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Wyświetlanie 1-22 z 22
Tytuł:
Second-order optimality conditions in nonsmooth vector optimization
Autorzy:
Yadav, Priyanka
Powiązania:
https://bibliotekanauki.pl/articles/31342762.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
vector optimization
cones
nonsmooth second-order cone-convexity
second-order optimality
duality
Opis:
In this paper, we introduce new classes of nonsmooth second-order cone-convex functions and respective generalizations in terms of first and second-order directional derivative. These classes encapsulate several already existing classes of cone-convex functions and their weaker variants. Second-order KKT type sufficient optimality conditions and duality results for a nonsmooth vector optimization problem are proved using these functions. The results have been supported by examples.
Źródło:
Control and Cybernetics; 2023, 52, 1; 35-51
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second order optimality conditions for bang-bang control problems
Autorzy:
Maurer, H.
Osmolovskii, N. P.
Powiązania:
https://bibliotekanauki.pl/articles/970524.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie przekaźnikowe
bang-bang control
second order necessary and sufficient conditions
critical cone
transformation of quadratic forms
numerical verification of second order conditions
van der Pol oscillator
Opis:
Second order necessary and sufficient optimality conditions for bang-bang control problems have been studied in Milyutin, Osmolovskii (1998). These conditions amount to testing the positive (semi-)definiteness of a quadratic form on a critical cone. The assumptions are appropriate for numerical verification only in some special cases. In this paper, we study various transformations of the quadratic form and the critical cone which will be tailored to different types of control problems in practice. In particular, by means of a solution to a linear matrix differential equation, the quadratic form can be converted to perfect squares. We demonstrate by three practical examples that the conditions obtained can be verified numerically.
Źródło:
Control and Cybernetics; 2003, 32, 3; 555-584
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Equivalence of second order optimality conditions for bang-bang control problems. Part 1: Main results
Autorzy:
Osmolovskii, N. P.
Maurer, H.
Powiązania:
https://bibliotekanauki.pl/articles/970559.pdf
Data publikacji:
2005
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie przekaźnikowe
stożek krytyczny
forma kwadratowa i równoważność
bang-bang control
second order necessary and sufficient conditions
critical cone
Opis:
Second order optimality conditions have been derived in the literature in two different forms. Osmolovskii (1988a, 1995, 2000, 2004) obtained second order necessary and sufficient conditions requiring that, a certain quadratic form be positive (semi)-definite on a critical cone. Agrachev, Stefani, Zezza (2002) first, reduced the bang-bang control problem to finite-dimensional optimization and then show that well-known sufficient optimality conditions for this optimization problem supplemented by the strict bang-bang property furnish sufficient conditions for the bang-bang control problem. In this paper, we establish the equivalence of both forms of sufficient conditions and give explicit relations between corresponding Lagrange multipliers and elements of critical cones. Part 1 summarizes the main results while detailed proofs will be given in Part 2.
Źródło:
Control and Cybernetics; 2005, 34, 3; 927-950
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second-order optimality conditions for semilinear elliptic control problems with constraints on the gradient of the state
Autorzy:
Casas, E.
Fernandez, J.
Mateos, M.
Powiązania:
https://bibliotekanauki.pl/articles/206719.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie optymalne
optimal control
second order conditions
semilinear elliptic PDE
state gradient constraints
Opis:
The aim of this paper is to state the second order necessary and sufficient optimality conditions for distributed control problems governed by the Neumann problem associated to a semilinear elliptic partial differential equation. Bound constraints ou control are considered, as well as equality and inequality constraints of integral type on the gradient of the state.
Źródło:
Control and Cybernetics; 1999, 28, 3; 463-479
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Equivalence of second order optimality conditions for bang-bang control problems. Part 2 : Proofs, variational derivatives and representations
Autorzy:
Osmolovskii, N. P.
Maurer, H.
Powiązania:
https://bibliotekanauki.pl/articles/969736.pdf
Data publikacji:
2007
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
bang-bang control
second order necessary and sufficient conditions
critical cones
equivalence of quadratic forms
representation of the Hessian of the Lagrangian
Opis:
In Part 1 of this paper (Osmolovskii and Maurer, 2005), we have summarized the main results on the equivalence of two quadratic forms from which second order necessary and sufficient conditions can be derived for optimal bang-bang control problems. Here, in Part 2, we give detailed proofs and elaborate explicit relations between Lagrange multipliers and elements of the critical cones in both approaches. The main analysis concerns the derivation of formulas for the first and second order derivatives of trajectories with respect to variations of switching times, initial and final time and initial point. This leads to explicit representations of the second order derivatives of the Lagrangian for the induced optimization problem. Based on a suitable transformation, we obtain the elements of the Hessian of the Lagrangian in a form which involves only first order variations of the nominal trajectory. Finally, a careful regrouping of all terms allows us to find the desired equivalence of the two quadratic forms.
Źródło:
Control and Cybernetics; 2007, 36, 1; 5-45
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On relations among the generalized second-order directional derivatives
Autorzy:
Pastor, Karel
Powiązania:
https://bibliotekanauki.pl/articles/729322.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
generalized second-order directional derivative
convexity
second-order optimality conditions
Opis:
In the paper, we deal with the relations among several generalized second-order directional derivatives. The results partially solve the problem which of the second-order optimality conditions is more useful.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 2; 235-247
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Revisiting the analysis of optimal control problems with several state constraints
Autorzy:
Bonnans, J. F.
Hermant, A.
Powiązania:
https://bibliotekanauki.pl/articles/970908.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optimal control
state constraints
shooting algorithm
second order optimality conditions
Opis:
This paper improves the results of and gives shorter proofs for the analysis of state constrained optimal control problems than presented by the authors in Bonnans and Hermant (2009b), concerning second order optimality conditions and the well-posedness of the shooting algorithm. The hypothesis for the second order necessary conditions is weaker, and the main results are obtained without reduction to the normal form used in that reference, and without analysis of high order regularity results for the control. In addition, we provide some numerical illustration. The essential tool is the use of the "alternative optimality system".
Źródło:
Control and Cybernetics; 2009, 38, 4A; 1021-1052
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sensitivity analysis for optimal control of problems governed by semilinear parabolic equations
Autorzy:
Bergounioux, M.
Merabet, N.
Powiązania:
https://bibliotekanauki.pl/articles/206854.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
analiza czułości
sterowanie optymalne
optimal control
second order optimality conditions
sensitivity analysis
Opis:
We investigate an optimal control problem governed by a semilinear parabolic equation with perturbed initial data. We perform some sensitivity analysis: under polyhedricity assumption and second order optimality conditions we derive second order expansion of the optimal value function.
Źródło:
Control and Cybernetics; 2000, 29, 4; 861-886
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimality conditions for a class of optimal boundary control problems with quasilinear elliptic equations
Autorzy:
Casas, E.
Dhamo, V.
Powiązania:
https://bibliotekanauki.pl/articles/206408.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optimal control
Neumann boundary control
quasi-linear elliptic equation
Pontryagin principle
second order optimality conditions
Opis:
First- and second-order optimality conditions are established for the boundary optimal control of quasilinear elliptic equations with pointwise constraints on the control. The theory is developed for Neumann controls in polygonal domains of dimension two. For the derivation of second-order sufficient optimality conditions, which is the main goal of this paper, the regularity of the solutions to the state equation and its linearization is studied in detail. Moreover, a Pontryagin principle is proved. The main difficulty in the analysis of these problems is the nonmonotone character of the state equation.
Źródło:
Control and Cybernetics; 2011, 40, 2; 457-490
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Exact penalization of pointwise constraints for optimal control problems
Autorzy:
Casas, E.
Powiązania:
https://bibliotekanauki.pl/articles/970884.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optimal control
semilinear elliptic equations
pointwise state constraints
exact penalization
first and second order optimality conditions
Opis:
In this paper we consider a control problem governed by a semilinear elliptic equation with pointwise control and state constraints. We analyze the existence of an exact penalization of the state constraints. In particular, we prove that the first and second order optimality conditions imply the existence of such a penalization. Finally, we prove some extra regularity of the strict local minima of the control problem, assuming the existence of an exact penalization for them.
Źródło:
Control and Cybernetics; 2009, 38, 4A; 1131-1150
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second order convexity and a modified objective function method in mathematical programming
Autorzy:
Antczak, T.
Powiązania:
https://bibliotekanauki.pl/articles/969778.pdf
Data publikacji:
2007
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
programowanie matematyczne
mathematical programming
second order modified objective function optimization problem
second order convex function
second order optimality conditions
Opis:
An approach to nonlinear constrained mathematical programming problems which makes use of a second order derivative is presented. By using a second order modified objective function method, a modified optimization problem associated with a primal mathematical programming problem is constructed. This auxiliary optimization problem involves a second order approximation of an objective function constituting the primal mathematical programming problem. The equivalence between the original mathematical programming problem and its associated modified optimization problem is established under second order convexity assumption. Several practical O.R. applications show that our method is efficient. Further, an iterative algorithm based on this approach for solving the considered nonlinear mathematical programming problem is given for the case when the functions constituting the problem are second order convex. The convergence theorems for the presented algorithm are established.
Źródło:
Control and Cybernetics; 2007, 36, 1; 161-182
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Lipschitz stability of optimal controls for the steady-state Navier-Stokes equations
Autorzy:
Roubicek, T.
Troltzsch, F.
Powiązania:
https://bibliotekanauki.pl/articles/970527.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie strumieniem danych
stabilność Lipschitza
incompressible viscous fluids
flow control
first and second order optimality conditions
Lipschitz stability
Opis:
An optimal control problem with quadratic cost functional for the steady-state Navier-Stokes equations with no-slip boundary condition is considered. Lipschitz stability of locally optimal controls with respect to certain perturbations of both the cost functional and the equation is proved provided a second-order sufficient optimality condition holds. For a sufficiently small Reynolds number, even global Lipschitz stability of the unique optimal control is shown.
Źródło:
Control and Cybernetics; 2003, 32, 3; 683-705
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
C^11 vector optimization problems and Riemann derivatives
Autorzy:
Ginchev, I.
Guerraggio, A.
Rocca, M.
Powiązania:
https://bibliotekanauki.pl/articles/970359.pdf
Data publikacji:
2004
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja wektorowa
pochodna kierunkowa typu Riemanna
warunek optymalności dwuwskaźnikowy
vector optimization
Riemann-type directional derivatives
second-order optimality conditions
Opis:
In this paper we introduce a generalized second-order Riemann-type derivative for C^1'1 vector functions and use it to establish necessary and sufficient optimality conditions for vector optimization problems. We show that, these conditions are stronger than those obtained by means of the second-order subdinerential in Clarke sense considered in Guerraggio, Luc (2001) and also to some extent than those obtained in Guerraggio, Luc, Minh (2001).
Źródło:
Control and Cybernetics; 2004, 33, 2; 259-273
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Network optimality conditions
Autorzy:
Osmolovskii, Nikolai P.
Qian, Meizhi
Sokołowski, Jan
Powiązania:
https://bibliotekanauki.pl/articles/31343935.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
network
optimal control problem
weak local minimum
Pontryagin’s maximum principle
critical cone
quadratic form
second order optimality conditions
Riccati equation
Opis:
Optimality conditions for optimal control problems arising in network modeling are discussed. We confine ourselves to the steady state network models. Therefore, we consider only control systems described by ordinary differential equations. First, we derive optimality conditions for the nonlinear problem for a single beam. These conditions are formulated in terms of the local Pontryagin maximum principle and the matrix Riccati equation. Then, the optimality conditions for the control problem for networks posed on an arbitrary planar graph are discussed. This problem has a set of independent variables xi varying within their intervals [0, li], associated with the corresponding beams at network edges. The lengths li of intervals are not specified and must be determined. So, the optimization problem is non-standard, it is a combination of control and design of networks. However, using a linear change of the independent variables, it can be reduced to a standard one, and we show this. Two simple numerical examples for the single-beam problem are considered.
Źródło:
Control and Cybernetics; 2023, 52, 2; 129-180
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint
Autorzy:
Osmolovskii, Nikolai P.
Powiązania:
https://bibliotekanauki.pl/articles/2183496.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
critical cone
quadratic form
first order tangent
second order tangent
second order optimality conditions
weak local minimum
inequality control constraint
Pontryagin’s maximum principle
Opis:
This paper is devoted to a sufficient second-order condition for a weak local minimum in a simple optimal control problem with one control constraint G(u) ≤ 0, given by a C2-function. A similar second-order condition was obtained earlier by the author for a strong minimum in a much more general problem. In the present paper, we would like to take a narrower perspective than before and thus provide shorter and simpler proofs. In addition, the paper uses the first and second order tangents to the set U, defined by the inequality G(u) ≤ 0. The main difficulty of the proof, clearly shown in the paper, refers to the set, where the gradient Hu of the Hamiltonian is small, but the condition of quadratic growth of the Hamiltonian is satisfied. The paper can be valuable for self-explanation and provides a basis for extensions.
Źródło:
Control and Cybernetics; 2022, 51, 2; 151--169
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Extremals of the time optimal control problem for a material point moving along a straight line in the presence of friction and limitation on the velocity
Autorzy:
Osmolovskii, N. P.
Figura, A.
Kośka, M.
Wójtowicz, M.
Powiązania:
https://bibliotekanauki.pl/articles/206453.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
material point
resistance forces
acceleration
deceleration
Pontryagin’s maximum principle
second order optimality conditions
optimal control
adjoint variable
state constraint
Stieltjes measure
singular arc
boundary arc
Opis:
This paper provides an analysis of the time optimal control problem for a material point moving along a straight line in the presence of strength of resistance to movement (friction) and subject to constraint on the velocity. The point is controlled by a limited traction or braking force. The analysis of the problem is based on the maximum principle for state constraints in the Dubovitskii-Milyutin form, see Dubovitskii and Milyutin (1965), and the necessary second-order optimality condition for bang-bang controls, see Milyutin and Osmolovskii (1998).
Źródło:
Control and Cybernetics; 2017, 46, 4; 305-324
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second-order necessary conditions for discrete inclusions with end point constraints
Autorzy:
Cernea, Aurelian
Powiązania:
https://bibliotekanauki.pl/articles/729636.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
tangent cone
discrete inclusion
necessary optimality conditions
Opis:
We study an optimization problem given by a discrete inclusion with end point constraints. An approach concerning second-order optimality conditions is proposed.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2005, 25, 1; 47-58
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second-order conditions for boundary control problems of the Burgers equation
Autorzy:
Volkwein, S.
Powiązania:
https://bibliotekanauki.pl/articles/206716.pdf
Data publikacji:
2001
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
równanie Burgersa
stan optymalności
sterowanie optymalne
wielościenność
Burgers' eguation
optimal control
optimality conditions
polyhedricity
Opis:
In this article control constrained optimal control problems for the Burgers equation are considered. First- and second-order optimality conditions are presented. Utilizing polyhedricity of the feasible set and the theory of Legendre-forms a second-order sufficient optimality condition is given that is very close to the second-order necessary optimality condition. For the numerical realization a prima-dual actrive set strategy is used.
Źródło:
Control and Cybernetics; 2001, 30, 3; 249-278
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Boundary integral representations of second derivatives in shape optimization
Autorzy:
Eppler, Karsten
Powiązania:
https://bibliotekanauki.pl/articles/729245.pdf
Data publikacji:
2000
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
optimal shape design
fundamental solution
boundary integral equation
second-order derivatives
optimality conditions
Opis:
For a shape optimization problem second derivatives are investigated, obtained by a special approach for the description of the boundary variation and the use of a potential ansatz for the state. The natural embedding of the problem in a Banach space allows the application of a standard differential calculus in order to get second derivatives by a straight forward "repetition of differentiation". Moreover, by using boundary value characerizations for more regular data, a complete boundary integral representation of the second derivative of the objective is possible. Basing on this, one easily obtains that the second derivative contains only normal components for stationary domains, i.e. for domains, satisfying the first order necessary condition for a free optimum. Moreover, the nature of the second derivative is discussed, which is helpful for the investigation of sufficient optimality conditions.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2000, 20, 1; 63-78
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sufficient optimality conditions for a bang-singular extremal in the minimum time problem
Autorzy:
Poggiolini, L.
Stefani, G.
Powiązania:
https://bibliotekanauki.pl/articles/969613.pdf
Data publikacji:
2008
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
minimum time
second order sufficient conditions
bang-singular arc
Hamiltonian formalism
Opis:
The paper gives second order sufficient conditions for the strong local optimality of a bang-singular extremal in a minimum time problem. The conditions are given in terms of regularity assumptions on the extremal and of the coercivity of the extended second variation associated to the minimum time problem with fixed end-points on the singular arc. The conditions are close to the necessary ones in the usual sense, namely we require strict inequalities where necessary conditions have mild inequalities.
Źródło:
Control and Cybernetics; 2008, 37, 2; 469-490
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second-order sufficient conditions for an extremum in optimal control
Autorzy:
Osmolovskij, N.
Powiązania:
https://bibliotekanauki.pl/articles/206727.pdf
Data publikacji:
2002
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
ekstremala łamana
forma kwadratowa
minimum silne
minimum słabe
stożek krytyczny
warunek dostatecznej optymalności
zasada maksimum
accessory problem
broken extremal
control discontinuities
critical cone
maximum principle
quadratic form
strong minimum
suffcient optimality condition
weak minimum
Opis:
Suffcient quadratic optimality conditions for a weak and a strong minimum are stated in an optimal control problem on a fixed time interval with mixed state-control constraints, under the assumption that the gradients of all active mixed constraints with respect to control are linearly independent. The conditions are stated for the cases of both continuous and discontinuous controls and guarantee in each case a lower bound of the cost function increase at t1e reference point. They are formulated in terms of an accessory problem with quadratic form, which must be positive-definite on the so-called critical cone. In the case of discontinuous control the quadratic form has some new terms related to the control discontinuity.
Źródło:
Control and Cybernetics; 2002, 31, 3; 803-831
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
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