First and second order optimality conditions for optimal control problems of state constrained integral equations

This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions

Volume-controlled buckling of thin elastic shells: Application to crusts formed on evaporating partially-wetted droplets

Motivated by the buckling of glassy crusts formed on evaporating droplets of polymer and colloid solutions, we numerically model the deformation and buckling of spherical elastic caps controlled by varying the volume between the shell and the substrate. This volume constraint mimics the incompressibility of the unevaporated solvent. Discontinuous buckling is found to occur for sufficiently thin and/or large contact angle shells, and robustly takes the form of a single circular region near the boundary that `snaps' to an inverted shape, in contrast to externally pressurised shells. Scaling theory for shallow shells is shown to well approximate the critical buckling volume, the subsequent enlargement of the inverted region and the contact line force.Comment: 7 pages in J. Phys. Cond. Mat. spec; 4 figs (2 low-quality to reach LANL's over-restrictive size limits; ask for high-detailed versions if required

Controle de domaines temporels

Cet article étudie des problème de contrôle optimal d'une équation parabolique linéaire, lorsque l'observation est l'ensemble des instants pour lesquels un critère de qualité (local en temps) sur l'état n'est pas vérifié

Strong duality in conic linear programming: facial reduction and extended duals

The facial reduction algorithm of Borwein and Wolkowicz and the extended dual of Ramana provide a strong dual for the conic linear program $$(P) \sup {<c, x> | Ax \leq_K b}$$ in the absence of any constraint qualification. The facial reduction algorithm solves a sequence of auxiliary optimization problems to obtain such a dual. Ramana's dual is applicable when (P) is a semidefinite program (SDP) and is an explicit SDP itself. Ramana, Tuncel, and Wolkowicz showed that these approaches are closely related; in particular, they proved the correctness of Ramana's dual using certificates from a facial reduction algorithm. Here we give a clear and self-contained exposition of facial reduction, of extended duals, and generalize Ramana's dual: -- we state a simple facial reduction algorithm and prove its correctness; and -- building on this algorithm we construct a family of extended duals when $K$ is a {\em nice} cone. This class of cones includes the semidefinite cone and other important cones.Comment: A previous version of this paper appeared as "A simple derivation of a facial reduction algorithm and extended dual systems", technical report, Columbia University, 2000, available from http://www.unc.edu/~pataki/papers/fr.pdf Jonfest, a conference in honor of Jonathan Borwein's 60th birthday, 201

Lipoxin A4 Stimulates Calcium-Activated Chloride Currents and Increases Airway Surface Liquid Height in Normal and Cystic Fibrosis Airway Epithelia

Cystic Fibrosis (CF) is a genetic disease characterised by a deficit in epithelial Cl− secretion which in the lung leads to airway dehydration and a reduced Airway Surface Liquid (ASL) height. The endogenous lipoxin LXA4 is a member of the newly identified eicosanoids playing a key role in ending the inflammatory process. Levels of LXA4 are reported to be decreased in the airways of patients with CF. We have previously shown that in normal human bronchial epithelial cells, LXA4 produced a rapid and transient increase in intracellular Ca2+. We have investigated, the effect of LXA4 on Cl− secretion and the functional consequences on ASL generation in bronchial epithelial cells obtained from CF and non-CF patient biopsies and in bronchial epithelial cell lines. We found that LXA4 stimulated a rapid intracellular Ca2+ increase in all of the different CF bronchial epithelial cells tested. In non-CF and CF bronchial epithelia, LXA4 stimulated whole-cell Cl− currents which were inhibited by NPPB (calcium-activated Cl− channel inhibitor), BAPTA-AM (chelator of intracellular Ca2+) but not by CFTRinh-172 (CFTR inhibitor). We found, using confocal imaging, that LXA4 increased the ASL height in non-CF and in CF airway bronchial epithelia. The LXA4 effect on ASL height was sensitive to bumetanide, an inhibitor of transepithelial Cl− secretion. The LXA4 stimulation of intracellular Ca2+, whole-cell Cl− currents, conductances and ASL height were inhibited by Boc-2, a specific antagonist of the ALX/FPR2 receptor. Our results provide, for the first time, evidence for a novel role of LXA4 in the stimulation of intracellular Ca2+ signalling leading to Ca2+-activated Cl− secretion and enhanced ASL height in non-CF and CF bronchial epithelia

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 Economía y Competitividad under project MTM2011-22711, the second author by DFG in the framework of the Collaborative Research Center SFB 910, project B6

Structured Sparsity: Discrete and Convex approaches

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics applications: While the ambient dimension is vast in modern data analysis problems, the relevant information therein typically resides in a much lower dimensional space. However, many solutions proposed nowadays do not leverage the true underlying structure. Recent results in CS extend the simple sparsity idea to more sophisticated {\em structured} sparsity models, which describe the interdependency between the nonzero components of a signal, allowing to increase the interpretability of the results and lead to better recovery performance. In order to better understand the impact of structured sparsity, in this chapter we analyze the connections between the discrete models and their convex relaxations, highlighting their relative advantages. We start with the general group sparse model and then elaborate on two important special cases: the dispersive and the hierarchical models. For each, we present the models in their discrete nature, discuss how to solve the ensuing discrete problems and then describe convex relaxations. We also consider more general structures as defined by set functions and present their convex proxies. Further, we discuss efficient optimization solutions for structured sparsity problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure