受控自由时间扫频过程的离散逼近和最优条件

IF 1.6 2区 数学 Q2 MATHEMATICS, APPLIED
Giovanni Colombo, Boris S. Mordukhovich, Dao Nguyen, Trang Nguyen
{"title":"受控自由时间扫频过程的离散逼近和最优条件","authors":"Giovanni Colombo,&nbsp;Boris S. Mordukhovich,&nbsp;Dao Nguyen,&nbsp;Trang Nguyen","doi":"10.1007/s00245-024-10108-7","DOIUrl":null,"url":null,"abstract":"<div><p>The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type involving the duration of the dynamic process into optimization. We develop a novel version of the method of discrete approximations of its own qualitative and numerical values with establishing its well-posedness and strong convergence to optimal solutions of the controlled sweeping process. Using advanced tools of first-order and second-order variational analysis and generalized differentiation allows us to derive new necessary conditions for optimal solutions of the discrete-time problems and then, by passing to the limit in the discretization procedure, for designated local minimizers in the original problem of sweeping optimal control. The obtained results are illustrated by a numerical example.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"89 2","pages":""},"PeriodicalIF":1.6000,"publicationDate":"2024-02-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Discrete Approximations and Optimality Conditions for Controlled Free-Time Sweeping Processes\",\"authors\":\"Giovanni Colombo,&nbsp;Boris S. Mordukhovich,&nbsp;Dao Nguyen,&nbsp;Trang Nguyen\",\"doi\":\"10.1007/s00245-024-10108-7\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type involving the duration of the dynamic process into optimization. We develop a novel version of the method of discrete approximations of its own qualitative and numerical values with establishing its well-posedness and strong convergence to optimal solutions of the controlled sweeping process. Using advanced tools of first-order and second-order variational analysis and generalized differentiation allows us to derive new necessary conditions for optimal solutions of the discrete-time problems and then, by passing to the limit in the discretization procedure, for designated local minimizers in the original problem of sweeping optimal control. The obtained results are illustrated by a numerical example.</p></div>\",\"PeriodicalId\":55566,\"journal\":{\"name\":\"Applied Mathematics and Optimization\",\"volume\":\"89 2\",\"pages\":\"\"},\"PeriodicalIF\":1.6000,\"publicationDate\":\"2024-02-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Mathematics and Optimization\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://link.springer.com/article/10.1007/s00245-024-10108-7\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Mathematics and Optimization","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1007/s00245-024-10108-7","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0

摘要

本文致力于研究一类新的最优控制问题,该问题由涉及动态过程持续时间优化的扫频类型不连续约束微分夹杂物所控制。我们开发了一种新版本的离散近似方法,该方法本身具有定性和定量价值,并能很好地求解和很好地收敛于受控扫频过程的最优解。利用先进的一阶和二阶变分分析及广义微分工具,我们可以为离散时间问题的最优解推导出新的必要条件,然后通过离散化过程中的极限,为扫频最优控制原始问题中的指定局部最小值推导出新的必要条件。我们将通过一个数值示例来说明所获得的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Discrete Approximations and Optimality Conditions for Controlled Free-Time Sweeping Processes

Discrete Approximations and Optimality Conditions for Controlled Free-Time Sweeping Processes

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type involving the duration of the dynamic process into optimization. We develop a novel version of the method of discrete approximations of its own qualitative and numerical values with establishing its well-posedness and strong convergence to optimal solutions of the controlled sweeping process. Using advanced tools of first-order and second-order variational analysis and generalized differentiation allows us to derive new necessary conditions for optimal solutions of the discrete-time problems and then, by passing to the limit in the discretization procedure, for designated local minimizers in the original problem of sweeping optimal control. The obtained results are illustrated by a numerical example.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
3.30
自引率
5.60%
发文量
103
审稿时长
>12 weeks
期刊介绍: The Applied Mathematics and Optimization Journal covers a broad range of mathematical methods in particular those that bridge with optimization and have some connection with applications. Core topics include calculus of variations, partial differential equations, stochastic control, optimization of deterministic or stochastic systems in discrete or continuous time, homogenization, control theory, mean field games, dynamic games and optimal transport. Algorithmic, data analytic, machine learning and numerical methods which support the modeling and analysis of optimization problems are encouraged. Of great interest are papers which show some novel idea in either the theory or model which include some connection with potential applications in science and engineering.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信