Robust suboptimal control of nonlinear systems

In this paper, we consider a nonlinear dynamic system with uncertain parameters. Our goal is to choose a control function for this system that balances two competing objectives: (i) the system should operate efficiently; and (ii) the system’s performance should be robust with respect to changes in the uncertain parameters. With this in mind, we introduce an optimal control problem with a cost function penalizing both the system cost (a function of the final state reached by the system) and the system sensitivity (the derivative of the system cost with respect to the uncertain parameters). We then show that the system sensitivity can be computed by solving an auxiliary initial value problem. This result allows one to convert the optimal control problem into a standard Mayer problem, which can be solved directly using conventional techniques. We illustrate this approach by solving two example problems using the software MISER3.     

A smoothing Newton method for NCPs with the P0-property

In this paper, we first investigate a two-parametric class of smoothing functions which contains the penalized smoothing Fischer-Burmeister function and the penalized smoothing CHKS function as special cases. Then we present a smoothing Newton method for the nonlinear complementarity problem based on the class of smoothing functions. Issues such as line search rule, boundedness of the level set, global and quadratic convergence are studied. In particular, we give a line search rule containing the common used Armijo-type line search rule as a special case. Also without requiring strict complementarity assumption at the P₀-NCP solution or the nonemptyness and boundedness of the solution set, the proposed algorithm is proved to be globally convergent. Preliminary numerical results show the efficiency of the algorithm and provide efficient domains of the two parameters for the complementarity problems.     

Closure properties of operators on the Ma-Minda type starlike and convex functions

A normalized univalent function f is called Ma-Minda starlike or convex if zf^′(z)/f(z)?φ(z) or 1+zf^″(z)/f^′(z)?φ(z) where φ is a convex univalent function with φ(0)=1. The class of Ma-Minda convex functions is shown to be closed under certain operators that are generalizations of previously studied operators. Analogous inclusion results are also obtained for subclasses of starlike and close-to-convex functions. Connections with various earlier works are made.     

Analysis of nonlinear BVPs motivated by fluid film flow over a surface

We study a coupled nonlinear boundary value problem which has been shown to have applications to fluid flow and heat transfer in a fluid film over a stretching surface for set values of the model parameters (one of which determines the size of the problem domain). For arbitrary values of these parameters we are able to establish the existence and uniqueness of a class of monotone solutions. Perturbation solutions are then constructed and used to approximate certain invariants for the solutions. We then study a related boundary value problem formed by imposing an additional boundary condition on one of the governing equations (which results in an ill-posed problem), and we arrive at conditions allowing for solutions to this four-parameter problem to agree with the solutions to the three-parameter problem.     

Optimal control of harvest and bifurcation of a prey-predator model with stage structure

This paper describes a prey-predator model with stage structure for prey. The adult prey and predator populations are harvested in the proposed system. The dynamic behavior of the model system is discussed. It is observed that singularity induced bifurcation phenomenon is appeared when variation of the economic interest of harvesting is taken into account. State feedback controller is incorporated to stabilize the model system in case of positive economic interest. Harvesting of prey and predator population are used as controls to develop a dynamic framework to investigate the optimal utilization of the resource, sustainability properties of the stock and the resource rent earned from the resource. The Pontryagin’s maximum principle is used to characterize the optimal controls. The optimality system is derived and then solved numerically using an iterative method with Runge-Kutta fourth order scheme. Simulation results show that the optimal control scheme can achieve sustainable ecosystem.     

An optimal Steffensen-type family for solving nonlinear equations

In this paper, a general family of Steffensen-type methods with optimal order of convergence for solving nonlinear equations is constructed by using Newton’s iteration for the direct Newtonian interpolation. It satisfies the conjecture proposed by Kung and Traub [H.T. Kung, J.F. Traub, Optimal order of one-point and multipoint iteration, J. Assoc. Comput. Math. 21 (1974) 634-651] that an iterative method based on m evaluations per iteration without memory would arrive at the optimal convergence of order 2^m−1. Its error equations and asymptotic convergence constants are obtained. Finally, it is compared with the related methods for solving nonlinear equations in the numerical examples.     

A new globalization technique for nonlinear conjugate gradient methods for nonconvex minimization

It is well-known that the HS method and the PRP method may not converge for nonconvex optimization even with exact line search. Some globalization techniques have been proposed, for instance, the PRP+ globalization technique and the Grippo-Lucidi globalization technique for the PRP method. In this paper, we propose a new efficient globalization technique for general nonlinear conjugate gradient methods for nonconvex minimization. This new technique utilizes the information of the previous search direction sufficiently. Under suitable conditions, we prove that the nonlinear conjugate gradient methods with this new technique are globally convergent for nonconvex minimization if the line search satisfies Wolfe conditions or Armijo condition. Extensive numerical experiments are reported to show the efficiency of the proposed technique.