scholarly journals Optimal Control for the Thin Film Equation: Convergence of a Multi-Parameter Approach to Track State Constraints Avoiding Degeneracies

2016 ◽  
Vol 16 (4) ◽  
pp. 685-702
Author(s):  
Markus Klein ◽  
Andreas Prohl
Keyword(s):  
Thin Film ◽  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
State Constraints ◽  
Necessary Optimality Conditions ◽  
State Constraint ◽  
The State ◽  
Well Posedness ◽  
Thin Film Equation

AbstractWe consider an optimal control problem subject to the thin-film equation. The PDE constraint lacks well-posedness for general right-hand sides due to possible degeneracies; state constraints are used to circumvent this problematic issue and to ensure well-posedness. Necessary optimality conditions for the optimal control problem are then derived. A convergent multi-parameter regularization is considered which addresses both, the possibly degenerate term in the equation and the state constraint. Some computational studies are then reported which evidence the relevant role of the state constraint, and motivate proper scalings of involved regularization and numerical parameters.

scholarly journals Ana posteriorierror analysis for an optimal control problem with point sources

2018 ◽  
Vol 52 (5) ◽  
pp. 1617-1650 ◽  
Author(s):  
Alejandro Allendes ◽  
Enrique Otárola ◽  
Richard Rankin ◽  
Abner J. Salgado
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Weighted Sobolev Spaces ◽  
Control Variable ◽  
The State ◽  
Point Sources ◽  
Adjoint Equations ◽  
Error Estimator ◽  
A Posteriori

We propose and analyze a reliable and efficienta posteriorierror estimator for a control-constrained linear-quadratic optimal control problem involving Dirac measures; the control variable corresponds to the amplitude of forces modeled as point sources. The proposeda posteriorierror estimator is defined as the sum of two contributions, which are associated with the state and adjoint equations. The estimator associated with the state equation is based on Muckenhoupt weighted Sobolev spaces, while the one associated with the adjoint is in the maximum norm and allows for unbounded right hand sides. The analysis is valid for two and three-dimensional domains. On the basis of the deviseda posteriorierror estimator, we design a simple adaptive strategy that yields optimal rates of convergence for the numerical examples that we perform.

scholarly journals On geometric duality for state-constrained control problems

1979 ◽  
Vol 20 (2) ◽  
pp. 301-312
Author(s):  
T.R. Jefferson ◽  
C.H. Scott
Keyword(s):  
Optimal Control ◽  
Control Problem ◽  
State Constraints ◽  
Strong Duality ◽  
State Constraint ◽  
Continuous Functions ◽  
Control Problems ◽  
Absolutely Continuous Functions ◽  
Pure State Constraints ◽  
Constrained Control Problems

For convex optimal control problems without explicit pure state constraints, the structure of dual problems is now well known. However, when these constraints are present and active, the theory of duality is not highly developed. The major difficulty is that the dual variables are not absolutely continuous functions as a result of singularities when the state trajectory hits a state constraint. In this paper we recognize this difficulty by formulating the dual probram in the space of measurable functions. A strong duality theorem is derived. This pairs a primal, state constrained convex optimal control problem with a dual convex control problem that is unconstrained with respect to state constraints. In this sense, the dual problem is computationally more attractive than the primal.

scholarly journals Necessary Optimality Conditions for a Class of Impulsive and Switching Systems

2012 ◽  
Vol 2012 ◽  
pp. 1-11 ◽  
Author(s):  
Lihua Li ◽  
Yan Gao ◽  
Gexia Wang
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimality Conditions ◽  
Necessary Optimality Conditions ◽  
Switching Systems ◽  
Jump Conditions ◽  
Fréchet Subdifferential ◽  
Extended State ◽  
Adjoint Variables

An optimal control problem for a class of hybrid impulsive and switching systems is considered. By defining switching times as part of extended state, we get the necessary optimality conditions for this problem. It is shown that the adjoint variables satisfy certain jump conditions and the Hamiltonian are continuous at switching instants. In addition, necessary optimality conditions of Fréchet subdifferential form are presented in this paper.

scholarly journals Optimal Control with Time Delays via the Penalty Method

2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Mohammed Benharrat ◽  
Delfim F. M. Torres
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimality Conditions ◽  
Calculus Of Variations ◽  
Convergence Theorem ◽  
Unknown Function ◽  
Time Delays ◽  
Penalty Method ◽  
Necessary Optimality Conditions

We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general optimal control problem with time delays is considered. Main result gives a convergence theorem, allowing us to obtain a solution to the delayed optimal control problem by considering a sequence of delayed problems of the calculus of variations.

scholarly journals Maximum Principle for Stochastic Recursive Optimal Control Problems Involving Impulse Controls

2012 ◽  
Vol 2012 ◽  
pp. 1-16 ◽  
Author(s):  
Zhen Wu ◽  
Feng Zhang
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimality Conditions ◽  
Control Variable ◽  
Necessary Optimality Conditions ◽  
Sufficient Optimality Conditions ◽  
Linear Quadratic ◽  
Regular Control

We consider a stochastic recursive optimal control problem in which the control variable has two components: the regular control and the impulse control. The control variable does not enter the diffusion coefficient, and the domain of the regular controls is not necessarily convex. We establish necessary optimality conditions, of the Pontryagin maximum principle type, for this stochastic optimal control problem. Sufficient optimality conditions are also given. The optimal control is obtained for an example of linear quadratic optimization problem to illustrate the applications of the theoretical results.

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