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  • Articles  (33)
  • Optimal control  (14)
  • optimal control  (14)
  • AMS(MOS): 65H10
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  • Articles  (33)
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  • Springer  (33)
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  • 1
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    Mathematical programming 52 (1991), S. 11-17 
    ISSN: 1436-4646
    Keywords: Modeling ; cancer ; optimization ; optimal control ; drug delivery
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we consider the problems of modeling the tumor growth and optimize the chemotherapy treatment. A biologically based model is used with the goal of solving an optimization problem involving discrete delivery of antineoplastic drugs. Our model is formulated via compartmental analysis in order to take into account the cell cycle. The cost functional measures not only the final size of the tumor but also the total amount of drug delivered. We propose an algorithm based on the discrete maximum principle to solve the optimal drug schedule problem. Our numerical results show nice interpretations from the medical point of view.
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  • 2
    ISSN: 1572-9338
    Keywords: Optimal control ; Markov chains ; partial observability ; average cost ; optimality equation ; structured optimal policies
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We consider partially observable Markov decision processes with finite or countably infinite (core) state and observation spaces and finite action set. Following a standard approach, an equivalent completely observed problem is formulated, with the same finite action set but with anuncountable state space, namely the space of probability distributions on the original core state space. By developing a suitable theoretical framework, it is shown that some characteristics induced in the original problem due to the countability of the spaces involved are reflected onto the equivalent problem. Sufficient conditions are then derived for solutions to the average cost optimality equation to exist. We illustrate these results in the context of machine replacement problems. Structural properties for average cost optimal policies are obtained for a two state replacement problem; these are similar to results available for discount optimal policies. The set of assumptions used compares favorably to others currently available.
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  • 3
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    Numerische Mathematik 39 (1982), S. 325-340 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Description / Table of Contents: Summary In this paper we present convergence results for the asynchronous algorithms based essentially on the notion of classical contraction. We generalize, in particular, all convergence results for those algorithms which are based on the vectorial norm hypothesis, in wide spread use recently. Certain problems, for which the vectorial norm hypothesis can be difficult or even impossible to verify, can nontheless be tackled within the scope of the classical contraction that we adopte.
    Notes: Resumé Nous présentons dans cet article des résultats de convergence des algorithmes asynchrones basés essentiellement sur la notion classique de contraction. Nous généralisons, en particulier, tous les résultats de convergence de ces algorithmes qui font l'hypothèse de contraction en norme vectorielle qui récemment a été très souvant utilisée. Par ailleurs, l'hypothèse de contraction en norme vectorielle peut se trouver difficile, voire impossible à vérifier pour certains problèmes qui peuvent être cependant abordés dans le cadre de la contraction classique que nous adoptons.
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  • 4
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    Numerische Mathematik 40 (1982), S. 111-117 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We seek an approximation to a zero of a continuous functionf:[a,b]→ℝ such thatf(a)≦0 andf(b)≧0. It is known that the bisection algorithm makes optimal use ofn function evaluations, i.e., yields the minimal error which is (b−a)/2 n+1, see e.g. Kung [2]. Traub and Wozniakowski [5] proposed using more general information onf by permitting the adaptive evaluations ofn arbitrary linear functionals. They conjectured [5, p. 170] that the bisection algorithm remains optimal even if these general evaluations are permitted. This paper affirmatively proves this conjecture. In fact we prove optimality of the bisection algorithm even assuming thatf is infinitely many times differentiable on [a, b] and has exactly one simple zero.
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  • 5
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    Numerische Mathematik 59 (1991), S. 295-310 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: G1.5
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Aitken's acceleration of scalar sequences extends to sequences of vectors that behave asymptotically as iterations of a linear transformation. However, the minimal and characteristic polynomials of that transformation must coincide (but the initial sequence of vectors need not converge) for a numerically stable convergence of Aitken's acceleration to occur. Similar results hold for Steffensen's acceleration of the iterations of a function of several variables. First, the iterated function need not be a contracting map in any neighbourhood of its fixed point. Instead, the second partial derivatives need only remain bounded in such a neighbourhood for Steffensen's acceleration to converge quadratically, even if ordinary iterations diverge. Second, at the fixed point the minimal and characteristic polynomials of the Jacobian matrix must coincide to ensure a numerically stable convergence. By generalizing the work that Noda did on the subject between 1981 and 1986, the results presented here explain the numerical observations reported by Henrici in 1964 and 1982.
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  • 6
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    Applied mathematics & optimization 24 (1991), S. 289-316 
    ISSN: 1432-0606
    Keywords: Optimal control ; Stochastic control ; Sampled-data controllers ; Digital control ; Optimal regulators ; Optimal tracking
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract An unconstrained stochastic optimization problem involving a discrete-time linear process with a normally distributed initial condition and subject to additive gaussian state and measurement noise is formulated in terms of a quite general finite horizon, discrete-time quadratic cost criterion and solved when there is either complete or incomplete state information. It is shown that both the stochastic sampled-data optimal tracker and the stochastic sampled-data optimal regulator are special cases of this problem. A breakdown of the minimum cost for both sampled-data controllers is given.
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  • 7
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    Numerische Mathematik 38 (1982), S. 383-392 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Recently an iterative method for the solution of systems of nonlinear equations having at leastR-order 1+ $$\sqrt 2 $$ for simple roots has been investigated by the author [7]; this method uses as many function evaluations per step as the classical Newton method. In the present note we deal with several properties of the method such as monotone convergence, asymptotic inclusion of the solution and convergence in the case of multiple roots.
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  • 8
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    Numerische Mathematik 39 (1982), S. 119-137 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65H10 ; CR: 5.15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary This paper presents a minimization method based on the idea of partitioned updating of the Hessian matrix in the case where the objective function can be decomposed in a sum of convex “element” functions. This situation occurs in a large class of practical problems including nonlinear finite elements calculations. Some theoretical and algorithmic properties of the update are discussed and encouraging numerical results are presented.
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  • 9
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    Journal of mathematical biology 16 (1982), S. 33-48 
    ISSN: 1432-1416
    Keywords: Sterile insect release ; Predation ; Stability ; Limit cycles ; Optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract A model for the sterile insect release method of pest control in which the target species is under predatory or parasitic regulation is analyzed. The equations are nondimensionalized and the rescaled parameters are interpreted. There are four types of equilibria, whose existence and stability depend on which of ten regions of parameter space contain the rescaled parameters, and in turn give minimal release rates to achieve eradication of the pest. In at least one region, Hopf bifurcation theory shows the existence of limit cycles, but they are found to be unstable. In addition, the optimal release rate to minimize a total cost functional for pest control by the sterile release method is studied. Both approaches show that when predation accounts for a large fraction of the natural deaths, the necessary release rate and total cost are higher than for weak predation. If the predators are removed without being replaced by any other source of mortality, the cost rises in all cases but rises much more dramatically for cases with strong predation. A definite danger of the sterile release method when some predatory control exists is that the predators are frequently driven extinct before the prey, so that the target species could explode to much higher levels and be more difficult to eradicate again after the sterile release is terminated.
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  • 10
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    Discrete event dynamic systems 1 (1991), S. 7-35 
    ISSN: 1573-7594
    Keywords: antimatroid ; generalized semi-Markov processes ; infinitesimal perburtation analysis ; optimal control ; stochastic Petri nets
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Generalized semi-Markov processes (GSMPs) and stochastic Petri nets (SPNs) are generally regarded as performance models (as opposed to logical models) of discrete event systems. Here we take the view that GSMPs and SPNS are essentially automata (generators) driven by input sequences that determine the timing of events. This view combines the deterministic, logical aspects and the stochastic, timed aspects of the two models. We focus on two conditions, (M) and (CX) (which we previously developed to study monotonicity and convexity properties of GSMPs), and the antimatroid and lattice structure they imply for the language generated by a GSMP or SPN. We illustrate applications of these structural properties in the areas of derivative estimation, simulation variance reduction, parallel simulation, and optimal control.
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  • 11
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    Journal of optimization theory and applications 38 (1982), S. 83-96 
    ISSN: 1573-2878
    Keywords: Numerical methods ; multiple shooting method ; optimal control ; aircraft trajectories ; flight mechanics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Three-dimensional minimum-time 180° turns of a fighter aircraft are computed for several initial velocitiesV 0 and altitudesh 0. It is shown that the optimum turns consist of split -S maneuvers forV 0≦V 10, three-dimensional maneuvers forV 10〈V 0〈V 20, and half-loops forV 0≧V 20, withV 10,V 20 being functions of altitude or thrust/weight ratio.
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  • 12
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    Journal of optimization theory and applications 38 (1982), S. 153-154 
    ISSN: 1573-2878
    Keywords: Optimal control ; maximum principle ; sufficient conditions ; integro-differential equations ; path constraints ; economic applications
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Notational errors in Theorem 5.2 of Ref. 1 are corrected.
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  • 13
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    Journal of optimization theory and applications 71 (1991), S. 599-611 
    ISSN: 1573-2878
    Keywords: Optimal control ; feedback control ; trajectory optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A procedure of parametrizing feedback controls when solving the optimal control problem using nonlinear programming is considered. The maximum principle is utilized to determine the forms of the parametrized feedback control. Applications are demonstrated by numerical examples.
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  • 14
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    Journal of optimization theory and applications 38 (1982), S. 241-250 
    ISSN: 1573-2878
    Keywords: Optimal control ; state constraints ; necessary conditions for optimality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract It is shown that, when the set of necessary conditions for an optimal control problem with state-variable inequality constraints given by Bryson, Denham, and Dreyfus is appropriately augmented, it is equivalent to the (different) set of conditions given by Jacobson, Lele, and Speyer. Relationships among the various multipliers are given.
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  • 15
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    Journal of optimization theory and applications 70 (1991), S. 607-618 
    ISSN: 1573-2878
    Keywords: Optimal control ; maximum principle ; piecewise deterministic processes ; recursive utility maximization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We consider an optimal control problem in which the time horizon is a random variable and the discount factor may depend on the past state and control values. This problem combines features of controlled piecewise deterministic processes and recursive utility maximization. Applying a simple transformation and a refined version of Halkin's proof of the maximum principle for optimal control problems on unbounded time intervals (Ref. 1), we obtain the maximum principle for the problem under consideration. Our assumptions are weaker than those of related results in the literature.
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  • 16
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    Journal of optimization theory and applications 71 (1991), S. 255-275 
    ISSN: 1573-2878
    Keywords: Constructive methods ; minimax problems ; optimal control ; optimality criteria ; implicit function theorem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we propose a constructive method for solving a linear minimax problem of optimal control. Following the Gabasov-Kirillova approach, we introduce the concept of so-called support control. After establishing an optimality criterion for the support control, we describe a scheme for reducing the initial infinite-dimensional problem to a finite-dimensional one, which can be solved numerically by the methods of linear programming. At the end, we give an illustrative example.
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  • 17
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    Journal of optimization theory and applications 71 (1991), S. 315-340 
    ISSN: 1573-2878
    Keywords: Linear systems ; Taylor series ; state-space analysis ; optimal control ; estimation of the approximation error
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A new Taylor series approach is presented which reduces the problem of determining the state vector coefficient matrixX for time-invariant systems to an expression involving multiplications of matrices of small dimensions. This approach is numerically superior to known techniques and is extended to cover the time-varying case, wherein analogous expressions are derived. Furthermore, the optimal control problem is solved using the same technique. Finally, an expression is derived for the computation of the approximation error involved in computingX, prior to determiningX.
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  • 18
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    Journal of optimization theory and applications 71 (1991), S. 485-501 
    ISSN: 1573-2878
    Keywords: Optimal control ; partially observed diffusions ; minimum principle
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The optimal control of a partially observed diffusion is discussed when the control parameter is present in both the drift and diffusion coefficients. Using a differentiation result of Blagovescenskii and Freidlin, and adapting techniques of Bensoussan, we obtain a stochastic minimum principle.
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  • 19
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    Journal of optimization theory and applications 37 (1982), S. 251-275 
    ISSN: 1573-2878
    Keywords: Economics ; political cycles ; discrete dynamic systems ; dynamic programming ; optimal control ; Poincaré mapping ; Stieltjes matrix ; optimization in Hilbert space ; infinite horizon ; turnpike theorem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Under the hypothesis of a myopic electorate, vote-loss-minimizing behavior by the party in power, subject to a dynamic inflation-unemployment relation, is shown to generate an attractive, stable electoral policy cycle. The model presented is derived, with some improvements, from the analogous models of MacRae and Nordhaus. Furthermore, an attempt is made to specify the mathematical aspects of the problem by the Poincaré mapping.
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  • 20
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    Journal of optimization theory and applications 38 (1982), S. 111-135 
    ISSN: 1573-2878
    Keywords: Minimax problems ; minimax function ; minimax function depending on the state ; minimax function depending on the control ; optimal control ; minimax optimal control ; numerical methods ; computing methods ; transformation techniques ; gradient-restoration algorithms ; sequential gradient-restoration algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In a previous paper (Part 1), we presented general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations [Problem (P)]. We considered two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P). In this paper, the transformation techniques presented in Part 1 are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer. Both the single-subarc approach and the multiple-subarc approach are employed. Three test problems characterized by known analytical solutions are solved numerically. It is found that the combination of transformation techniques and sequential gradient-restoration algorithm yields numerical solutions which are quite close to the analytical solutions from the point of view of the minimax performance index. The relative differences between the numerical values and the analytical values of the minimax performance index are of order 10−3 if the single-subarc approach is employed. These relative differences are of order 10−4 or better if the multiple-subarc approach is employed.
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    Journal of optimization theory and applications 38 (1982), S. 97-109 
    ISSN: 1573-2878
    Keywords: Minimax problems ; minimax function ; minimax function depending on the state ; minimax function depending on the control ; optimal control ; minimax optimal control ; numerical methods ; computing methods ; transformation techniques ; gradient-restoration algorithms ; sequential gradient-restoration algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper contains general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations [Problem (P)]. We consider two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P). For Problem (Q), we exploit the analogy with a bounded-state problem in combination with a transformation of the Jacobson type. This requires the proper augmentation of the state vectorx(t), the control vectoru(t), and the parameter vector π, as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized. For Problem (R), we exploit the analogy with a bounded-control problem in combination with a transformation of the Valentine type. This requires the proper augmentation of the control vectoru(t) and the parameter vector π, as well as the proper augmentation of the constraining relations. As a result of the transformation, the unknown minimax value of the performance index becomes a component of the parameter vector being optimized. In a subsequent paper (Part 2), the transformation techniques presented here are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer; both the single-subarc approach and the multiple-subarc approach are discussed.
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  • 22
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    Journal of optimization theory and applications 69 (1991), S. 343-350 
    ISSN: 1573-2878
    Keywords: Optimal control ; maximum principle ; integrodifferential equations ; continuous leads ; economic applications
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A sufficiency theorem is provided for the optimal control of systems with continuous leads wherein the motion of today's state is governed by the future trajectory of the control and the state. An application to the economics of dynamic limit pricing is given.
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  • 23
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    Journal of optimization theory and applications 69 (1991), S. 589-603 
    ISSN: 1573-2878
    Keywords: Optimal control ; relaxed control ; state-space constraints ; discretization ; convergence
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    Topics: Mathematics
    Notes: Abstract A class of relaxed optimal control problems for ordinary differential equations with a state-space constraint is considered. The discretization by the control parametrization method, formerly proposed by Teo and Goh (Refs. 1, 2), is modified by admitting a tolerance in the state constraint, which enables one to prove a conditional convergence under certain additional qualification on the dynamics. Also, a counterexample is constructed, showing that the original, nonmodified discretization need not approximate the continuous problem.
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    Journal of optimization theory and applications 69 (1991), S. 555-588 
    ISSN: 1573-2878
    Keywords: Reachable sets ; simplicial approximation ; linear systems ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A numerical algorithm is presented for generating inner and outer approximations for the set of reachable states for linear time-invariant systems. The algorithm is based on analytical results characterizing the solutions to a class of optimization problems which determine supporting hyperplanes for the reachable set. Explicit bounds on the truncation error for the finite-time case yield a set of so-called ε-supporting hyperplanes which can be generated to approximate the infinite-time reachable set within an arbitrary degree of accuracy. At the same time, an inner approximation is generated as the convex hull of points on the boundary of the finite-time reachable set. Numerical results are presented to illustrate the hyperplane method. The concluding section discusses directions for future work and applications of the method to problems in trajectory planning in servo systems.
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    Journal of optimization theory and applications 70 (1991), S. 1-23 
    ISSN: 1573-2878
    Keywords: Optimal control ; Chebyshev-type optimal control problems ; minimax optimal control problems ; optimal trajectories ; state constraints ; state constraints of third order ; bang-bang controls ; singular controls ; multipoint boundary-value problems ; multiple shooting methods ; flight mechanics ; landing ; abort landing ; windshear problems
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    Notes: Abstract The landing of a passenger aircraft in the presence of windshear is a threat to aviation safety. The present paper is concerned with the abort landing of an aircraft in such a serious situation. Mathematically, the flight maneuver can be described by a minimax optimal control problem. By transforming this minimax problem into an optimal control problem of standard form, a state constraint has to be taken into account which is of order three. Moreover, two additional constraints, a first-order state constraint and a control variable constraint, are imposed upon the model. Since the only control variable appears linearly, the Hamiltonian is not regular. Thus, well-known existence theorems about the occurrence of boundary arcs and boundary points cannot be applied. Numerically, this optimal control problem is solved by means of the multiple shooting method in connection with an appropriate homotopy strategy. The solution obtained here satisfies all the sharp necessary conditions including those depending on the sign of certain multipliers. The trajectory consists of bang-bang and singular subarcs, as well as boundary subarcs induced by the two state constraints. The occurrence of boundary arcs is known to be impossible for regular Hamiltonians and odd-ordered state constraints if the order exceeds two. Additionally, a boundary point also occurs where the third-order state constraint is active. Such a situation is known to be the only possibility for odd-ordered state constraints to be active if the order exceeds two and if the Hamiltonian is regular. Because of the complexity of the optimal control, this single problem combines many of the features that make this kind of optimal control problems extremely hard to solve. Moreover, the problem contains nonsmooth data arising from the approximations of the aerodynamic forces and the distribution of the wind velocity components. Therefore, the paper can serve as some sort of user's guide to solve inequality constrained real-life optimal control problems by multiple shooting.
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    Journal of optimization theory and applications 70 (1991), S. 191-209 
    ISSN: 1573-2878
    Keywords: Diffusion equation ; boundary control ; optimal control ; Radon measures ; linear programming ; approximations
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    Topics: Mathematics
    Notes: Abstract The existence and numerical estimation of a boundary control for then-dimensional linear diffusion equation is considered. The problem is modified into one consisting of the minimization of a linear functional over a set of Radon measures. The existence of an optimal measure corresponding to the above problem is shown, and the optimal measure is approximated by a finite convex combination of atomic measures. This construction gives rise to a finite-dimensional linear programming problem, whose solution can be used to construct the combination of atomic measures, and thus a piecewise-constant control function which approximates the action of the optimal measure, so that the final state corresponding to the above control function is close to the desired final state, and the value it assigns to the performance criterion is close to the corresponding infimum. A numerical procedure is developed for the estimation of these controls, entailing the solution of large, finite-dimensional linear programming problems. This procedure is illustrated by several examples.
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    Journal of optimization theory and applications 70 (1991), S. 223-254 
    ISSN: 1573-2878
    Keywords: Optimal control ; multiple shooting ; multipoint boundary-value problems ; homotopy ; minimax optimal control problems ; state constraints ; bang-bang controls ; singular controls ; flight mechanics ; landing ; abort landing ; windshear problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In Part 1 of the paper (Ref. 2), we have shown that the necessary conditions for the optimal control problem of the abort landing of a passenger aircraft in the presence of windshear result in a multipoint boundary-value problem. This boundary-value problem is especially well suited for numerical treatment by the multiple shooting method. Since this method is basically a Newton iteration, initial guesses of all variables are needed and assumptions about the switching structure have to be made. These are big obstacles, but both can be overcome by a so-called homotopy strategy where the problem is imbedded into a one-parameter family of subproblems in such a way that (at least) the first problem is simple to solve. The solution data to the first problem may serve as an initial guess for the next problem, thus resulting in a whole chain of problems. This process is to be continued until the objective problem is reached. Techniques are presented here on how to handle the various changes of the switching structure during the homotopy run. The windshear problem, of great interest for safety in aviation, also serves as an excellent benchmark problem: Nearly all features that can arise in optimal control appear when solving this problem. For example, the candidate for an optimal trajectory of the minimax optimal control problem shows subarcs with both bang-bang and singular control functions, boundary arcs and touch points of two state constraints, one being of first order and the other being of third order, etc. Therefore, the results of this paper may also serve as some sort of user's guide for the solution of complicated real-life optimal control problems by multiple shooting. The candidate found for an optimal trajectory is discussed and compared with an approximate solution already known (Refs. 3–4). Besides the known necessary conditions, additional sharp necessary conditions based on sign conditions of certain multipliers are also checked. This is not possible when using direct methods.
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    Journal of optimization theory and applications 70 (1991), S. 443-466 
    ISSN: 1573-2878
    Keywords: Nonlinear optimization ; parametric programming ; stability of solutions ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper considers a class of nonlinear differentiable optimization problems depending on a parameter. We show that, if constraint regularity, a second-order sufficient optimality condition, and a stability condition for the Lagrange multipliers hold, then for sufficiently smooth perturbations of the constraints and the objective function the optimal solutions locally obey a type of Lipschitz condition. The results are applied to finite-dimensional problems, equality constrained problems, and optimal control problems.
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    Journal of optimization theory and applications 36 (1982), S. 409-417 
    ISSN: 1573-2878
    Keywords: Optimal design ; optimal control ; dynamic systems ; gantry cranes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Problems arising in the optimal control of gantry crane instaliations are considered. Continuous controls to minimize a control squared objective function are obtained. The amplitude of in-plane oscillations of the suspended mass is assumed small. The optimal controls are sufficiently simple for practical realization.
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    Journal of optimization theory and applications 36 (1982), S. 521-534 
    ISSN: 1573-2878
    Keywords: Darboux points ; global optimality ; conjugate points ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The question of the existence and the location of Darboux points (beyond which global optimality is lost) is crucial for minimal sufficient conditions for global optimality and for computation of optimal trajectories. Here, we investigate numerically the Darboux points and their relationship with conjugate points for a problem of minimum fuel, constant velocity, horizontal aircraft turns to capture a line. This simple second-order optimal control problem shows that ignoring the possible existence of Darboux points may play havoc with the computation of optimal trajectories.
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    Journal of optimization theory and applications 38 (1982), S. 221-230 
    ISSN: 1573-2878
    Keywords: Optimal control ; dynamic programming ; singular perturbations ; system order reduction
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The singular perturbation method is used in dynamic programming to reduce the order and the computational requirements of linear systems composed of slow and fast modes. After the fast modes are separated, a near-optimum solution is computed at two different iteration rates determined by the slow and fast subsystem dynamics. The result is a reduction in the order of the computational requirement of the given system to that of the slow subsystem.
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    Journal of optimization theory and applications 71 (1991), S. 205-235 
    ISSN: 1573-2878
    Keywords: Optimal control ; optimal distribution of enzymes ; Pontryagin's maximum principle
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Some optimization problems concerning a substrate in a fluid are considered. The concentration of the substrate is affected by diffusion, convection, and elimination by enzymes, and the problem is to find the optimal distribution of enzymes. In this paper, the rate of elimination and the transmission coefficient are optimized. Mathematically, these problems are optimal control problems, and they are analyzed by means of Pontryagin's maximum principle.
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    Journal of optimization theory and applications 71 (1991), S. 535-547 
    ISSN: 1573-2878
    Keywords: Quasi-Newton methods ; optimal control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, the necessary optimality conditions for an unconstrained optimal control problem are used to derive a quasi-Newton method where the update involves only second-order derivative terms. A pointwise update which was presented in a previous paper by the authors is changed to allow for more general second-order sufficiency conditions in the control problem. In particular, pointwise versions of the Broyden, PSB, and SR1 update are considered. A convergence rate theorem is given for the Broyden and PSB versions.
    Type of Medium: Electronic Resource
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