On sensitivity in an optimal control problem

We give a new criterion for the existence of value in differential games. The method of proof involves Lipschitz differential games and hence extends to games with more general dynamics. The connection between using measurable control functions or simply constants is clarified.     

On optimal control problems with state constraints

This paper is concerned with necessary conditions for a general optimal control problem developed by Russak and Tan. It is shown that, in most cases, a further relation between the multipliers holds. This result is of interest in particular for the investigation of perturbations of the state constraint.     

Stability and sensitivity of solutions to nonlinear optimal control problems

Parameter-dependent optimal control problems for nonlinear ordinary differential equations, subject to control and state constraints, are considered. Sufficient conditions are formulated under which the solutions and the associated Lagrange multipliers are locally Lipschitz continuous and directionally differentiable functions of the parameter. The directional derivatives are characterized.This research was partially supported by Grant No. 3 0256 91 01 from Komitet Bada Naukowych.     

On Schwarz-type smoothers for elliptic optimal control problems

We present a multigrid method for elliptic optimal control problems using a patch smoother. The method allows a rigorous multigrid convergence analysis and shows good convergence properties, which are comparable with known results from literature. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On optimal control problems with general boundary conditions

It is shown that the necessary optimality conditions for optimal control problems with terminal constraints and with given initial state allow also to obtain in a straightforward way the necessary optimality conditions for problems involving parameters and general (mixed) boundary conditions. In a similar manner, the corresponding numerical algorithms can be adapted to handle this class of optimal control problems.This research was supported in part by the Commission on International Relations, National Academy of Sciences, under Exchange Visitor Program No. P-1-4174.The author is indebted to the anonymous reviewer bringing to his attention Ref. 9 and making him aware of the possible use of generalized inverse notation when formulating the optimality conditions.     

On a class of nonsmooth optimal control problems

In the paper the Zangwill-Pietrzykowski penalties are used for the augmentation of state-space and terminal state inequality constraints in an optimal control problem with a nonsmooth cost of a special structure having a straightforward practical application. Directional derivatives of the augmented cost are derived. In such a way bundle methods for nonsmooth minimization may be utilized.     

On the order of singular optimal control problems

In singular optimal control problems, the functional form of the optimal control function is usually determined by solving the algebraic equation which results by successively differentiating the switching function until the control appears explicitly. This process defines the order of the singular problem. Order-related results are developed for singular linear-quadratic problems and for a bilinear example which gives new insights into the relationship between singular problem order and singular are order.Dedicated to R. BellmanThis work was supported by the National Science Foundation under Grant No. ENG-77-16660.     

On a class of inverse optimal control problems

Four distinct, though closely related, inverse optimal control problems are considered. Given a closed, convex setU in a real Hilbert spaceX and an elementu ₀ inU, it is desired to find all functionals of the form (u,Ru) such that (i)R is a self-adjoint positive operator and (u,Ru) is minimized over the setU at the pointu ₀, (ii)R is self-adjoint, positive definite and (u,Ru) is minimized overU atu ₀, (iv)R is self-adjoint, positive definite and (u,Ru) is uniquely minimized overU atu ₀. The interrelationships among the sets of solutions of these problems are pointed out. Necessary and sufficient conditions which explicitly characterize the solutions to each of these problems are derived. The question of existence of a solution (namely, Given a particular setU and a particular elementu ₀, under what conditions does there exist an operatorR having certain required properties?) is discussed. The results derived are illustrated by an example.     

Gradient evaluation in DAE optimal control problems by sensitivity equations and adjoint equations

The problem of calculating gradients for discretized optimal control problems is addressed. These gradients are needed by a sequential quadratic programming (SQP) method, which is used to solve the discretized optimal control problem. Two approaches for gradient calculation are discussed and compared numerically. The first approach uses sensitivity equations, the second uses adjoint equations. It turns out that it depends on the problem dimensions which approach is more preferable compared to the other. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On optimal control problems connected with eigenvalue variational inequalities

The eigenvalue optimization problem for a variational inequality over the convex cone is to be dealt with. The control variable appears in the operator of the unilateral problem. The existence theorem for the maximum first eigenvalue optimization problem is stated and verified. The necessary optimality condition is derived. The applications to the optimal design of unilaterally supported beams and plates are presented. The variable thickness of a construction plays the role of a design variable. The convergence of the finite elements approximation is proved. Copyright © 2001 John Wiley & Sons, Ltd.     

On some elliptic optimal control problems with state constraints

In this paper optimality conditions will be derived for elliptic optimal control problems with a restriction on the state or on the gradient of the state. Essential tools are the method of transposition and generalized trace theorems and green's formulas from the theory of elliptic differential equations.     

Stability and sensitivity of solutions to optimal control problems for systems with control appearing linearly

We consider a family of optimal control problems for systems described by nonlinear ordinary differential equations with control appearing linearly. The cost functionals and the control constraints are convex. All data depend on a vector parameter.Using the concept of the second-order sufficient optimality conditions it is shown that the solutions of the problems, as well as the associated Lagrange multipliers, are locally Lipschitz continuous and directionally differentiable functions of the parameter.     

On saturation effects in the Neumann boundary control of elliptic optimal control problems

A Neumann boundary control problem for a linear-quadratic elliptic optimal control problem in a polygonal domain is investigated. The main goal is to show an optimal approximation order for discretized problems after a postprocessing process. It turns out that two saturation processes occur: The regularity of the boundary data of the adjoint is limited if the largest angle of the polygon is at least 2π/3. Moreover, piecewise linear finite elements cannot guarantee the optimal order, if the largest angle of the polygon is greater than π/2. We will derive error estimates of order h ^α with α∈[1,2] depending on the largest angle and properties of the finite elements. Finally, numerical test illustrates the theoretical results.     

On saturation effects in the Neumann boundary control of elliptic optimal control problems

A Neumann boundary control problem for a linear-quadratic elliptic optimal control problem in a polygonal domain is investigated. The main goal is to show an optimal approximation order for discretized problems after a postprocessing process. It turns out that two saturation processes occur: The regularity of the boundary data of the adjoint state is limited if the largest angle of the polygon is at least 2π /3. Moreover, piecewise linear finite elements cannot guarantee the optimal order, if the largest angle of the polygon is greater than π /2. We will derive error estimates of order h^σ with σ ∈ [3/2, 2] depending on the largest angle and properties of the finite elements. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)