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Convergence of the Lagrange-Newton method for optimal control problems

Kazimierz Malanowski (2004)

International Journal of Applied Mathematics and Computer Science

Convergence results for two Lagrange-Newton-type methods of solving optimal control problems are presented. It is shown how the methods can be applied to a class of optimal control problems for nonlinear ODEs, subject to mixed control-state constraints. The first method reduces to an SQP algorithm. It does not require any information on the structure of the optimal solution. The other one is the shooting method, where information on the structure of the optimal solution is exploited. In each case,...

Convergence of the time-discretized monotonic schemes

Julien Salomon (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

Many numerical simulations in (bilinear) quantum control use the monotonically convergent Krotov algorithms (introduced by Tannor et al. [Time Dependent Quantum Molecular Dynamics (1992) 347–360]), Zhu and Rabitz [J. Chem. Phys. (1998) 385–391] or their unified form described in Maday and Turinici [J. Chem. Phys. (2003) 8191–8196]. In Maday et al. [Num. Math. (2006) 323–338], a time discretization which preserves the property of monotonicity has been presented. This paper introduces a proof of...

Convergence rates of symplectic Pontryagin approximations in optimal control theory

Mattias Sandberg, Anders Szepessy (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

Many inverse problems for differential equations can be formulated as optimal control problems. It is well known that inverse problems often need to be regularized to obtain good approximations. This work presents a systematic method to regularize and to establish error estimates for approximations to some control problems in high dimension, based on symplectic approximation of the Hamiltonian system for the control problem. In particular the work derives error estimates and constructs regularizations...

Convex approximation of an inhomogeneous anisotropic functional

Giovanni Bellettini, Maurizio Paolini (1994)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

The numerical minimization of the functional F u = Ω ϕ x , ν u D u + Ω μ u d H n - 1 - Ω κ u d x , u B V Ω ; - 1 , 1 is addressed. The function ϕ is continuous, has linear growth, and is convex and positively homogeneous of degree one in the second variable. We prove that F can be equivalently minimized on the convex set B V Ω ; - 1 , 1 and then regularized with a sequence F ϵ u ϵ , of stricdy convex functionals defined on B V Ω ; - 1 , 1 . Then both F and F ϵ , can be discretized by continuous linear finite elements. The convexity property of the functionals on B V Ω ; - 1 , 1 is useful in the numerical minimization...

Convex approximations of functionals with curvature

Giovanni Bellettini, Maurizio Paolini, Claudio Verdi (1991)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We address the numerical minimization of the functional F v = Ω D v + Ω μ v d H n - 1 - Ω x v d x , for v B V Ω ; - 1 , 1 . We note that F can be equivalently minimized on the larger, convex, set B V Ω ; - 1 , 1 and that, on that space, F may be regularized with a sequence { F ϵ ( v ) = Ω ϵ 2 + D v 2 + Ω μ v d H n - 1 - Ω x v d x } ϵ of regular functionals. Then both F and F ϵ can be discretized by continuous linear finite elements. The convexity of the functionals in B V Ω ; - 1 , 1 is useful for the numerical minimization of F . We prove the Γ - L 1 Ω -convergence of the discrete functionals to F and present a few numerical examples.

Convex Hull Property and Exclosure Theorems for H-Minimal Hypersurfaces in Carnot Groups

Francescopaolo Montefalcone (2016)

Analysis and Geometry in Metric Spaces

In this paper, we generalize to sub-Riemannian Carnot groups some classical results in the theory of minimal submanifolds. Our main results are for step 2 Carnot groups. In this case, we will prove the convex hull property and some “exclosure theorems” for H-minimal hypersurfaces of class C2 satisfying a Hörmander-type condition.

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