In this paper we give sufficient conditions for a Pontryagin extremal trajectory, consisting of two bang arcs followed by a singular one, to be a strong local minimizer for a Mayer problem. The problem is defined on a manifold $M$ and the end-points constraints are of fixed-free type. We use a Hamiltonian approach and its connection with the second order conditions in the form of an accessory problem on the tangent space to $M$ at the final point of the trajectory. Two examples are proposed.
In this paper, we analyse control affine optimal control problems with a cost functional involving the absolute value of the control. The Pontryagin extremals associated with such systems are given by (possible) concatenations of bang arcs with singular arcs and with inactivated arcs, that is, arcs where the control is identically zero. Here we consider Pontryagin extremals given by a bang-inactive-bang concatenation. We establish sufficient optimality conditions for such extremals, in terms of some regularity conditions and of the coercivity of a suitable finite-dimensional second variation.
In this paper we are concerned with generalised L 1-minimisation problems, i.e. Bolza problems involving the absolute value of the control with a control-affine dynamics. We establish sufficient conditions for the strong local optimality of extremals given by the concatenation of bang, singular and inactive (zero) arcs. The sufficiency of such conditions is proven by means of Hamiltonian methods. As a byproduct of the result, we provide an explicit invariant formula for the second variation along the singular arc.
This paper is a continuation of the work by the same authors on the Cartan group equipped with the sub-Finsler $\ell_\infty$ norm. We start by giving a detailed presentation of the structure of bang-bang extremal trajectories. Then we prove upper bounds on the number of switchings on bang-bang minimizers. We prove that any normal extremal is either bang-bang, or singular, or mixed. Consequently, we study mixed extremals. In particular, we prove that every two points can be connected by a piecewise smooth minimizer, and we give a uniform bound on the number of such pieces.
Quadratic order conditions for bang-singular extremals
CONICET CIFASIS（阿根廷国家科学研究委员会科学和技术研究常设委员会）；INRIA Saclay - CMAP Ecole Polytechnique（法国国家信息与自动化研究所萨克雷校区 - 巴黎综合理工学院数学与建模中心）；Russian Academy of Sciences - CEMI（俄罗斯科学院计算数学与控制问题研究所）；Moscow State University（莫斯科国立大学）；CONICET PLADEMA - Univ. Nacional de Centro de la Prov. de Buenos Aires（阿根廷国家科学研究委员会PLADEMA项目 - 布宜诺斯艾利斯省中部国立大学）
The case of time minimization for affine control systems with control on the disk is studied. After recalling the standard sufficient conditions for local optimality in the smooth case, the analysis focusses on the specific type of singularities encountered when the control is prescribed to the disk. Using a suitable stratification, the regularity of the flow is analyzed, which helps to devise verifiable sufficient conditions in terms of left and right limits of Jacobi fields at a switching point. Under the appropriate assumptions, piecewise regularity of the field of extremals is obtained.
A minimum-time reorientation of an axisymmetric rigid spacecraft controlled by three torques is studied. The orientation of the body is modeled such that the attitude kinematics are representative of a spin-stabilized spacecraft. The optimal control problem considered is shown to have a switching control structure. Moreover, under certain assumptions, the solutions contain segments that lie on a singular arc. A numerical optimization study is performed using a recently developed method that is designed to accurately solve bang-bang and singular optimal control problems. The optimality conditio…
The total generalized variation (TGV) is a popular regularizer in inverse problems and imaging combining discontinuous solutions and higher order smoothing. In particular, empirical observations suggest that its order two version strongly favors piecewise affine functions. In the present manuscript, we formalize this statement for the one-dimensional TGV-functional by characterizing the extremal points of its sublevel sets with respect to a suitable quotient space topology. These results imply that 1D TGV-regularized linear inverse problems with finite dimensional observations admit piecewise …
Approximate necessary optimality conditions in terms of Fréchet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's variational principle, the fuzzy Fréchet subdifferential sum rule, and a novel notion of lower semicontinuity relative to a set-valued mapping or set. Feasible points satisfying these optimality conditions are referred to as approximately stationary. As applications, we derive a new general version of the extremal principle. Furthermore, we study approximate stationarit…
This paper is concerned with necessary and sufficient second-order conditions for finite-dimensional and infinite-dimensional constrained optimization problems. Using a suitably defined directional curvature functional for the admissible set, we derive no-gap second-order optimality conditions in an abstract functional analytic setting. Our theory not only covers those cases where the classical assumptions of polyhedricity or second-order regularity are satisfied but also allows to study problems in the absence of these requirements. As a tangible example, we consider no-gap second-order condi…
Sequential Extremal Principle: Refinements and Applications
Faculty of Mathematics, College of Natural Sciences Can Tho University（越南芹苴大学自然科学学院数学系）；School of Science, Engineering and Technology RMIT University Vietnam（越南皇家墨尔本理工学院科学与工程与技术学院）；Analytical and Algebraic Methods in Optimization Research Group Faculty of Mathematics and Statistics Ton Duc Thang University（越南胡志明市统一大学数学与统计学院优化分析代数方法研究组）
In this paper we study a sub-Finsler geometric problem on the free-nilpotent group of rank 2 and step 3. Such a group is also called Cartan group and has a natural structure of Carnot group, which we metrize considering the $\ell_\infty$ norm on its first layer. We adopt the point of view of time-optimal control theory. We characterize extremal curves via Pontryagin maximum principle. We describe abnormal and singular arcs, and construct the bang-bang flow.
We study a driftless system on a three-dimensional manifold driven by two scalar controls. We assume that each scalar control has an independent bound on its modulus and we prove that, locally around every point where the controlled vector fields satisfy some suitable nondegeneracy Lie bracket condition, every time-optimal trajectory has at most five bang or singular arcs. The result is obtained using first-and second-order necessary conditions for optimality.
We investigate the bang-bang property for fairly general classes of $L^\infty-L^1$ constrained bilinear optimal control problems in two cases: that of the one-dimensional torus, in which case we consider parabolic equations, and that of general $d$ dimensional domains for time-discrete parabolic models. Such a study is motivated by several applications in applied mathematics, most importantly in the study of reaction-diffusion models. The main equation in the one-dimensional case writes $\partial_t u_m-Δu_m=mu_m+f(t,x,u_m)$, where $m=m(x)$ is the control, which must satisfy some $L^\infty$ bou…
In this article, we are interested in optimal aircraft trajectories in climbing phase. We consider the cost index criterion which is a convex combination of the time-to-climb and the fuel consumption. We assume that the thrust is constant and we control the flight path angle of the aircraft. This optimization problem is modeled as a Mayer optimal control problem with a single-input affine dynamics in the control and with two pure state constraints, limiting the Calibrated AirSpeed (CAS) and the Mach speed. The candidates as minimizers are selected among a set of extremals given by the maximum …
In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality. The obtained optimality conditions imply several transversality conditions and the validity of Mangasarian type sufficiency conditions. Arising difficulties in the presence of state constraints are discussed.
In optimal control problems of control-affine systems, whose solutions are bang-bang or singular type, verification of optimality using the Hamilton-Jacobi-Bellman (HJB) equation involves the computation of partial derivatives of switching times and switching states with respect to initial conditions (time and state). In this paper, we establish a formula for the partial derivatives of ordinary differential equations (ODE) flows with respect to initial conditions, which is more suitable for using in HJB equation than such provided by the classical theory of ODE. We apply the obtained results t…
We study a time minimization problem on the group of motions of a plane with admissible control in a half-disk. The considered control system describes a model of a car that can move forward on a plane and turn in place. Optimal trajectories of this system are used in image processing for the detection of salient lines. In particular, such trajectories are used in the analysis of medical images when searching for blood vessels in photos of the human retina. The problem is of interest in geometric control theory as a model example in which the set of admissible controls contains zero at the bou…
We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals, representing several different ``populations''. For the stated problem, we propose a necessary optimality condition, which involves feedback controls inherent to the extremal structure, designed via the standard Pontryagin's Maximum Principle conditions. This optimality condition admits a realization as an iterative algorithm for optimal control. As a motivating …
