The Fundamental Solution and Its Role in the Optimal Control of Infinite Dimensional Neutral Systems

In this work, we shall consider standard optimal control problems for a class of neutral functional differential equations in Banach spaces. As the basis of a systematic theory of neutral models, the fundamental solution is constructed and a variation of constants formula of mild solutions is established. We introduce a class of neutral resolvents and show that the Laplace transform of the fundamental solution is its neutral resolvent operator. Necessary conditions in terms of the solutions of neutral adjoint systems are established to deal with the fixed time integral convex cost problem of optimality. Based on optimality conditions, the maximum principle for time varying control domain is presented. Finally, the time optimal control problem to a target set is investigated.     

Optimal contraception control for a size-structured population model with extra mortality

ABSTRACT

This paper investigates the theoretical aspects for an optimal contraception control problem of a linear size-structured population model with extra mortality. The existence of a unique non-negative solution is established by using the Banach fixed-point theorem. The existence of a unique optimal strategy is derived by the Mazur theorem in convex analysis and the optimality conditions are obtained by means of normal cone and adjoint system techniques. Finally, some numerical results demonstrate the effectiveness of the theoretical results in our paper.     

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.     

Optimal control of the bidomain system (I): The monodomain approximation with the Rogers-McCulloch model

For the monodomain approximation of the bidomain equations, a weak solution concept is proposed. We analyze it for the FitzHugh-Nagumo and the Rogers-McCulloch ionic models, obtaining existence and uniqueness theorems. Subsequently, we investigate optimal control problems subject to the monodomain equations. After proving the existence of global minimizers, the system of the first-order necessary optimality conditions is rigorously characterized. For the adjoint system, we prove an existence and regularity theorem as well.     

Optimal control of continuity equations

An optimal control problem for the continuity equation is considered. The aim of a “controller” is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular case of the problem, where an initial distribution is absolutely continuous with smooth density and the target set has certain regularity properties, a necessary optimality condition is derived. It is shown that for the general problem one may construct a perturbed problem that satisfies all the assumptions of the necessary optimality condition, and any optimal control for the perturbed problem, is nearly optimal for the original one.     

On a class of optimal control problems with distributed and lumped parameters

The optimal control of moving sources governed by a parabolic equation and a system of ordinary differential equations with initial and boundary conditions is considered. For this problem, an existence and uniqueness theorem is proved, sufficient conditions for the Fréchet differentiability of the cost functional are established, an expression for its gradient is derived, and necessary optimality conditions in the form of pointwise and integral maximum principles are obtained.     

一类基于时滞和年龄分布的种群控制问题

研究一类具有离散时滞和年龄结构的生物种群模型的最优收获策略,其状态方程由一阶偏泛函微分方程描述.运用极值化序列方法和Mazur定理证明了最优控制的存在性,借助非线性泛函分析中的切锥-法锥和共轭系统技巧导出了最优性条件.通过对共轭系统的细致分析,确立了最优控制的唯一性,给出了最优解的特征刻画.     

具有年龄结构和约束的群落系统的最优收获

研究一类有年龄结构和相互作用的两种群构成的群落系统的最优收获问题,要求控制过程结束时的种群状态充分接近预先指定的年龄分布.证明了最优控制的存在性,运用Dubovitskii-Milyutin理论导出了最优性条件.这种处理方法为研究连续年龄分布下种群收获问题提供了统一框架.     

具非线性控制变量的非自治松驰系统时间最优追踪控制问题中的若干结果

本文讨论了一类广义非自治离散松驰系统的时间最优控制问题，将R^n中点曲线的目标约束推广为凸集值函数的超曲线约束．在证明了松驰系统与原系统可达集相等的基础上，得到了最优控制的存在性．由凸集分离定理及终端时间闺值函数方程，我们获得了最大值原理及最优控制时间的确定方法．较之Hamilton方法，本文的条件更一般．离散松驰系统的相关结论可以用于分散控制．     

带环境污染的与年龄相关的非线性种群动力系统的最优控制

研究带环境污染的与年龄相关的非线性种群动力系统的最优控制问题,利用不动点定理得出系统非负解的存在性和唯一性,利用极大化序列及紧性证明最优控制的存在性,利用法锥方法得到控制问题的最优条件.     

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.     

Optimal control of constrained time lag systems: Necessary conditions and numerical treatment

We consider retarded optimal control problems with constant delays in state and control variables under mixed controlstate inequality constraints. First order necessary optimality conditions in the form of Pontryagin's minimum principle are presented and discussed as well as numerical methods based upon discretization techniques and nonlinear programming. The minimum principle for the considered problem class leads to a boundary value problem which is retarded in the state dynamics and advanced in the costate dynamics. It can be shown that the Lagrange multipliers associated with the programming problem provide a consistent discretization of the advanced adjoint equation for the delayed control problem. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Sufficient Optimality Conditions for Optimal Control Problems with State Constraints

It is well-known in optimal control theory that the maximum principle, in general, furnishes only necessary optimality conditions for an admissible process to be an optimal one. It is also well-known that if a process satisfies the maximum principle in a problem with convex data, the maximum principle turns to be likewise a sufficient condition. Here an invexity type condition for state constrained optimal control problems is defined and shown to be a sufficient optimality condition. Further, it is demonstrated that all optimal control problems where all extremal processes are optimal necessarily obey this invexity condition. Thus optimal control problems which satisfy such a condition constitute the most general class of problems where the maximum principle becomes automatically a set of sufficient optimality conditions.     

一类具有年龄分布和加权的种群系统的最优控制

本文研究了一类依赖于年龄结构的非线性种群系统的最优控制问题，其生死率依赖于个体年龄和加权规模．应用Ekeland’S变分原理证明了最优解的存在性，并用法锥和共轭系统技巧导出了最优性条件．     

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.     

Optimal Control of Differential–Algebraic Equations of Higher Index, Part 1: First-Order Approximations

This paper deals with optimal control problems described by higher index DAEs. We introduce a class of these problems which can be transformed to index one control problems. For this class of higher index DAEs, we derive first-order approximations and adjoint equations for the functionals defining the problem. These adjoint equations are then used to state, in the accompanying paper, the necessary optimality conditions in the form of a weak maximum principle. The constructive way used to prove these optimality conditions leads to globally convergent algorithms for control problems with state constraints and defined by higher index DAEs.     

An optimal birth control problem for a dynamical population model with size-structure

This work is concerned with an optimal control problem for a size-structured population model, which takes fertility as the control variable. The existence and uniqueness of solutions to the basic state system and the dual system are proven via the Banach fixed point theorem. Necessary optimality conditions of first order are established in the form of an Euler-Lagrange system by the use of tangent-normal cone technique. The existence of a unique optimal controller is established by means of Ekeland’s variational principle. An example and some comments are presented.     

Existence of Solutions for a Class of Nonlinear Evolution Inclusions with Nonlocal Conditions

This paper deals with the nonlocal problems for a class of nonlinear first-order evolution inclusions. Some existence results are established for the cases of a convex and of a nonconvex valued perturbation terms. Also, the existence of extremal solutions and a strong relaxation theorem are obtained. Subsequently a nonlinear hyperbolic optimal control problem is considered and the existence theorems based on the proven results are obtained. Then the nonlinear version of “bang–bang” principle for control systems is given as well by utilizing the relaxation theorem.     

Duality and existence theory for nondifferentiable programming

Necessary and sufficient conditions of optimality are given for a nonlinear nondifferentiable program, where the constraints are defined via closed convex cones and their polars. These results are then used to obtain an existence theorem for the corresponding stationary point problem, under some convexity and regularity conditions on the functions involved, which also guarantee an optimal solution to the programming problem. Furthermore, a dual problem is defined, and a strong duality theorem is obtained under the assumption that the constraint sets of the primal and dual problems are nonempty.     

Some aspects of reachability for parabolic boundary control problems with control constraints

A class of one-dimensional parabolic optimal boundary control problems is considered. The discussion includes Neumann, Robin, and Dirichlet boundary conditions. The reachability of a given target state in final time is discussed under box constraints on the control. As a mathematical tool, related exponential moment problems are investigated. Moreover, based on a detailed study of the adjoint state, a technique is presented to find the location and the number of the switching points of optimal bang-bang controls. Numerical examples illustrate this procedure.