Many control applications require that a system be constrained to a particular set of states, often termed as safe set. A practical and flexible method for rendering safe sets forward-invariant involves computing control input using Control Barrier Functions and Quadratic Programming methods. Many prior results however require the resulting control input to be continuous, which requires strong assumptions or can be difficult to demonstrate theoretically. In this paper we use differential inclusion methods to show that simultaneously rendering multiple sets invariant can be accomplished using a discontinuous control input. We present an optimization formulation which computes such control inputs and which can be posed in multiple forms, including a feasibility problem, a linear program, or a quadratic program. In addition, we discuss conditions under which the optimization problem is feasible and show that any feasible solution of the considered optimization problem which is measurable renders the multiple safe sets forward invariant.
Using a geometric argument, we show that under a reasonable continuity condition, the Clarke subdifferential of a semi-algebraic (or more generally stratifiable) directionally Lipschitzian function admits a simple form: the normal cone to the domain and limits of gradients generate the entire Clarke subdifferential. The characterization formula we obtain unifies various apparently disparate results that have appeared in the literature. Our techniques also yield a simplified proof that closed semialgebraic functions on $\R^n$ have a limiting subdifferential graph of uniform local dimension $n$.
We study the boundary structure of closed convex cones, with a focus on facially dual complete (nice) cones. These cones form a proper subset of facially exposed convex cones, and they behave well in the context of duality theory for convex optimization. Using the well-known and commonly used concept of tangent cones in nonlinear optimization, we introduce some new notions for exposure of faces of convex sets. Based on these new notions, we obtain a necessary condition and a sufficient condition for a cone to be facially dual complete. In our sufficient condition, we utilize a new notion calle…
Under the relaxed constant rank condition, introduced by Minchenko and Stakhovski, we prove that the linearized cone is contained in the tangent cone (Abadie condition) for sets represented as solution sets to systems of finite numbers of inequalities and equations given by continuously differentiable functions defined on Banach spaces.
The second-order tangent set is an important concept in describing the curvature of the set involved. Due to the existence of the complementarity condition, the second-order cone (SOC) complementarity set is a nonconvex set. Moreover, unlike the vector complementarity set, the SOC complementarity set is not even the union of finitely many polyhedral convex sets. Despite these difficulties, we succeed in showing that like the vector complementarity set, the SOC complementarity set is second-order directionally differentiable and an exact formula for the second-order tangent set of the SOC compl…
Let $S$ be a closed subset of a Banach space $X$. Assuming that $S$ is epi-Lipschitzian at $\bar{x}$ in the boundary $ \bd S$ of $S$, we show that $S$ is strictly Hadamard differentiable at $\bar{x}$ IFF the Clarke tangent cone $T(S, \bar{x})$ to $S$ at $\bar{x}$ contains a closed hyperplane IFF the Clarke tangent cone $T(\bd S, \bar{x})$ to $\bd S$ at $\bar{x}$ is a closed hyperplane. Moreover when $X$ is of finite dimension, $Y$ is a Banach space and $g: X \mapsto Y$ is a locally Lipschitz mapping around $\bar{x}$, we show that $g$ is strictly Hadamard differentiable at $\bar{x}$ IFF $T(\mat…
We investigate the value function of an infinite horizon variational problem in the infinite-dimensional setting. Firstly, we provide an upper estimate of its Dini--Hadamard subdifferential in terms of the Clarke subdifferential of the Lipschitz continuous integrand and the Clarke normal cone to the graph of the set-valued mapping describing dynamics. Secondly, we derive a necessary condition for optimality in the form of an adjoint inclusion that grasps a connection between the Euler--Lagrange condition and the maximum principle.
A large number matrix optimization problems are described by orthogonally invariant norms. This paper is devoted to the study of variational analysis of the orthogonally invariant norm cone of symmetric matrices. For a general orthogonally invariant norm cone of symmetric matrices, formulas for the tangent cone, normal cone and second-order tangent set are established. The differentiability properties of the projection operator onto the orthogonally invariant norm cone are developed, including formulas for the directional derivative and the B-subdifferential. Importantly, the directional deriv…
We introduce an extended tangent cone of high order to a set and study its properties. Then we use this local approximation for deriving high-order necessary conditions for local minimizers of constrained optimization problems.
We characterize embedded $\C^1$ hypersurfaces of $\R^n$ as the only locally closed sets with continuously varying flat tangent cones whose measure-theoretic-multiplicity is at most $m<3/2$. It follows then that any (topological) hypersurface which has flat tangent cones and is supported everywhere by balls of uniform radius is $\C^1$. In the real analytic case the same conclusion holds under the weakened hypothesis that each tangent cone be a hypersurface. In particular, any convex real analytic hypersurface $X\subset\R^n$ is $\C^1$. Furthermore, if $X$ is real algebraic, strictly convex, and …
Peano defined 'differentiability' of functions and 'lower tangent cones' in 1887, and 'upper tangent cones' in 1903, but uses the latter concept already in 1887 without giving a formal definition. Both cones were defined for arbitrary sets, as certain limits of appropriate homothetic relations. Around 1930 Severi and Guareschi, in a series of mutually fecundating individual papers, characterized differentiability in terms of 'lower tangent cones' and strict differentiability in terms of 'lower paratangent cones', a notion introduced, independently, by Severi and Bouligand in 1928. Severi and G…
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（数学与系统科学研究院，中国科学院）；University of Chinese Academy of Sciences（中国科学院大学）；State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（数学科学国家重点实验室，数学与系统科学研究院，中国科学院）
