Second order conditions for bang-bang control problems
The aim of this article is to present algorithms to compute the first conjugate time along a smooth extremal curve, where the trajectory ceases to be optimal. It is based on recent theoretical developments of geometric optimal control, and the article contains a review of second order optimality conditions. The computations are related to a test of positivity of the intrinsic second order derivative or a test of singularity of the extremal flow. We derive an algorithm called COTCOT (Conditions...
We study an optimization problem given by a discrete inclusion with end point constraints. An approach concerning second-order optimality conditions is proposed.
The aim of our article is to present a proof of the existence of local minimizer in the classical optimality problem without constraints under weaker assumptions in comparisons with common statements of the result. In addition we will provide rather elementary and self-contained proof of that result.
In this article, given a reference feasible trajectory of an optimal control problem, we say that the quadratic growth property for bounded strong solutions holds if the cost function of the problem has a quadratic growth over the set of feasible trajectories with a bounded control and with a state variable sufficiently close to the reference state variable. Our sufficient second-order optimality conditions in Pontryagin form ensure this property and ensure a fortiori that the reference trajectory...
We consider a control constrained optimal control problem governed by a semilinear elliptic equation with nonlocal interface conditions. These conditions occur during the modeling of diffuse-gray conductive-radiative heat transfer. After stating first-order necessary conditions, second-order sufficient conditions are derived that account for strongly active sets. These conditions ensure local optimality in an Ls-neighborhood of a reference function whereby the underlying analysis allows...
Second-order sufficient conditions of a bounded strong minimum are derived for optimal control problems of ordinary differential equations with initial-final state constraints of equality and inequality type and control constraints of inequality type. The conditions are stated in terms of quadratic forms associated with certain tuples of Lagrange multipliers. Under the assumption of linear independence of gradients of active control constraints they guarantee the bounded strong quadratic growth...
Second-order sufficient conditions of a bounded strong minimum are derived for optimal control problems of ordinary differential equations with initial-final state constraints of equality and inequality type and control constraints of inequality type. The conditions are stated in terms of quadratic forms associated with certain tuples of Lagrange multipliers. Under the assumption of linear independence of gradients of active control constraints they...
In this paper sufficient optimality conditions are established for optimal control of both steady-state and instationary Navier-Stokes equations. The second-order condition requires coercivity of the Lagrange function on a suitable subspace together with first-order necessary conditions. It ensures local optimality of a reference function in a -neighborhood, whereby the underlying analysis allows to use weaker norms than .
In this paper sufficient optimality conditions are established for optimal control of both steady-state and instationary Navier-Stokes equations. The second-order condition requires coercivity of the Lagrange function on a suitable subspace together with first-order necessary conditions. It ensures local optimality of a reference function in a Ls-neighborhood, whereby the underlying analysis allows to use weaker norms than L∞.
Semi-smooth Newton methods are analyzed for the Signorini problem. A proper regularization is introduced which guarantees that the semi-smooth Newton method is superlinearly convergent for each regularized problem. Utilizing a shift motivated by an augmented Lagrangian framework, to the regularization term, the solution to each regularized problem is feasible. Convergence of the regularized problems is shown and a report on numerical experiments is given.
We analyse the sensitivity of the solution of a nonlinear obstacle plate problem, with respect to small perturbations of the middle plane of the plate. This analysis, which generalizes the results of [9, 10] for the linear case, is done by application of an abstract variational result [6], where the sensitivity of parameterized variational inequalities in Banach spaces, without uniqueness of solution, is quantified in terms of a generalized derivative, that is the proto-derivative. We prove that...