Sturm–Liouville differential inclusions is identically equal to one, we have immediately the optimality conditions for the second-order discrete and differential inclusions. Furthermore, practical applications of these results are demonstrated by optimization of some “linear” optimal control problems for which the Weierstrass–Pontryagin maximum condition is obtained.     

Approximation and optimization of higher order discrete and differential inclusions

This paper is mainly concerned with the necessary and sufficient conditions of optimality for Cauchy problem of higher order discrete and differential inclusions. Applying optimality conditions of problems with geometric constraints, for arbitrary higher order (say s-order) discrete inclusions optimality conditions are formulated. Also some special transversality conditions, which are peculiar to problems including third order derivatives are formulated. Formulation of sufficient conditions both for convex and non-convex discrete and differential inclusions are based on the apparatus of locally adjoint mappings. Furthermore, an application of these results is demonstrated by solving the problems with third order linear discrete and differential inclusions.     

Necessary and sufficient conditions for discrete and differential inclusions of elliptic type

This paper deals for the first time with the Dirichlet problem for discrete (PD), discrete approximation problem on a uniform grid and differential (PC) inclusions of elliptic type. In the form of Euler-Lagrange inclusion necessary and sufficient conditions for optimality are derived for the problems under consideration on the basis of new concepts of locally adjoint mappings. The results obtained are generalized to the multidimensional case with a second order elliptic operator.     

Approximation and optimization of discrete and differential inclusions described by inequality constraints

In the first part of this article optimization of polyhedral discrete and differential inclusions is considered, the problem is reduced to convex minimization problem and the necessary and sufficient condition for optimality is derived. The optimality conditions for polyhedral differential inclusions based on discrete-approximation problem according to continuous problems are formulated. In particular, boundedness of the set of adjoint discrete solutions and upper semi-continuity of the locally adjoint mapping are proved. In the second part of this article an optimization problem described by convex inequality constraint is studied. By using the equivalence theorem concerning the subdifferential calculus and approximating method necessary and sufficient condition for discrete-approximation problem with inequality constraint is established.     

Faedo–galerkin method for second-order evolution inclusions with <Emphasis Type="Italic">W</Emphasis><Subscript>λ</Subscript>-pseudomonotone mappings

A class of second-order operator differential inclusions with W _λ-pseudomonotone mappings is considered. The problem of the existence of solutions of the Cauchy problem for these inclusions is investigated by using the Faedo–Galerkin method. Important a priori estimates are obtained for solutions and their derivatives. An example that illustrates the proposed approach to the investigation of the problem considered is given.     

Second-Order Analysis for Control Constrained Optimal Control Problems of Semilinear Elliptic Systems

This paper presents a second-order analysis for a simple model optimal control problem of a partial differential equation, namely, a well-posed semilinear elliptic system with constraints on the control variable only. The cost to be minimized is a standard quadratic functional. Assuming the feasible set to be polyhedric, we state necessary and sufficient second-order optimality conditions, including a characterization of the quadratic growth condition. Assuming that the second-order sufficient condition holds, we give a formula for the second-order expansion of the value of the problem as well as the directional derivative of the optimal control, when the cost function is perturbed. Then we extend the theory of second-order optimality conditions to the case of vector-valued controls when the feasible set is defined by local and smooth convex constraints. When the space dimension n is greater than 3, the results are based on a two norms approach, involving spaces L ² and L ^s , with s>n/2 . Accepted 27 January 1997     

Discrete approximations, relaxation, and optimization of one-sided Lipschitzian differential inclusions in Hilbert spaces

We study discrete approximations of nonconvex differential inclusions in Hilbert spaces and dynamic optimization/optimal control problems involving such differential inclusions and their discrete approximations. The underlying feature of the problems under consideration is a modified one-sided Lipschitz condition imposed on the right-hand side (i.e., on the velocity sets) of the differential inclusion, which is a significant improvement of the conventional Lipschitz continuity. Our main attention is paid to establishing efficient conditions that ensure the strong approximation (in the W^1,p-norm as p1) of feasible trajectories for the one-sided Lipschitzian differential inclusions under consideration by those for their discrete approximations and also the strong convergence of optimal solutions to the corresponding dynamic optimization problems under discrete approximations. To proceed with the latter issue, we derive a new extension of the Bogolyubov-type relaxation/density theorem to the case of differential inclusions satisfying the modified one-sided Lipschitzian condition. All the results obtained are new not only in the infinite-dimensional Hilbert space framework but also in finite-dimensional spaces.     

Optimal control of a nonconvex perturbed sweeping process

The paper concerns optimal control of discontinuous differential inclusions of the normal cone type governed by a generalized version of the Moreau sweeping process with control functions acting in both nonconvex moving sets and additive perturbations. This is a new class of optimal control problems in comparison with previously considered counterparts where the controlled sweeping sets are described by convex polyhedra. Besides a theoretical interest, a major motivation for our study of such challenging optimal control problems with intrinsic state constraints comes from the application to the crowd motion model in a practically adequate planar setting with nonconvex but prox-regular sweeping sets. Based on a constructive discrete approximation approach and advanced tools of first-order and second-order variational analysis and generalized differentiation, we establish the strong convergence of discrete optimal solutions and derive a complete set of necessary optimality conditions for discrete-time and continuous-time sweeping control systems that are expressed entirely via the problem data.     

Optimization of higher order differential inclusions with initial value problem

This paper concerns the sufficient conditions of optimality for initial value problem with higher order differential inclusions (HODIs) and free endpoint constraints. Formulation of the transversality conditions plays a substantial role in the next investigations without which hardly any necessary or sufficient conditions would be obtained. In terms of Euler–Lagrange and Hamiltonian forms the sufficient conditions of optimality both for convex and “non-convex” HODIs are based on the apparatus of locally adjoint mappings. Moreover, by applying the main result to a Bolza problem described by a polynomial differential operator with constant coefficients in terms of the adjoint differential operator the sufficient condition of optimality is obtained.     

On the No-Gap Second-Order Optimality Conditions for a Discrete Optimal Control Problem with Mixed Constraints

Motivated by our recent works on optimality conditions in discrete optimal control problems under a nonconvex cost function, in this paper, we study second-order necessary and sufficient optimality conditions for a discrete optimal control problem with a nonconvex cost function and state-control constraints. By establishing an abstract result on second-order optimality conditions for a mathematical programming problem, we derive second-order necessary and sufficient optimality conditions for a discrete optimal control problem. Using a common critical cone for both the second-order necessary and sufficient optimality conditions, we obtain “no-gap” between second-order optimality conditions.     

Error Estimates for Discretized Quantum Stochastic Differential Inclusions

Abstract

This paper is concerned with the error estimates involved in the solution of a discrete approximation of a quantum stochastic differential inclusion (QSDI). Our main results rely on certain properties of the averaged modulus of continuity for multivalued sesquilinear forms associated with QSDI. We obtained results concerning the estimates of the Hausdorff distance between the set of solutions of the QSDI and the set of solutions of its discrete approximation. This extends the results of Dontchev and Farkhi Dontchev, A.L.; Farkhi, E.M. (Error estimates for discre‐ tized differential inclusions. Computing 1989, 41, 349–358) concerning classical differential inclusions to the present noncommutative quantum setting involving inclusions in certain locally convex space.     

On the spectrum of a class of differential operators and embedding theorems

The author considers the embedding problem of weighted Sobolev spacesH _p ⁿ in weightedL _s spacesL _s,r , and some sufficient conditions and necessary conditions are given, when weight functions satisfy certain conditions. The author uses the results obtained to the qualitative analysis of the spectrum of 2n-order weighted differential operator, and gives some sufficient conditions and necessary conditions to ensure that the spectrum is discrete. Supported by the National Natural Science Fundation of China and the Natural Science Foundation of Inner Mongolia.     

Stock cutting to minimize cutting length

In this paper we investigate the following problem: Given two convex P_in, and P_out where P_in is completely contained in P_out, we wish to find a sequence of ‘guillotine cuts’ to cut out P_in from P_out such that the total length of the cutting sequence is minimized. This problem has applications in stock cutting where a particular shape or design (in this case the polygon P_in) needs to be cut out of a given piece of parent material (the polygon P_out) using only guillotine cuts and where it is desired to minimize the cutting sequence length to improve the cutting time required per piece. We first prove some properties of the optimal solution to the problem and then give an approximation scheme for the problem that, given an error range δ, produces a cutting sequence whose total length is atmost δ more than that of the optimal cutting sequence. Then it is shown that this problem has optimal solutions that lie in the algebraic extension of the field that the input data belongs to — hence due to this algebraic nature of the problem, an approximation scheme is the best that can be achieved. Extensions of these results are also studied in the case where the polygons P_in and P_out are non-convex.     

Suborbits and group extensions of flows

Given a pair of an ergodic measured discrete equivalence relationR and a subrelationS ⊂R of finite index, a classification of the inclusion up to orbit equivalence will be discussed. In case of amenable and type III₀ relations, the orbit equivalence classes of inclusions will be completely classified in terms of a collection of a subgroupH and a normal subgroupG ₀ of a finite groupG and an ergodic group (G/G ₀) extension of a nonsingular flow. This is a generalization of Krieger’s theorem by which orbit equivalence classes of single relations were classified. Due to this result, essential type III inclusions will be made clear. Supported by the Japan Ministry of Education, Grant-in-Aid for Scientific Research No. (C)07640223. An erratum to this article is available at .     

A posteriori error estimates of hp spectral element methods for optimal control problems with L2-norm state constraint

In this paper, we investigate a distributed optimal control problem governed by elliptic partial differential equations with L²-norm constraint on the state variable. Firstly, the control problem is approximated by hp spectral element methods, which combines the advantages of the finite element methods with spectral methods; then, the optimality conditions of continuous system and discrete system are presented, respectively. Next, hp a posteriori error estimates are derived for the coupled state and control approximation. In the end, a projection gradient iterative algorithm is given, which solves the optimal control problems efficiently. Numerical experiments are carried out to confirm that the numerical results are in good agreement with the theoretical results.

     

Semigroups Generated by Ordinary Differential Operators in L 1(I)*

In this paper we give necessary and sufficient conditions for the existence of a C> ₀-semigroup in L ¹(I) (I real interval) generated by a second-order differential operator when suitable boundary conditions at the endpoints are imposed.     

Optimal treatment planning in radiotherapy based on Boltzmann transport calculations

A Boltzmann transport model for dose calculation in radiation therapy is considered. We formulate an optimal control problem for the desired dose. We prove existence and uniqueness of a minimizer. Based on this model we derive optimality conditions. The P_N discretization in angle of the full model is considered. We show that the P_N approximation of the optimality system is in fact the optimality system of the P_N approximation. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Finite element approximation of the elasticity spectral problem on curved domains

We analyze the finite element approximation of the spectral problem for the linear elasticity equation with mixed boundary conditions on a curved non-convex domain. In the framework of the abstract spectral approximation theory, we obtain optimal order error estimates for the approximation of eigenvalues and eigenvectors. Two kinds of problems are considered: the discrete domain does not coincide with the real one and mixed boundary conditions are imposed. Some numerical results are presented.