320 research outputs found
Regularity properties of optimal controls for problems with time-varying state and control constraints
Accepted versio
The Radius of Metric Subregularity
There is a basic paradigm, called here the radius of well-posedness, which
quantifies the "distance" from a given well-posed problem to the set of
ill-posed problems of the same kind. In variational analysis, well-posedness is
often understood as a regularity property, which is usually employed to measure
the effect of perturbations and approximations of a problem on its solutions.
In this paper we focus on evaluating the radius of the property of metric
subregularity which, in contrast to its siblings, metric regularity, strong
regularity and strong subregularity, exhibits a more complicated behavior under
various perturbations. We consider three kinds of perturbations: by Lipschitz
continuous functions, by semismooth functions, and by smooth functions,
obtaining different expressions/bounds for the radius of subregularity, which
involve generalized derivatives of set-valued mappings. We also obtain
different expressions when using either Frobenius or Euclidean norm to measure
the radius. As an application, we evaluate the radius of subregularity of a
general constraint system. Examples illustrate the theoretical findings.Comment: 20 page
Local convergence of quasi-Newton methods under metric regularity
We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.A. Belyakov was supported by the Austrian Science Foundation (FWF) under grant No P 24125-N13. A.L. Dontchev was supported by NSF Grant DMS 1008341 through the University of Michigan. M. López was supported by MINECO of Spain, Grant MTM2011-29064-C03-02
State constraints in the linear regulator problem: Case study
In this paper, we consider the problem of minimum-norm control of the double integrator with bilateral inequality constraints for the output. We approximate the constraints by piecewise linear functions and prove that the Langrange multipliers associated with the state constraints of the approximating problem are discrete measures, concentrated in at most two points in every interval of discretization. This allows us to reduce the problem to a convex finite-dimensional optimization problem. An algorithm based on this reduction is proposed and its convergence is examined. Numerical examples illustrate our approach. We also discuss regularity properties of the optimal control for a higher-dimensional state-constrained linear regulator problem.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/45244/1/10957_2005_Article_BF02192567.pd
Piecewise smooth systems near a co-dimension 2 discontinuity manifold: can one say what should happen?
We consider a piecewise smooth system in the neighborhood of a co-dimension 2
discontinuity manifold . Within the class of Filippov solutions, if
is attractive, one should expect solution trajectories to slide on
. It is well known, however, that the classical Filippov
convexification methodology is ambiguous on . The situation is further
complicated by the possibility that, regardless of how sliding on is
taking place, during sliding motion a trajectory encounters so-called generic
first order exit points, where ceases to be attractive.
In this work, we attempt to understand what behavior one should expect of a
solution trajectory near when is attractive, what to expect
when ceases to be attractive (at least, at generic exit points), and
finally we also contrast and compare the behavior of some regularizations
proposed in the literature.
Through analysis and experiments we will confirm some known facts, and
provide some important insight: (i) when is attractive, a solution
trajectory indeed does remain near , viz. sliding on is an
appropriate idealization (of course, in general, one cannot predict which
sliding vector field should be selected); (ii) when loses attractivity
(at first order exit conditions), a typical solution trajectory leaves a
neighborhood of ; (iii) there is no obvious way to regularize the
system so that the regularized trajectory will remain near as long as
is attractive, and so that it will be leaving (a neighborhood of)
when looses attractivity.
We reach the above conclusions by considering exclusively the given piecewise
smooth system, without superimposing any assumption on what kind of dynamics
near (or sliding motion on ) should have been taking place.Comment: 19 figure
Second order optimality conditions and their role in PDE control
If f : Rn R is twice continuously differentiable, f’(u) = 0 and f’’(u) is positive definite, then u is a local minimizer of f. This paper surveys the extension of this well known second order suffcient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled order sufficient optimality condition to the case f : U R, where U is an infinite-dimensional linear normed space. The reader will be guided from the case of finite-dimensions via a brief discussion of the calculus of variations and the optimal control of ordinary differential equations to the control of nonlinear partial differential equations, where U is a function space. In particular, the following questions will be addressed: Is the extension to infinite dimensions straightforward or will unexpected difficulties occur? How second order sufficient optimality conditions must be modified, if simple inequality constraints are imposed on u? Why do we need second order conditions and how can they be applied? If they are important, are we able to check if they are fulfilled?
It turns out that infinite dimensions cause new difficulties that do not occur in finite dimensions. We will be faced with the surprising fact that the space, where f’’(u) exists can be useless to ensure positive definiteness of the quadratic form v f’’(u)v2. In this context, the famous two-norm discrepancy, its consequences, and techniques for overcoming this difficulty are explained. To keep the presentation simple, the theory is developed for problems in function spaces with simple box constraints of the form a = u = ß. The theory of second order conditions in the control of partial differential equations is presented exemplarily for the nonlinear heat equation. Different types of critical cones are introduced, where the positivity of f’’(u) must be required. Their form depends on whether a so-called Tikhonov regularization term is part of the functional f or not. In this context, the paper contains also new results that lead to quadratic growth conditions in the strong sense.
As a first application of second-order sufficient conditions, the stability of optimal solutions with respect to perturbations of the data of the control problem is discussed. Second, their use in analyzing the discretization of control problems by finite elements is studied. A survey on further related topics, open questions, and relevant literature concludes the paper.The first author was partially supported by the Spanish Ministerio de EconomĂa y Competitividad under project MTM2011-22711, the second author by DFG in the framework of the Collaborative Research Center SFB 910, project B6
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