Finiteness Result for the Simplicial Branch-and-Bound Algorithm Based on ω-Subdivisions

The question of the finiteness of simplicial branch-and-bound algorithms employing only -subdivisions is considered. In Ref. 1, it was shown that this algorithm is convergent; here, it is proved that the algorithm is also finite if two assumptions are fulfilled. The first assumption requires the function values at vertices of the initial simplex to be lower than the optimal value of the problem. The second assumption requires each vertex of the initial simplex to violate at most one of the constraints defining the feasible polytope. The first assumption is mild from a theoretical point of view; the second assumption is strong, but holds always for instance when the feasible region is a hypercube.     

Nonlinear Lagrange Duality Theorems and Penalty Function Methods In Continuous Optimization

We propose a general dual program for a constrained optimization problem via generalized nonlinear Lagrangian functions. Our dual program includes a class of general dual programs with explicit structures as special cases. Duality theorems with the zero duality gap are proved under very general assumptions and several important corollaries which include some known results are given. Using dual functions as penalty functions, we also establish that a sequence of approximate optimal solutions of the penalty function converges to the optimal solution of the original optimization problem.     

Optimal ℋ∞-state feedback control for continuous-time linear systemsfeedback control for continuous-time linear systems

This paper proposes a convex programming method to achieve optimal -state feedback control for continuous-time linear systems. State space conditions, formulated in an appropriate parameter space, define a convex set containing all the stabilizing control gains that guarantee an upper bound on the -norm of the closed-loop transfer function. An optimization problem is then proposed, in order to minimize this upper bound over the previous convex set, furnishing the optimal -control gain as its optimal solution. A limiting bound for the optimum -norm can easily be calculated, and the proposed method will achieve minimum attenuation whenever a feasible state feedback controller exists. Generalizations to decentralized and output feedback control are also investigated. Numerical examples illustrate the theory.This research has been supported in part by grants from Fundação de Amparo à Pesquisa do Estado de São Paulo—FAPESP and Conselho Nacional de Desenvolvimento Científico e Tecnológico, CNPq—Brazil. The authors are grateful to the anonymous referees for their useful comments on this paper.     

Sensitivity analysis of distributed-parameter optimal control problems for nonlinear parabolic equations

A sequence of optimal control problems for systems described by nonlinear parabolic equations is considered. It is proved that, under the -convergence of objective functionals, the parabolicG-convergence of operators in the state equations, and the Kuratowski convergence of control constraint sets, a convergent sequence of optimal pairs has a limit which is an optimal pair for the limit control problem. The convergence of minimal values is also obtained.This research was supported in part by the Istituto Nazionale di Alta Matematica F. Severi, Rome, Italy. Part of this research was carried out while the author was visiting the Scuola Normale Superiore, Pisa, Italy.     

一类具漂移的“跳-停”奇异型随机控制

以随机分析和最优控制理论为基础,讨论了一类带停时的奇异型随机控制问题.在原模型状态过程的基础上添加了漂移因子,并将原模型中的控制费用函数推广为一般的费用函数.在某些条件下,得到"跳一停"策略是其最优控制策略,并给出了"跳一停"策略存在的条件以及控制方法,所得的结论在实际中有较深的应用背景.     

一类非对称的“跳-停”奇异型随机控制

研究了一类带停时的非对称的奇异型随机控制的折扣问题,不论是从受控状态过程还是从费用函数均推广为较一般的情形,得到"跳-停"策略是其最优控制策略,并给出了"跳-停"策略存在的条件、最优费用函数以及控制方法,所得的结论在实际中有较深的应用背景。     

A convergence result for a sequence of distributed-parameter optimal control problems

In this paper, we consider a sequence of abstract optimal control problems by allowing the cost integrand, the partial differential operator, and the control constraint set all to vary simultaneously. Using the notions of -convergence of functions,G-convergence of operators, and Kuratowski-Mosco convergence of sets, we show that the values of the approximating problems converge to that of the limit problem. Also we show that a convergent sequence of optimal pairs for the approximating problems has a limit which is optimal for the limit problem. A concrete example of parabolic optimal control problems is worked out in detail.This research was supported by NSF Grant No. DMS-88-02688.     

Harmonic and Refined Extraction Methods for the Singular Value Problem,with Applications in Least Squares Problems

For the accurate approximation of the minimal singular triple (singular value and left and right singular vector) of a large sparse matrix, we may use two separate search spaces, one for the left, and one for the right singular vector. In Lanczos bidiagonalization, for example, such search spaces are constructed. In SIAM J. Sci. Comput., 23(2) (2002), pp. 606–628, the author proposes a Jacobi–Davidson type method for the singular value problem, where solutions to certain correction equations are used to expand the search spaces. As noted in the mentioned paper, the standard Galerkin subspace extraction works well for the computation of large singular triples, but may lead to unsatisfactory approximations to small and interior triples. To overcome this problem for the smallest triples, we propose three harmonic and a refined approach. All methods are derived in a number of different ways. Some of these methods can also be applied when we are interested in the largest or interior singular triples. Theoretical results as well as numerical experiments indicate that the results of the alternative extraction processes are often better than the standard approach. We show that when Lanczos bidiagonalization is used for the subspace expansion, the standard, harmonic, and refined extraction methods are all essentially equivalent. This gives more insight in the success of Lanczos bidiagonalization to find the smallest singular triples. Finally, we show that the extraction processes for the smallest singular values may give an approximation to a least squares problem at low additional costs. The truncated SVD is also discussed in this context. AMS subject classification (2000) 65F15, 65F50, (65F35, 93E24).Submitted December 2002. Accepted October 2004. Communicated by Haesun Park.M. E. Hochstenbach: The research of this author was supported in part by NSF grant DMS-0405387. Part of this work was done when the author was at Utrecht University.     

Well-conditioned computation for H ∞ controller near the optimum

The present paper gives a procedure for determining a H optimal controller in the assumption that the game Riccati equations have stabilizing positive definite solutions at the optimum value. A specific feature of the construction is its first step consisting in balancing with respect to the positive definite stabilizing solutions of the Riccati equations. The justification is based on singular perturbations reduction.     

A linear quadratic optimal control problem with disturbances—An algebraic Riccati equation and differential games approach

A linear quadratic optimal control problem with coexisting initial and persistent disturbances is studied. Upper and lower values and relevant algebraic Riccati equations (ARE for short) are introduced. Various relations among these values are presented. The solvability of the resulting AREs is shown to be closely related to the solvability of the original optimal control problem. A formula is obtained for the solution of one of the AREs, which is of nonstandard form. Several unexpected features of the original problem are revealed from the standpoint of differential games. Some known results on the so-calledH optimal control problem are recovered.This work was partially supported by the Chinese NSF under Grant 19131050, the Chinese State Education Commission Science Foundation, the SEDC Foundation for Young Academics, and the Fok Ying Tung Education Foundation.     

Summation of Singular Series Corresponding to Representations of Numbers by Some Quadratic Forms in Twelve Variables

Formulas for calculating the sum of singular series corresponding to the number of representations of integers by some quadratic forms in 12 variables with integral coefficient are derived.     

A method for characterizing nilpotent centers

To characterize when a nilpotent singular point of an analytic differential system is a center is of particular interest, first for the problem of distinguishing between a focus and a center, and second for studying the bifurcation of limit cycles from it or from its period annulus. We provide necessary conditions for detecting nilpotent centers based on recent developments. Moreover we survey the last results on this problem and illustrate our approach by means of examples.     

一类具有13个参数的7次系统的极限环分支

研究了一类具有幂零奇点的7次多项式微分系统的极限环分支与中心问题.借助于数学软件MATHEMATICA,推导出系统在原点的前14个拟Lyapunov常数,从而得到了系统的原点为中心的充要条件,证明了系统在3阶幂零奇点处可以分支出14个极限环,给出了7次李雅谱诺夫系统在3阶幂零奇点处的环性数的下界.     

Control of nonlinear systems in singular problems

The minimum singular functional control problem is analyzed for a class of multi-input affine nonlinear systems. We develop an algorithm for solving the singular problem that is applicable whether or not singular sub-arcs exist in the optimal control. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal control in a quantum cooling problem

The optimal control for cooling a quantum harmonic oscillator by controlling its frequency is considered. It is shown that this singular problem may be transformed with the proper choice of coordinates to an equivalent problem which is no longer singular. The coordinates used are sufficiently simple that a graphical solution is possible and eliminates the need to use a Weierstrass-like approach to show optimality. The optimal control of this problem is of significance in connection with cooling physical systems to low temperatures. It is also mathematically significant in showing the power and limitations of coordinate transformations for attacking apparently singular problems.     

Soliton-Stripe Patterns in Charged Langmuir Monolayers

We consider a charged Langmuir monolayer problem where electrostatic interaction forces undulations in the molecular concentration of the monolayer. Using the -convergence theory in singular perturbative variational calculus, we prove the existence of soliton-stripe lamellar patterns as one-dimensional local minimizers of the free energy, which are characterized by sharp domain walls delineating fully segregated dense liquid and dilute gas regions of the monolayer.     

Γ-convergence and optimal control problems

In this paper, we give some applications ofG-convergence and -convergence to the study of the asymptotic limits of optimal control problems. More precisely, given a sequence (P _h) of optimal control problems and a control problem (P), we determine some general conditions, involvingG-convergence and -convergence, under which the sequence of the optimal pairs of the problems (P _h) converges to the optimal pair of problem (P).The authors wish to thank Professor E. De Giorgi for many stimulating discussions.     

Fixed-Point Technique for Implicit Complementarity Problem in Hilbert Lattice

In this paper, we consider and study the implicit complementarity problem in the setting of a Hilbert lattice. It has been shown that this problem can be formulated as a fixed-point problem by using a suitable change of variables. Moreover, this formulation allows us to prove the existence and uniqueness of solutions of the implicit complementarity problem.