Optimal control of multivalued quasi variational inequalities

Optimal control of various variational problems has been an area of active research. On the other hand, in recent years many important models in mechanics and economics have been formulated as multi-valued quasi variational inequalities. The primary objective of this work is to study optimal control of the general nonlinear problems of this type. Under suitable conditions, we ensure the existence of an optimal control for a quasi variational inequality with multivalued pseudo-monotone maps. Convergence behavior of the control is studied when the data for the state quasi variational inequality is contaminated by some noise. Some possible applications are discussed.     

Low-Infrastructure Real-Time Embedded Control via Variational Integrators

This paper presents a discrete time receding horizon control scheme that leverages the numerical properties of a variational integrator to facilitate real-time control generation on an embedded system. The variational integrator employed is well-suited to classical estimation and control algorithms, e.g. LQR, extended Kalman filters, and particle filters. The structure-preserving properties of this variational integrator lead to increased performance of estimation and control routines, especially in low-bandwidth applications. Several experimental examples are presented that illustrate the features of this receding horizon control scheme when leveraging the desirable numerical properties of the variational integrator. © 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stopping Problems of Certain Multiplicative Functionals and Optimal Investment with Transaction Costs

Optimal stopping and impulse control problems with certain multiplicative functionals are considered. The stopping problems are solved by showing the unique existence of the solutions of relevant variational inequalities. However, since functions defining the multiplicative costs change the signs, some difficulties arise in solving the variational inequalities. Through gauge transformation we rewrite the variational inequalities in different forms with the obstacles which grow exponentially fast but with positive killing rates. Through the analysis of such variational inequalities we construct optimal stopping times for the problems. Then optimal strategies for impulse control problems on the infinite time horizon with multiplicative cost functionals are constructed from the solutions of the risk-sensitive variational inequalities of "ergodic type" as well. Application to optimal investment with fixed ratio transaction costs is also considered.     

Variational Dualities in the Linear Regulator and Estimation Problems With and Without Time Delay

A unified approach to the variational dualities in the stateregulator of control theory and linear estimation with and withouttime delay is developed by the complementary variational technique.New variational duals for the state regulator with time-delayand estimation problems with and without time delay are presented.     

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems is proposed based on the extended Hamiltonian principle, the Hamilton-Jacobi-Bellman (HJB) equation and its variational integral equation, and the finite time element approximation. The differential extended Hamiltonian equations for structural vibration systems are replaced by the variational integral equation, which can preserve intrinsic system structure. The optimal control law dependent on the value function is determined by the HJB equation so as to satisfy the overall optimality principle. The partial differential equation for the value function is converted into the integral equation with variational weighting. Then the successive solution of optimal control with system state is designed. The two variational integral equations are applied to sequential time elements and transformed into the algebraic equations by using the finite time element approximation. The direct optimal control on each time element is obtained respectively by solving the algebraic equations, which is unconstrained by the system state observed. The proposed control algorithm is applicable to linear and nonlinear systems with the quadratic performance index, and takes into account the effects of external excitations measured on control. Numerical examples are given to illustrate the optimal control effectiveness.     

The existence results for obstacle optimal control problems

This paper is concerned with the existence of an optimal control problem for a quasi-linear elliptic obstacle variational inequality in which the obstacle is taken as the control. Firstly, we get some existence results under the assumption of the leading operator of the variational inequality with a monotone type mapping in Section 2. In Section 3, as an application, without the assumption of the monotone type mapping for the leading operator of the variational inequality, we prove that the leading operator of the variational inequality is a monotone type mapping. Existence of the optimal obstacle is proved. The method used here is different from [Y.Y. Zhou, X.Q. Yang, K.L. Teo, The existence results for optimal control problems governed by a variational inequality, J. Math. Anal. Appl. 321 (2006) 595-608].     

General necessary conditions for infinite horizon fractional variational problems

We consider infinite horizon fractional variational problems, where the fractional derivative is defined in the sense of Caputo. Necessary optimality conditions for higher-order variational problems and optimal control problems are obtained. Transversality conditions are obtained in the case state functions are free at the initial time.     

Elliptic partial differential equation and optimal control

The theory of optimal control and the semianalytical method of elliptic partial differential equation (PDE) in a prismatic domain are mutually simulated issues. The simulation of discrete-time linear quadratic (LQ) control with the substructural chain problem in static structural analysis is given first. From the minimum potential energy variational principle of substructural chain, the generalized variational principle with two kinds of variables and the dual equations are derived. The simulation relation is then recognized by comparing the variational principle and dual equations of the LQ control theory. The simulation between elliptic PDE in the prismatic domain and continuous-time LQ control is established in the same way, and the interval energy is naturally introduced, as in the case of substructural chain. The assembling and condensation equations can help one to derive the differential equations of the submatrices of potential energy and mixed energy. The well known Riccati equation is one of them. The interval assembling and condensation algorithm can be used to solve the Riccati equation. Some numerical examples are given to illustrate the method.     

Indirect Obstacle Minimax Control for Elliptic Variational Inequalities

A minimax control problem for a coupled system of a semilinear elliptic equation and an obstacle variational inequality is considered. The major novelty of such problem lies in the simultaneous presence of a nonsmooth state equation (variational inequality) and a nonsmooth cost function (sup norm). In this paper, the existence of optimal controls and the optimality conditions are established.     

A Combination of Variational and Penalty Methods for Solving a Class of Fractional Optimal Control Problems

This paper develops an approximate method, based on the combination of epsilon penalty and variational methods, for solving a class of multidimensional fractional optimal control problems. The fractional derivative is in the Caputo sense. In the presented method, utilizing the epsilon method, the given optimal control problem transforms into an unconstrained optimization problem; then, the equivalent variational equality is derived for the given unconstrained problem. The variational equality is approximately solved by applying a spectral method.     

On Some Regularity Properties in Variational Analysis

Some properties, connected with recent generalizations of the classic notion of Lipschitz continuity for multifunctions, are investigated with reference to variational systems, that is to solution maps associated to parametrized generalized equations. The latter ones are a convenient framework to address several questions, mainly related to the stability and sensitivity analysis, arising in mathematical programming, optimal control, equilibrium and variational inequality theory. Global and local criteria for metric regularity and Lipschitz-likeness of variational systems are obtained. Some applications to the exact penalization of mathematical programs with equilibrium constraints and to the Lipschitzian stability of fixed points for multivalued contractions are then considered.     

Thickness optimization problem

An optimal control problem governed by a variational inequality of elliptic type is considered. Necessary optimality conditions are obtained and, in some special cases, the optimal control is determined.     

Switching Time Optimization for Bang-Bang and Singular Controls

Optimal control problems with the control variable appearing linearly are studied. A method for optimization with respect to the switching times of controls containing both bang-bang and singular arcs is presented. This method is based on the transformation of the control problem into a finite-dimensional optimization problem. Therein, first and second-order optimality conditions are thoroughly discussed. Explicit representations of first and second-order variational derivatives of the state trajectory with respect to the switching times are given. These formulas are used to prove that the second-order sufficient conditions can be verified on the basis of only first-order variational derivatives of the state trajectory. The effectiveness of the proposed method is tested with two numerical examples.     

Composition duality methods for evolution mixed variational inclusions

Composition duality methods are presented for the qualitative and discretization analysis of primal and dual evolution mixed variational inclusions in reflexive Banach spaces. Abstract applications to macro-hybrid variational formulations, semi-discrete internal approximations globally nonconforming and time marching schemes implementable as multidomain proximal-point algorithms are studied. Stationary fully discrete inclusions are considered as well as corresponding preconditioned penalty–duality algorithms. To illustrate the theory, a monotone distributed control diffusion problem is treated.     

Characterizations of an approximate minimum in optimal control

By using the classical variational methods based on geodesic coverings of a domain and on Hilbert's independent integral, further characterizations of an approximate solution in problems of control are described. The starting point is the Ekeland-type characterization, the variational principle. As consequences, sufficient conditions for optimality are obtained in a form similar to the Weierstrass conditions from the calculus of variations.The author is grateful to the referee for the valuable counterexamples to the first version of the paper.     

Control variational method approach to bending and contact problems for Gao beam

This paper deals with a nonlinear beam model which was published by D.Y.Gao in 1996. It is considered either pure bending or a unilateral contact with elastic foundation, where the normal compliance condition is employed. Under additional assumptions on data, higher regularity of solution is proved. It enables us to transform the problem into a control variational problem. For basic types of boundary conditions, suitable transformations of the problem are derived. The control variational problem contains a simple linear state problem and it is solved by the conditioned gradient method. Illustrative numerical examples are introduced in order to compare the Gao beam with the classical Euler-Bernoulli beam.     

Proximal penalty-duality algorithms for mixed optimality conditions

Preconditioned proximal penalty-duality two- and three-field algorithms for mixed optimality conditions, of evolution mixed constrained optimal control problems, are considered. Fixed point existence analysis is performed for corresponding evolution mixed governing variational state systems, in reflexive Banach spaces. Further, convergence analysis of the proximal penalty-duality algorithms is established via fixed point characterizations. In both analysis, a resolvent fixed point variational strategy is applied.     

The Coupling of Boundary Integral and Finite Element Methods for the Navier-Stokes Equations in an Exterior Domain

In this paper, a technique of coupling variational formulation of FEM and BIE (boundary integral equation) is used to deal with stationary Navier-Stokes equations in an unbounded domain. We discuss well-posedness for the coupling variational problem, the regularization method and FEM-BEM approximation. Finally, operator splitting and optimal control techniques are used to treat the difficulty of nonlinearity and constraints in computer implementation.     

Discrete Variational Optimal Control

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of variational principles. The key point is to solve the optimal control problem as a variational integrator of a specially constructed higher dimensional system. The developed framework applies to systems on tangent bundles, Lie groups, and underactuated and nonholonomic systems with symmetries, and can approximate either smooth or discontinuous control inputs. The resulting methods inherit the preservation properties of variational integrators and result in numerically robust and easily implementable algorithms. Several theoretical examples and a practical one, the control of an underwater vehicle, illustrate the application of the proposed approach.     

On the Directional Differentiability of the Solution Mapping for a Class of Variational Inequalities of the Second Kind

The directional differentiability of the solution mapping for a class of variational inequalities of the second kind inspired by applications in fluid mechanics and moving free boundary problems is investigated. The result is particularly relevant for the model predictive control or optimal control of such variational inequalities in that it can be used to derive stationarity conditions and efficient numerical methods.