Optimal control of the obstacle in semilinear variational inequalities

We consider an optimal control problem where the state satisfies an obstacle type semilinear variational inequality and the control function is the obstacle. The state is chosen to be close to a desired profile while the obstacle is not too large in H ₀ ¹ (), and H ²-bounded. We prove that an optimal control exists and give necessary optimality conditions, using approximation techniques.     

Criteria of optimality in the infinite-time optimal control problem

The present paper gives a systematic presentation of different definitions of optimality in the infinite-time optimal control problem. Some of these definitions are new, while others have been used throughout the literature, sometimes with different names. The logical implications between them are clearly stated, corresponding comparison criteria for solutions are defined, and other relations as well as two types of equivalence relations are established.This work was supported in part by Simmons College Fund for Research, Grant No. 201.     

Optimal shape design for systems governed by variational inequalities,part 3: Necessary conditions in the elliptic case

General optimality conditions are obtained for optimal shape design for systems governed by a class of elliptic variational inequalities. The conditions are established by making use of the necessary conditions for optimal control of systems governed by strongly monotone variational inequalities. These conditions are then applied to an electrochemical machining problem.     

Optimal control of an obstacle problem

We investigate optimal control problems governed by variational inequalities, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first relax the feasible domain of the problem; then using both mathematical programming methods and penalization methods we get optimality conditions with smooth lagrange multipliers.     

Optimal obstacle control problem for semilinear evolutionary bilateral variational inequalities

This paper is concerned with an optimal control problem for semilinear evolutionary bilateral variational inequalities. The pair of the upper and lower obstacles is taken as the control and the corresponding state is chosen close to a desired target profile with the norms of the obstacles not too large. Existence and optimality conditions for the problem are derived.     

Necessary optimality conditions in an abnormal optimization problem with equality constraints

An abnormal minimization problem with equality constraints and a finite-dimensional image is examined. Second-order necessary conditions for this problem are given that strengthen previously known results.     

Necessary optimality conditions for singular controls

A definition of singular controls with respect to components is given that includes, in particular, the conventional definition. On the basis of this definition, new necessary optimiality conditions for singular controls with respect to components are derived for the processes governed by systems of ordinary differential equations.     

Optimal control of unilateral obstacle problem with a source term

We consider an optimal control problem for the obstacle problem with an elliptic variational inequality. The obstacle function which is the control function is assumed in H². We use an approximate technique to introduce a family of problems governed by variational equations. We prove optimal solutions existence and give necessary optimality conditions. The author is grateful to Prof. M. Bergounioux for her instructive suggestions.     

Fast solution of the obstacle problem

The purpose of this paper is to present a fast algorithm for the numerical solution of the one-dimensional obstacle problem. It is proven that the algorithm converges in a finite number of steps; application examples showing its efficiency are presented.This work was supported by the National Research Council of Argentina, Grant No. PID-3091000.     

Second order optimality conditions for a class of control problems governed by non-linear integral equations with application to parabolic boundary control

In the paper necessary and sufficient second order optimality conditions for optimal control problems governed by weakly singular non linear Hammerstein integral equations are derived. They are applied to a semilinear parabolic boundary control problem for the one dimensional heat equation.     

Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition

In this paper we study conditions for optimality of a deterministic control problem where the state of the system is required to stop at the boundary. Using the Clarke generalized gradient, we refine the classical verification theorem and show that it is not only sufficient but also necessary for optimality. It is also shown that the solution to the generalized Bellman-Jacobi-Hamilton equation involving the Clarke generalized gradient is unique among the class of regular functions.     

Sufficient optimality conditions and duality for a quasiconvex programming problem

Under differentiability assumptions, Fritz John Sufficient optimality conditions are proved for a nonlinear programming problem in which the objective function is assumed to be quasiconvex and the constraint functions are assumed to quasiconcave/strictly pseudoconcave. Duality theorems are proved for Mond-Weir type duality under the above generalized convexity assumptions.The first author is thankful to the Natural Science and Engineering Research Council of Canada for financial support through Grant No. A-5319. The authors are thankful to Professor B. Mond for suggestions that improved the original draft of the paper.     

Second-order optimality conditions in a discrete optimal control problem

Discrete optimal control problems with variable endpoints and with inequality type constraints on control are considered. We derive first- and second-order necessary optimality conditions that are meaningful without a priori normality assumptions.     

On sufficient optimality conditions for a quasiconvex programming problem

Some remarks are made on a paper by Bector, Chandra, and Bector (see Ref. 1) concerning the Fritz John and Kuhn-Tucker sufficient optmality conditions as well as duality theorems for a nonlinear programming problem with a quasiconvex objective function.This research was supported by the Italian Ministry of University Scientific and Technological Research.     

A note on optimality conditions for the Euclidean. Multifacility location problem

Thekey problem of the Euclidean multifacility location (EMFL) problem is to decide whether a givendead point is optimal. If it is not optimal, we wish to compute a descent direction. This paper extends the optimality conditions of Calamai and Conn and Overton to the case when the rows of the active constraints matrix are linearly dependent. We show that linear dependence occurs wheneverG, the graph of the coinciding facilities, has a cycle. In this case the key problem is formulated as a linear least squares problem with bounds on the Euclidean norms of certain subvectors.     

Optimality conditions in a step control problem

First-and second-order necessary optimality conditions are obtained for the control of step systems.     

Optimal control for the thermistor problem with a current limiting device

Email: cimatti{at}dm.unipi.it Received on September 26, 2005; Accepted on August 2, 2006 The problem of finding in the thermistor problem the optimaldifference of applied potential in order to minimize a suitablecost functional involving the temperature is studied. We findthe optimal system in the elementary case of constant electricconductivity. In addition, a theorem of existence of the optimalsolution is given in the general case of conductivities dependingon the temperature.     

Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem

This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.