Second-Order Necessary Optimality Conditions for Some State-Constrained Control Problems of Semilinear Elliptic Equations

In this paper we are concerned with some optimal control problems governed by semilinear elliptic equations. The case of a boundary control is studied. We consider pointwise constraints on the control and a finite number of equality and inequality constraints on the state. The goal is to derive first- and second-order optimality conditions satisfied by locally optimal solutions of the problem. Accepted 6 May 1997     

Necessary second-order conditions for a weak local minimum in a problem with endpoint and control constraints

One of the first steps towards necessary second-order optimality conditions in problems with constraints was taken by Dubovitskii and Milyutin in 1965. They offered a scheme that was very effective in smooth optimization problems, but seemed to be not suitable for applications in problems with pointwise control constraints. In this article we consider a modification of the Dubovitskii–Milyutin scheme, which allows to derive necessary second-order conditions for a weak local minimum in optimal control problems with a finite number of endpoint constraints of equality and inequality type and with pointwise control constraints of inequality type given by smooth functions. Assuming that the gradients of active control constraints are linearly independent, we provide rather straightforward proof of these conditions for a measurable and essentially bounded optimal control.     

No-gap optimality conditions for an optimal control problem with pointwise control-state constraints

An optimal control problem with pointwise mixed constraints of the instationary three-dimensional Navier–Stokes–Voigt equations is considered. We derive second-order optimality conditions and show that there is no gap between second-order necessary optimality conditions and second-order sufficient optimality conditions. In addition, the second-order sufficient optimality conditions for the problem where the objective functional does not contain a Tikhonov regularization term are also discussed.     

Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls

We consider optimal control problems governed by semilinear elliptic equations with pointwise constraints on the state variable. The main difference with previous papers is that we consider nonlinear boundary conditions, elliptic operators with discontinuous leading coefficients and unbounded controls. We can deal with problems with integral control constraints and the control may be a coefficient of order zero in the equation. We derive optimality conditions by means of a new Lagrange multiplier theorem in Banach spaces.     

Dirichlet Boundary Control of Hyperbolic Equations in the Presence of State Constraints

We study optimal control problems for hyperbolic equations (focusing on the multidimensional wave equation) with control functions in the Dirichlet boundary conditions under hard/pointwise control and state constraints. Imposing appropriate convexity assumptions on the cost integral functional, we establish the existence of optimal control and derive new necessary optimality conditions in the integral form of the Pontryagin Maximum Principle for hyperbolic state-constrained systems.     

Second-order necessary optimality conditions for semilinear elliptic optimal control problems

This paper deals with the necessary optimality conditions for semilinear elliptic optimal control problems with a pure pointwise state constraint and mixed pointwise constraints. By computing the so-called ‘sigma-term’, we obtain the second-order necessary optimality conditions for the problems, which is sharper than some previously established results in the literature. Besides, we give a condition which relaxes the Slater condition and guarantees that the Lagrangian is normalized.     

Optimal control of semilinear elliptic equations with pointwise constraints on the gradient of the state

In this paper we are concerned with optimal control problems governed by an elliptic semilinear equation, the control being distributed in . The existence of constraints on the control as well as pointwise constraints on the gradient of the state is assumed. A convenient choice of the control space permits us to derive the optimality conditions and study the adjoint state equation, which has derivatives of measures as data. In order to carry out this study, we prove a trace theorem and state Green's formula by using the transposition method.This research was partially supported by Dirección General de Investigation Cientifica y Técnica (Madrid).     

Minimax Control of Parabolic Systems with Dirichlet Boundary Conditions and State Constraints

In this paper we formulate and study a minimax control problem for a class of parabolic systems with controlled Dirichlet boundary conditions and uncertain distributed perturbations under pointwise control and state constraints. We prove an existence theorem for minimax solutions and develop effective penalized procedures to approximate state constraints. Based on a careful variational analysis, we establish convergence results and optimality conditions for approximating problems that allow us to characterize suboptimal solutions to the original minimax problem with hard constraints. Then passing to the limit in approximations, we prove necessary optimality conditions for the minimax problem considered under proper constraint qualification conditions. Accepted 7 June 1996     

Dirichlet Boundary Control of Semilinear Parabolic Equations Part 2: Problems with Pointwise State Constraints

This paper is the continuation of the paper ``Dirichlet boundary control of semilinear parabolic equations. Part 1: Problems with no state constraints.' It is concerned with an optimal control problem with distributed and Dirichlet boundary controls for semilinear parabolic equations, in the presence of pointwise state constraints. We first obtain approximate optimality conditions for problems in which state constraints are penalized on subdomains. Next by using a decomposition theorem for some additive measures (based on the Stone—Cech compactification), we pass to the limit and recover Pontryagin's principles for the original problem. Accepted 21 July 2001. Online publication 21 December 2001.     

Necessary first-order conditions for optimal crossing of a given region

We consider a nonlinear optimal control problem with an integral functional in which the integrand is the characteristic function of a closed set in the phase space. An approximation method is applied to prove the necessary conditions of optimality in the form of a Pontryagin maximum principle without any prior assumptions on the behavior of the optimal trajectory. Similarly to phase-constrained problems, we derive conditions of nondegeneracy and pointwise nontriviality of the maximum principle. __________ Translated from Nelineinaya Dinamika i Upravlenie, No. 4, pp. 179–204, 2004.     

Optimal control of the convection-diffusion equation using stabilized finite element methods

In this paper we analyze the discretization of optimal control problems governed by convection-diffusion equations which are subject to pointwise control constraints. We present a stabilization scheme which leads to improved approximate solutions even on corse meshes in the convection dominated case. Moreover, the in general different approaches “optimize-then- discretize” and “discretize-then-optimize” coincide for the proposed discretization scheme. This allows for a symmetric optimality system at the discrete level and optimal order of convergence.     

Quadratic convergence algorithms for the problem of capture of a point by a family of convex bodies

We consider the nonlinear optimal control problem with an integral functional in which the integrand function is the characteristic function of a given closed set in the phase space. The approximation method is applied to prove the necessary conditions of optimality in the form of the Pontryagin maximum principle without any prior assumptions on the behavior of the optimal trajectory. Similarly to the case of phase-constrained problems, we derive conditions of nondegeneracy and pointwise nontriviality of the maximum principle. __________ Translated from Nelineinaya Dinamika i Upravlenie, No. 4, pp. 241–256, 2004.     

Global optimality conditions for cubic minimization problem with box or binary constraints

In this article, we provide optimality conditions for global solutions to cubic minimization problems with box or binary constraints. Our main tool is an extension of the global subdifferential approach, developed by Jeyakumar et al. (J Glob Optim 36:471–481, 2007; Math Program A 110:521–541, 2007). We also derive optimality conditions that characterize global solutions completely in the case where the cubic objective function contains no cross terms. Examples are given to demonstrate that the optimality conditions can effectively be used for identifying global minimizers of certain cubic minimization problems with box or binary constraints.     

Optimality Conditions for State-Constrained Dirichlet Boundary Control Problems

In this paper, we prove that the combination of representation theorems for additive measures introduced in Ref. 1, together with a Lagrange multiplier theorem, leads to a short and direct proof of the optimality conditions for Dirichlet control problems with pointwise state constraints.     

Second-Order Optimality Conditions for a Semilinear Elliptic Optimal Control Problem with Mixed Pointwise Constraints

This paper studies second-order optimality conditions for a semilinear elliptic optimal control problem with mixed pointwise constraints. We show that in some cases, there is a common critical cone under which the second-order necessary and sufficient optimality conditions for the problem are valid. Our results approach to a theory of no-gap second-order conditions. In order to obtain such results, we reduce the problem to a special mathematical programming problem with polyhedricity constraint set. We then use some tools of variational analysis and techniques of semilinear elliptic equations to analyze second-order conditions.     

Necessary Optimality Conditions for Optimal Control Problems with Nonsmooth Mixed State and Control Constraints

In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints are derived under the Mangasarian-Fromovitz condition and under the assumption that the state and control constraint functions are smooth. In this paper we derive necessary optimality conditions for problems with nonsmooth mixed state and control constraints under constraint qualifications based on pseudo-Lipschitz continuity and calmness of certain set-valued maps. The necessary conditions are stratified, in the sense that they are asserted on precisely the domain upon which the hypotheses (and the optimality) are assumed to hold. Moreover necessary optimality conditions with an Euler inclusion taking an explicit multiplier form are derived for certain cases.     

Optimal boundary control of hyperbolic equations with pointwise state and mixed control‐state constraints

This paper is devoted to deal with optimal control problems of semilinear hyperbolic equations with pointwise state constraints and mixed control‐state constraints. We obtain necessary optimality conditions in the form of a Pontryagin's minimum principle. Our approach is based on modern methods of variational analysis. Copyright © 2014 John Wiley & Sons, Ltd.     

Bilevel programming problems with simple convex lower level

This article is dedicated to the study of bilevel optimal control problems equipped with a fully convex lower level of special structure. In order to construct necessary optimality conditions, we consider a general bilevel programming problem in Banach spaces possessing operator constraints, which is a generalization of the original bilevel optimal control problem. We derive necessary optimality conditions for the latter problem using the lower level optimal value function, ideas from DC-programming and partial penalization. Afterwards, we apply our results to the original optimal control problem to obtain necessary optimality conditions of Pontryagin-type. Along the way, we derive a handy formula, which might be used to compute the subdifferential of the optimal value function which corresponds to the lower level parametric optimal control problem.     

Global Optimality Conditions for Some Classes of Optimization Problems

We establish new necessary and sufficient optimality conditions for global optimization problems. In particular, we establish tractable optimality conditions for the problems of minimizing a weakly convex or concave function subject to standard constraints, such as box constraints, binary constraints, and simplex constraints. We also derive some new necessary and sufficient optimality conditions for quadratic optimization. Our main theoretical tool for establishing these optimality conditions is abstract convexity.     

Optimal control for elliptic systems with pointwise euclidean norm constraints on the controls

Optimal control for an elliptic system with pointwise Euclidean norm constraints on the control variables is investigated. First order optimality conditions are derived in a manner that is amenable for numerical realisation. An efficient semismooth Newton algorithm is proposed based on this optimality system. Numerical examples are given to validate the superlinear convergence of the semismooth Newton algorithm.