Optimal control and nonlinear programming

In this thesis, we have two distinct but related subjects: optimal control and nonlinear programming. In the first part of this thesis, we prove that the value function, propagated from initial or terminal costs, and constraints, in the form of a differential equation, satisfy a subgradient form of the Hamilton-Jacobi equation in which the Hamiltonian is measurable with respect to time. In the second part of this thesis, we first construct a concrete example to demonstrate conjugate duality theory in vector optimization as developed by Tanino. We also define the normal cones corresponding to Tanino\u27s concept of the subgradient of a set valued mapping and derive some infimal convolution properties for convex set-valued mappings. Then we deduce necessary and sufficient conditions for maximizing an objective function with constraints subject to any convex, pointed and closed cone

Discrete Approximations and Necessary Optimality Conditions for Functional-Differential Inclusions of Neutral Type

This paper deals with necessary optimality conditions for optimal control systems governed by constrained functional-differential inclusions of neutral type. While some results are available for smooth control systems governed by neutral functional-differential equations, we are not familiar with any results for neutral functional-differential inclusions, even with smooth cost functionals in the absence of endpoint constraints. Developing the method of discrete approximations and employing advanced tools of generalized differentiation, we conduct a variational analysis of neutral functional-differential inclusions and obtain new necessary optimality conditions of both Euler-Lagrange and Hamiltonian types

Optimal Control of Neutral Functional-Differential Inclusions

This paper deals with optimal control problems for dynamical systems governed by constrained functional-differential inclusions of neutral type. Such control systems contain time-delays not only in state variables but also in velocity variables, which make them essentially more complicated than delay-differential (or differential-difference) inclusions. Our main goal is to derive necessary optimality conditions for general optimal control problems governed by neutral functional-differential inclusions with endpoint constraints. While some results are available for smooth control systems governed by neutral functional-differential equations, we are not familiar with any results for neutral functional-differential inclusions, even with smooth cost functionals in the absence of endpoint constraints. Developing the method of discrete approximations (which is certainly of independent interest) and employing advanced tools of generalized differentiation, we conduct a variational analysis of neutral functional-differential inclusions and obtain new necessary optimality conditions of both Euler-Lagrange and Hamiltonian types

Optimal Control of Delay Systems with Differential and Algebraic Dynamic Constraints

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 inclusion and a linear constraint link between slow and fast variables. We pursue a two-hold goal: to study variational stability for this class of control systems with respect to discrete approximations and to derive necessary optimality conditions for both delayed differential-algebraic systems under consideration and their finite-difference counterparts using modern tools of variational analysis and generalized differentiation. The authors are not familiar with any results in these directions for such systems even in the delay-free case. In the first part of the paper we establish the value convergence of discrete approximations as well as the strong convergence of optimal arcs in the classical Sobolev space W^1,2 Then using discrete approximations as a vehicle, we derive necessary optimality conditions for the initial continuous-time systems in both Euler-Lagrange and Hamiltonian forms via basic generalized differential constructions of variational analysis

Control of quantum phenomena: Past, present, and future

Quantum control is concerned with active manipulation of physical and chemical processes on the atomic and molecular scale. This work presents a perspective of progress in the field of control over quantum phenomena, tracing the evolution of theoretical concepts and experimental methods from early developments to the most recent advances. The current experimental successes would be impossible without the development of intense femtosecond laser sources and pulse shapers. The two most critical theoretical insights were (1) realizing that ultrafast atomic and molecular dynamics can be controlled via manipulation of quantum interferences and (2) understanding that optimally shaped ultrafast laser pulses are the most effective means for producing the desired quantum interference patterns in the controlled system. Finally, these theoretical and experimental advances were brought together by the crucial concept of adaptive feedback control, which is a laboratory procedure employing measurement-driven, closed-loop optimization to identify the best shapes of femtosecond laser control pulses for steering quantum dynamics towards the desired objective. Optimization in adaptive feedback control experiments is guided by a learning algorithm, with stochastic methods proving to be especially effective. Adaptive feedback control of quantum phenomena has found numerous applications in many areas of the physical and chemical sciences, and this paper reviews the extensive experiments. Other subjects discussed include quantum optimal control theory, quantum control landscapes, the role of theoretical control designs in experimental realizations, and real-time quantum feedback control. The paper concludes with a prospective of open research directions that are likely to attract significant attention in the future.Comment: Review article, final version (significantly updated), 76 pages, accepted for publication in New J. Phys. (Focus issue: Quantum control