We consider an optimal control problem in which the state is governed by an unilateral obstacle problem (with obstacle from below) and restricted by a pointwise state constraint (from above). In the presence of control constraints, we prove, via regularization of the state constraints, that a system of C-stationarity is necessary for optimality. In the absence of control constraints, we show that local minimizers are even strongly stationary by a careful discussion of the primal first-order conditions of B-stationary type.
In this work we consider the numerical resolution of the bilateral obstacle optimal control problem given in Bergounioux et al. Where the main feature of this problem is that the control and the obstacle are the same.
We consider an optimal control problem for the obstacle problem with an elliptic variational inequality. The obstacle function which is the control function is assumed in $H^{2}$. We use an approximate technique to introduce a family of problems governed by variational equations. We prove optimal solutions existence and give necessary optimality conditions.
We study the optimal stopping problem for a monotonous dynamic risk measure induced by a BSDE with jumps in the Markovian case. We show that the value function is a viscosity solution of an obstacle problem for a partial integro-differential variational inequality, and we provide an uniqueness result for this obstacle problem.
In the present work, control of time-optimal trajectory for a Dubins airplane in presence of moving and fixed obstacles is obtained. We show that for a Dubins airplane with an initial position, the control variable can be obtained using the exact penalty function method so that the airplane reaches the end position in the shortest time in the presence of obstacles.
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on the active set, we derive various conditions that guarantee the local/global optimality of first-order stationary points and/or the local/global quadratic growth of the reduced objective function. Our analysis extends and refines existing results from the literature, and also covers those situations where the problem at hand involves additional box-constrain…
We address the optimal dynamic formation problem in mobile leader-follower networks where an optimal formation is generated to maximize a given objective function while continuously preserving connectivity. We show that in a convex mission space, the connectivity constraints can be satisfied by any feasible solution to a mixed integer nonlinear optimization problem. When the optimal formation objective is to maximize coverage in a mission space cluttered with obstacles, we separate the process into intervals with no obstacles detected and intervals where one or more obstacles are detected. In …
We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a rectangular vehicle, and involves the dynamic programming principle and a time-dependent Hamilton-Jacobi-Bellman (HJB) formulation which allows for moving obstacles. To our knowledge, this is the first HJB formulation of the problem which allows for moving obstacles. We design an upwind finite difference scheme to approximate the equation and demonstrate the effica…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first relax the feasible domain of the problem, then using both mathematical programming methods and penalization methods we get optimality conditions with smooth Lagrange multipliers. Some numerical experiments using IPOPT algorithm are presented to verify the efficiency of our approach.
A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed domain. The discretized optimal control problem is a non-smooth and non-convex mathematical programing problem. The performance of the standard BFGS quasi-Newton method and the BFGS method with the inexact line search are tested.
We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings depending both in time and space. In this way, the feedback form of the problem is built-in from the very beginning. Optimality conditions are derived for one such optimal mapping, which by construction is the optimal feedback mapping of the problem. In formulating optimality conditions, costates in feedback form are solutions of linear, first-order transport syste…
We characterize generalized derivatives of the solution operator of the obstacle problem. This precise characterization requires the usage of the theory of so-called capacitary measures and the associated solution operators of relaxed Dirichlet problems. The generalized derivatives can be used to obtain a novel necessary optimality condition for the optimal control of the obstacle problem with control constraints. A comparison shows that this system is stronger than the known system of C-stationarity.
This paper mainly focuses on solving the dynamic optimization of the planar controlled crowd motion models with obstacles which is an application of a class of optimal control problems governed by a general perturbed nonconvex sweeping process. This can be considered as a significant extension of the previous work regarding the controlled crowd motion models, where the obstacles have not been considered. The necessary optimality conditions for the problem under consideration are established and illustrated by a nontrivial example of practical importance.
The standard Dynamic Programming (DP) formulation can be used to solve Multi-Stage Optimization Problems (MSOP's) with additively separable objective functions. In this paper we consider a larger class of MSOP's with monotonically backward separable objective functions; additively separable functions being a special case of monotonically backward separable functions. We propose a necessary and sufficient condition, utilizing a generalization of Bellman's equation, for a solution of a MSOP, with a monotonically backward separable cost function, to be optimal. Moreover, we show that this propose…
In this paper, we study a natural optimal control problem associated to the Paneitz obstacle problem on closed 4-dimensional Riemannian manifolds. We show the existence of an optimal control which is an optimal state and induces also a conformal metric with prescribed Q-curvature. We show also C^{\infty}-regularity of optimal controls and some compactness results for the optimal controls. In the case of the 4-dimensional standard sphere, we characterize all optimal controls.
This paper studies a system of $m$ variational inequalities with interconnected obstacles in infinite horizon associated to optimal multi-modes switching problems. Our main result is the existence and uniqueness of a continuous solution in viscosity sense, for that system. The proof of the main result strongly relies on the connection between the systems of variational inequalities and reflected backward stochastic differential equations (RBSDEs) with oblique reflection, which will be characterized through a Feynman-Kac's formula. The main feature of our system of infinite horizon RBSDEs is th…
This work develops feasible path trajectories for a coordinated strike with multiple aircraft in a constrained environment. Using direct orthogonal collocation methods, the two-point boundary value optimal control problem is transcribed into a nonlinear programming problem. A coordinate transformation is performed on the state variables to leverage the benefits of a simplex discretization of the search domain. Applying these techniques allows each path constraint to be removed from the feasible search space, eliminating computationally expensive, nonlinear constraint equations and problem spec…
Optimization problems governed by Allen-Cahn systems including elastic effects are formulated and first-order necessary optimality conditions are presented. Smooth as well as obstacle potentials are considered, where the latter leads to an MPEC. Numerically, for smooth potential the problem is solved efficiently by the Trust-Region-Newton-Steihaug-cg method. In case of an obstacle potential first numerical results are presented.
We study an optimal control problem associated to the conformal Laplacian obstacle problem on closed n-dimensional Riemannian manifolds with n >2. When the Yamabe invariant of the Riemannian manifold is positive, we show that the optimal controls are equal to their associated optimal states and show the existence of a smooth optimal control which induces a conformal metric with constant scalar curvature. For the standard sphere, we prove that the standard bubbles -- namely conformal factor of metrics conformal to the standard one with constant positive scalar curvature -- are the only optimal …
We study the reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions for continuous-time and discrete-time systems. We recast the optimal control problem as a constrained variational problem with a partial symmetry breaking Lagrangian and obtain the reduced optimality conditions from a reduced variational principle via symmetry reduction techniques in both settings, continuous-time, and discrete-time. We apply the results to a collision and obstacle avoidance problem for mult…
In this paper, we investigate optimal control problems for Allen-Cahn variational inequalities with a dynamic boundary condition involving double obstacle potentials and the Laplace-Beltrami operator. The approach covers both the cases of distributed controls and of boundary controls. The cost functional is of standard tracking type, and box constraints for the controls are prescribed. We prove existence of optimal controls and derive first-order necessary conditions of optimality. The general strategy is the following: we use the results that were recently established by two of the authors fo…
In this paper, we formulate a novel trajectory optimization scheme that takes into consideration the state uncertainty of the robot and obstacle into its collision avoidance routine. The collision avoidance under uncertainty is modeled here as an overlap between two distributions that represent the state of the robot and obstacle respectively. We adopt the minmax procedure to characterize the area of overlap between two Gaussian distributions, and compare it with the method of Bhattacharyya distance. We provide closed form expressions that can characterize the overlap as a function of control.…
UC Berkeley（加州大学伯克利分校）；Ford Research and Advanced Engineering（福特研究与高级工程部门）
We propose a Model Predictive Control (MPC) for collision avoidance between an autonomous agent and dynamic obstacles with uncertain predictions. The collision avoidance constraints are imposed by enforcing positive distance between convex sets representing the agent and the obstacles, and tractably reformulating them using Lagrange duality. This approach allows for smooth collision avoidance constraints even for polytopes, which otherwise require mixed-integer or non-smooth constraints. We consider three widely used descriptions of the uncertain obstacle position: 1) Arbitrary distribution wi…
In this paper, we investigate optimal boundary control problems for Cahn-Hilliard variational inequalities with a dynamic boundary condition involving double obstacle potentials and the Laplace-Beltrami operator. The cost functional is of standard tracking type, and box constraints for the controls are prescribed. We prove existence of optimal controls and derive first-order necessary conditions of optimality. The general strategy, which follows the lines of the recent approach by Colli, Farshbaf-Shaker, Sprekels (see the preprint arXiv:1308.5617) to the (simpler) Allen-Cahn case, is the follo…
In this paper, we investigate optimal control problems for a nonlinear state system which constitutes a version of the Caginalp phase field system modeling nonisothermal phase transitions with a nonconserved order parameter that takes thermal memory into account. The state system, which is a first-order approximation of a thermodynamically consistent system, is inspired by the theories developed by Green and Naghdi. It consists of two nonlinearly coupled partial differential equations that govern the phase dynamics and the universal balance law for internal energy, written in terms of the phas…
The paper arXiv:1804.11290 contains well-posedness and regularity results for a system of evolutionary operator equations having the structure of a Cahn-Hilliard system. The operators appearing in the system equations were fractional versions in the spectral sense of general linear operators A and B having compact resolvents and are densely defined, unbounded, selfadjoint, and monotone in a Hilbert space of functions defined in a smooth domain. The associated double-well potentials driving the phase separation process modeled by the Cahn-Hilliard system could be of a very general type that inc…
We adapt the Stochastic Perron's method in Bayraktar and Sirbu (ArXiv: 1103.0538) to the case of double obstacle problems associated to Dynkin games. We construct, symmetrically, a viscosity sub-solution which dominates the upper value of the game and a viscosity super-solution lying below the lower value of the game. If the double obstacle problem satisfies the viscosity comparison property, then the game has a value which is equal to the unique and continuous viscosity solution. In addition, the optimal strategies of the two players are equal to the first hitting times of the two stopping re…
In this paper, we study an optimal boundary control problem for a model for phase separation taking place in a spatial domain that was introduced by P. Podio-Guidugli in Ric. Mat. 55 (2006), pp. 105-118. The model consists of a strongly coupled system of nonlinear parabolic differential inclusions, in which products between the unknown functions and their time derivatives occur that are difficult to handle analytically; the system is complemented by initial and boundary conditions. For the order parameter of the phase separation process, a dynamic boundary condition involving the Laplace-Beltr…
In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential equations. We will give the dynamic programming principle for this kind of optimal control problem and show that the value function is the unique viscosity solution of the obstacle problem for the corresponding Hamilton-Jacobi-Bellman equations.
We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on the classical viscosity solution technique adapted to the setting of interconnected obstacles and construction of explicit viscosity sub- and supersolutions as bounds for Perron's method. Our motivation stems from so called optimal switching problems on bounded domains.
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an incompressible fluid in a container and, at the same time, on the container boundary. The cost functional is of standard tracking type, while the control is exerted by the velocity of the fluid in the bulk. In this way, the coupling between the state (given by the associated order parameter and chemical potential) and control variables in the governing system of no…
This paper is concerned with a distributed optimal control problem for a nonlocal phase field model of Cahn-Hilliard type, which is a nonlocal version of a model for two-species phase segregation on an atomic lattice under the presence of diffusion. The local model has been investigated in a series of papers by P. Podio-Guidugli and the present authors; the nonlocal model studied here consists of a highly nonlinear parabolic equation coupled to an ordinary differential inclusion of subdifferential type. The inclusion originates from a free energy containing the indicator function of the interv…
This paper studies a variational obstacle avoidance problem on complete Riemannian manifolds. That is, we minimize an action functional, among a set of admissible curves, which depends on an artificial potential function used to avoid obstacles. In particular, we generalize the theory of bi-Jacobi fields and biconjugate points and present necessary and sufficient conditions for optimality. Local minimizers of the action functional are divided into two categories and subsequently classified, with local uniqueness results obtained in both cases.
Kiel University（基尔大学）；AVL Software and Functions GmbH（AVL软件与功能有限公司）
A path-following collision-avoidance model predictive control (MPC) method is proposed which approximates obstacle shapes as convex polygons. Collision-avoidance is ensured by means of the signed distance function which is calculated efficiently as part of the MPC problem by making use of a dual formulation. The overall MPC problem can be solved by standard nonlinear programming (NLP) solvers. The dual signed distance formulation yields, besides the (dual) collision-avoidance constraints, norm, and consistency constraints. A novel approach is presented that combines the arising norm equality w…
In this note, we study the optimal control of a nonisothermal phase field system of Cahn-Hilliard type that constitutes an extension of the classical Caginalp model for nonisothermal phase transitions with a conserved order parameter. It couples a Cahn-Hilliard type equation with source term for the order parameter with the universal balance law of internal energy. In place of the standard Fourier form, the constitutive law of the heat flux is assumed in the form given by the theory developed by Green and Naghdi, which accounts for a possible thermal memory of the evolution. This has the conse…
We present a novel penalty approach for a class of quasi-variational inequalities (QVIs) involving monotone systems and interconnected obstacles. We show that for any given positive switching cost, the solutions of the penalized equations converge monotonically to those of the QVIs. We estimate the penalization errors and are able to deduce that the optimal switching regions are constructed exactly. We further demonstrate that as the switching cost tends to zero, the QVI degenerates into an equation of HJB type, which is approximated by the penalized equation at the same order (up to a log fac…
Obstacle avoidance between polytopes is a challenging topic for optimal control and optimization-based trajectory planning problems. Existing work either solves this problem through mixed-integer optimization, relying on simplification of system dynamics, or through model predictive control with dual variables using distance constraints, requiring long horizons for obstacle avoidance. In either case, the solution can only be applied as an offline planning algorithm. In this paper, we exploit the property that a smaller horizon is sufficient for obstacle avoidance by using discrete-time control…
