Open problems in nonlinear conjugate gradient algorithms for unconstrained optimization.
We consider a Markov decision process for an queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis of the model when it operates under a given threshold-type policy is also studied. We prove a stability condition and a complete stochastic comparison characterization for models operating under different...
We consider a Markov decision process for an MX/M/1 queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis of the model when it operates under a given threshold-type policy is also studied. We prove a stability condition and a complete stochastic comparison characterization for models operating under different...
The present work is centred on the problem of biomass productivity optimization of a culture of microalgae Spirulina maxima. The mathematical tools consisted of necessary and sufficient conditions for optimal control coming from the celebrated Pontryagin's Maximum Principle (PMP) as well as the Bellman's Principle of Optimality, respectively. It is shown that the optimal dilution rate turns to be a bang-singular-bang control. It turns out that, the experimental results are in accordance to the optimal...
This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential...
This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential...
We consider optimal distributed and boundary control problems for semilinear parabolic equations, where pointwise constraints on the control and pointwise mixed control-state constraints of bottleneck type are given. Our main result states the existence of regular Lagrange multipliers for the state-constraints. Under natural assumptions, we are able to show the existence of bounded and measurable Lagrange multipliers. The method is based on results from the theory of continuous linear programming...
The motivation for this work is the real-time solution of a standard optimal control problem arising in robotics and aerospace applications. For example, the trajectory planning problem for air vehicles is naturally cast as an optimal control problem on the tangent bundle of the Lie Group which is also a parallelizable riemannian manifold. For an optimal control problem on the tangent bundle of such a manifold, we use frame co-ordinates and obtain first-order necessary conditions employing calculus...
The motivation for this work is the real-time solution of a standard optimal control problem arising in robotics and aerospace applications. For example, the trajectory planning problem for air vehicles is naturally cast as an optimal control problem on the tangent bundle of the Lie Group SE(3), which is also a parallelizable Riemannian manifold. For an optimal control problem on the tangent bundle of such a manifold, we use frame co-ordinates and obtain first-order necessary conditions...