Lower semicontinuity in domain optimization problems

In the present paper, the lower semicontinuity of certain classes of functionals is studied when the domain of integration, which defines the functionals, is not fixed. For this purpose, a certain class of domains introduced by Chenais is employed. For this class of domains, a basic lemma is proved that plays an essential role in the derivations of the lower-semicontinuity theorems. These theorems are applied to the study of the existence of the optimal domain in domain optimization problems; a boundary-value problem of Neumann type or Dirichlet type is the main constraint in these optimization problems.The author wishes to express his sincere thanks to the reviewer for his valuable comments, which made the paper more readable; the reviewer also pointed out that Lemma 2.1 in the text is a direct corollary to a lemma by Chenais (Ref. 9). He thanks Prof. Y. Sakawa of Osaka University for encouragement.     

Equivalences between differential games and optimal controls

It is shown that linear differential pursuit games with linear targets, if player controls are required to be piecewise constant or if player controls areL ₁-functions (but pursuer control is bang-bang whenever quarry control is), are equivalent to a linear, autonomous control problem. As a byproduct, a sufficient condition for terminating the game, in Pontryagin's sense, is obtained.The present paper has been influenced by Prof. O. Hajek's work in differential games; the converse parts of the proofs presented here are very similar to those in Ref. 5. The author wishes to thank Dr. Hajek for his suggestions, comments, and critique. The Brasilian Government BNDE provided partial financial support.     

Topological degree and the Sperner lemma

In this paper, we give a new proof of Sperner's lemma, in its superstrong from, using the topological degree. Thus, we point out a relation between several methods for fixed-point theorems using either the topological degree, or the KKM lemma, or the Sperner lemma.The author would like to thank Dr. G. Leitmann for his remarks and suggestions.     

Existence theorems for lagrange control problems with unbounded time domain

Existence theorems are proved for usual Lagrange control systems, in which the time domain is unbounded. As usual in Lagrange problems, the cost functional is an improper integral, the state equation is a system of ordinary differential equations, with assigned boundary conditions, and constraints may be imposed on the values of the state and control variables. It is shown that the boundary conditions at infinity require a particular analysis. Problems of this form can be found in econometrics (e.g., infinite-horizon economic models) and operations research (e.g., search problems).The author wishes to thank Professor L. Cesari for his many helpful comments and assistance in the preparation of this paper. This work was sponsored by the United States Air Force under Grants Nos. AF-AFOSR-69-1767-A and AFOSR-69-1662.     

Optimal control problems with retardations and restricted phase coordinates

In this paper, we study necessary conditions for an optimal control problem both with and without restricted phase coordinates. The systems are specified by differential-difference equations with their allowed right-hand sides being a quasiconvex family. The multiplier rule developed by Neustadt is used, and maximum principles in integral form as well as in pointwise form are obtained.This research was supported by the Air Force Office of Scientific Research under Contract No. AF-AFOSR-1029-67A and was prepared by the author in partial fulfillment of the requirements for the Ph.D. degree. The author wishes to express his sincere gratitude to his academic advisor Dr. Lucien W. Neustadt for his suggestion of this problem, invaluable consultation, and support throughout this research.     

Solving the nonlinear least square problem: Application of a general method

An algorithm for solving the general nonlinear least-square problem is developed. An estimate for the Hessian matrix is constructed as the sum of two matrices. The first matrix is the usual first-order estimate used by the Gauss method, while the second matrix is generated recursively using a rank-one formula. Test results indicate that the method is superior to the standard Gauss method and compares favorably with other methods, especially for problems with nonzero residuals at the solution.This work was supported by the US Air Force under Contract No. F04701-73-C-0074.The author expresses his appreciation to Dr. H. E. Pickett and Dr. J. L. Searcy for their continuing support in the theoretical and practical development of the algorithm. The recursive method for generating the estimate of the Hessian matrix was developed jointly with Drs. Pickett and Searcy and is included here with their permission. The author would also like to acknowledge the contribution made by the stimulating environment of an optimal control seminar held at The Aerospace Corporation since 1970. Principle members of the seminar have been H. E. Pickett, J. L. Searcy, R. W. Reid, and the author.     

Hybrid method for nonlinear least-square problems without calculating derivatives

This paper presents a no-derivative modification of the hybrid Gauss-Newton-BFGS method for nonlinear least-square problems suggested initially by Al-Baali and Fletcher and modified later by Fletcher and Xu. The modification is made in such a way that, in a Gauss-Newton step, the Broyden's rank-one updating formula is used to obtain an approximate Jacobian and, in a BFGS step, the Jacobian is estimated using difference formulas. A set of numerical comparisons among the new hybrid method, the Gauss-Newton-Broyden method, and the finite-difference BFGS method is made and shows that the new hybrid method combines the better features of the Gauss-Newton-Broyden method and the finite-difference BFGS method. This paper also extends to the least-square problem the finite-termination property of the Broyden method, proved for a nonsingular system of equations by Gay and for the full-rank rectangular system of equations by Gerber and Luk.The author would like to acknowledge the support of Xian Jiaotong University, Xian, China, and the award of a United Kingdom ORS studentship. The author wishes to express his gratitute to Professor R. Fletcher for his encouragement and to thank Dr. G. A. Watson and Dr. M. C. Bartholomew-Biggs for their useful comments during the preparation of this paper. The author also wishes to acknowledge Professor R. A. Tapia for his valuable suggestions.     

Optimal control of time-delay systems with distributed parameters

An optimal control problem with a prescribed performance index for parabolic systems with time delays is investigated. A necessary condition for optimality is formulated and proved in the form of a maximum principle. Under additional conditions, the maximum principle gives sufficient conditions for optimality. It is also shown that the optimal control is unique. As an illustration of the theoretical consideration, an analytic solution is obtained for a time-delayed diffusion system.The author wishes to express his deep gratitude to Professors J. M. Sloss and S. Adali for the valuable guidance and constant encouragement during the preparation of this paper.     

Irreflexive Banach spaces are imperfect

It is shown that irreflexive Banach spaces are imperfect: thus the “perfect” spaces are exactly the reflexive Banach spaces and “mixed” spaces do not exist. This paper is part of the author’s M.Sc. dissertation, performed under guidance of Dr. D. Amir at the Technion — Israel Institute of Technology. The author wishes to thank Dr. Amir for his help.     

Necessary conditions for optimality of singular controls in systems governed by partial differential equations

In this paper, we present a method to obtain necessary conditions for optimality of singular controls in systems governed by partial differential equations (distributed-parameter systems). The method is based on the one developed earlier by the author for singular control problems described by ordinary differential equations. As applications, we consider conditions for optimality of singular controls in a Darboux-Goursat system and in control systems that describe chemical processes.This research was supported in part by the National Science Foundation under Grant No. NSF-MCS-80-02337 at the University of Michigan.The author wishes to express his deep gratitude to Professor L. Cesari for his valuable guidance and constant encouragement during the preparation of this paper.     

An approximate solution of linear multicriteria control problems through the multicriteria simplex method

This paper deals with multicriteria, linear, continuous optimal control problems through the application of the multicriteria simplex method. Since the system is linear, the state variables at a given time can be expressed in terms of definite integrals. Upon using standard numerical integration formulas, the definite integrals are approximately expressed by means of weighted sums of the integrands. Then, after introducing some suitable auxiliary variables, approximate linear multicriteria programming problems are formulated. Illustrative numerical examples are provided to indicate the efficiency of the proposed method.The author is indebted to Professor Y. Sawaragi of Kyoto University for his constant encouragement. The author also wishes to thank T. Suwa for his cooperation in preparing the programming for the digital computer.     

A strong variational algorithm for delay systems

In this paper, we present a convergent extension of the first-order strong-variational algorithm by Mayne and Polak (Ref. 1) for solving optimal control problems with control constraints to delay systems. Although the algorithm is similar to the one presented in Ref. 1, the proof of convergence is different, since the differential dynamic techniques used by Mayne and Polak are not applicable.This work forms part of the author's PhD Dissertation and was conducted at the Imperial College of Science and Technology under a studentship awarded by the UK Science and Engineering Research Council. This assistance is gratefully acknowledged. The author also wishes to thank Dr. R. B. Vinter for his encouragement and help.     

On isoperimetric problems for domains with partly known boundaries

In the present paper, we discuss the isoperimetric problems for domains with partly known boundaries, i.e., the problem of determining a domain that minimizes the capacity functional in the class of plain double-connected domains having the same fixed area and outer boundary. The formulas for capacity variations obtained in this paper allows us to formulate necessary conditions.It is proved that the convexity of the fixed outer boundary implies the convexity of the inner boundary corresponding to an optimal domain. Then, we discuss the case where the fixed part of the boundary is a square.Further, we consider similar problems with more complicated functionals. We introduce the concept of a minimal function in the class of equimeasurable functions. This concept allows us to unify the approach to all of these problems. At the end, we produce a hypothesis that, if proved, would enable us to characterize the shape of the optimal domains in the isoperimetric problems mentioned above.The author wishes to express his appreciation to Dr. K. A. Lurie for his help and unceasing attention.     

Differential games without pure strategy saddle-point solutions

In some two-player, zero-sum differential games, pure strategy saddle-point solutions do not exist. For such games, the concept of a minmax strategy is examined, and sufficient conditions for a control to be a minmax control are presented. Both the open-loop and the closed-loop cases are considered.The research was partially supported by ONR under Contract No. N00014-69-A-0200-12. An earlier version of this paper was presented at the Eleventh Annual Allerton Conference on Circuit and System Theory, Monticello, Illinois, 1973.The author wishes to acknowledge his many valuable discussions of this problem with Professor G. Leitmann and also to thank one of the reviewers for his suggestions for simplifying the proof of Theorem 2.1.     

Eisenstein series on quaternion half-space

Kaufhold [5] calculated the Fourier coefficients of the Siegel's Eisenstein series of degree 2 and obtained its analytic continuation and functional equation. In this paper, we follow his procedure to obtain the analytic continuation and a functional equation of the Eisenstein series on quaternion half-space defined by Krieg [7]. S. Nagaoka has announced a similar result (see below). The author wishes to express his gratitude to Prof. Walter Baily Jr., for suggesting the topic of this research and for his encourgement and advice and to Dr. A. Krieg and the referee for helpful suggestions and corrections.     

On the optimal design centering,tolerancing, and tuning problem

In this note, we point out an erroneous result appearing in the literature on the optimal design centering, tolerancing, and tuning problem. Using the same framework of outer approximations, we then suggest alternate approaches to the solution of this problem, including a special-purpose subalgorithm.This research was supported by the National Science Foundation, Grant No. ECS-82-04452. The author wishes to thank Dr. E. Polak for his helpful comments.     

Necessary conditions for optimality of singular controls

The present paper is concerned with the study of controls which are singular in the sense of the maximum principle. We obtain necessary conditions for optimality of singular controls in systems governed by ordinary differential equations. A useful feature of the method considered here is that it can be applied to optimal control problems with distributed parameters.this research was supported in part by the National Science Foundation under Grant No. NSF-MCS-80-02337 at the University of Michigan.The author wishes to express his deep gratitude to Professor L. Cesari for his valuable guidance and constant encouragement during the preparation of this paper.     

The monoid of strong endomorphisms of a graph

We explicitly find all the idempotents in eachL(R)-class and all the inverses of each element of the strong endomorphism monoid of a graph. The number of these idempotents and inverses is also obtained. The author is deeply indebted to Professor Dr. T. E. Hall for his stimulating questions about this theme and much improvement made to an earlier version of this paper. The author would like to thank Professor Dr. U. Knauer and Dr. E. Wilkeit for helpful comments.     

Necessary conditions for distributed-parameter systems with controls of fewer variables than state variables

Necessary conditions are proved for multi-dimensional control systems, in which the state is a function of several independent variables in a fixed domain, while the controlu is a function of only some of the independent variables (that is,u is a lower-dimensional control). The cost functional can be taken in the usual Lagrange form of a multiple integral or in Mayer form. The state equations are a system of partial differential equations in explicit form with assigned boundary conditions, and constraints may be imposed on the values of the control variables.The author wishes to thank Professor L. Cesari for his many helpful comments and assistance in the preparation of this paper and Professor L. DeBoer for his interest and encouragement. This work was sponsored by the United States Air Force under Grants Nos. AF-AFOSR-69-1767-A and AFOSR-69-1662.     

Benders' decomposition for the constrainedl 1-problem

A constrainedl ₁-problem, involving linear functions only, is considered, and the application of the Benders decomposition method to the solution of the same is discussed. This approach, in principle, seems to be promising and is also applicable to the unconstrained case. Certain small illustrative examples are also presented.This work was done while the first author was visiting the Numerical Optimisation Centre at the Hatfield Polytechnic under the auspices of the British Council and he wishes to acknowledge the excellent research facilities provided by the Polytechnic during the period of his stay. Thanks are also due to Dr. M. C. Bartholomew-Biggs for his valuable comments at various stages of the preparation of this report.