In this paper, we investigate the multi-objective optimal control problem of ordinary differential equations on Riemannian manifolds. We first obtain the second-order necessary conditions for weak Pareto optimal solutions for multi-objective optimal control problems with fixed terminal time, and then extend these results to multi-objective optimal control problems with free terminal time, deriving the corresponding second-order necessary conditions for weak Pareto optimal solutions. Our main results (i.e., Theorem 2.2 and Theorem 2.4) show that weak Pareto optimal solutions depend on the curvature tensor of the Riemannian manifold. Finally, we provide an example (i.e., Example 2.1) as an application of our main results, illustrating how our findings differ from existing related results (see Remark 2.2).
This work is concerned with an optimal control problem on a Riemannian manifold, for which two typical cases are considered. The first case is when the endpoint is free. For this case, the control set is assumed to be a separable metric space. By introducing suitable dual equations, which depend on the curvature tensor of the manifold, we establish the second order necessary and sufficient optimality conditions of integral form. In particular, when the control set is a Polish space, the second order necessary condition is reduced to a pointwise form. As a key preliminary result and also an int…
We study the sub-Riemannian exponential for contact distributions on manifolds of dimension greater or equal to 5. We compute an approximation of the sub-Riemannian Hamiltonian flow and show that the conjugate time can have multiplicity 2 in this case. We obtain an approximation of the first conjugate locus for small radii and introduce a geometric invariant to show that the metric for contact distributions typically exhibits an original behavior, different from the classical 3-dimensional case. We apply these methods to the case of 5-dimensional contact manifolds. We provide a stability analy…
Global optimality analysis in sub-Riemannian problem on the Lie group SH(2) is considered. We cutout open dense domains in the preimage and in the image of the exponential mapping based on the description of Maxwell strata. We then prove that the exponential mapping restricted to these domains is a diffeomorphism. Based on the proof of diffeomorphism, the cut time, i.e., time of loss of global optimality is computed on SH(2). We also consider the global structure of the exponential mapping and obtain an explicit description of cut locus and optimal synthesis.
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a corollary, we obtain necessary second-order optimality conditions for a general optimal control problem.
In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints are derived under the Mangasarian-Fromovitz condition and under the assumption that the state and control constraint functions are smooth. In this paper we derive necessary optimality conditions for problems with nonsmooth mixed state and control constraints under constraint qualifications based on pseudo-Lipschitz continuity and calmness of certain set-valu…
In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. We derive a new necessary optimality condition which is sharper than the usual M-stationary condition and is applicable even when no constraint qualifications hold for the corresponding mathematical program with complementarity constraints (MPCC) reformulation.
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal control problem are derived by using the adjoint backward stochastic evolution equation. Moreover, all coefficients appearing in this system are allowed to depend on the control variable. We achieve our results through the semigroup approach.
In this paper we derive necessary optimality conditions for optimal control problems with nonlinear and nonsmooth implicit control systems. Implicit control systems have wide applications including differential algebraic equations (DAEs). The challenge in the study of implicit control system lies in that the system may be truly implicit, i.e., the Jacobian matrix of the constraint mapping may be singular. Our necessary optimality conditions hold under the so-called weak basic constraint qualification plus the calmness of a perturbed constraint mapping. Such constraint qualifications allow for …
We study the connection between a multitime scalar variational problem (SVP), a multitime vector variational problem (VVP) and a multitime vector fractional variational problem (VFP). For (SVP), we establish necessary optimality conditions. For both vector variational problems, we define the notions of Pareto efficient solution and of normal efficient solution and we establish necessary efficiency conditions for (VVP) and (VFP) using both notions. The main purpose of the paper is to establish sufficient efficiency conditions for the vector problems (VVP) and (VFP). Moreover, we obtain sufficie…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and diffusion terms and the control region is a nonempty closed subset of a separable Hilbert space. We employ some classical set-valued analysis tools and theories of the transposition solution of vector-valued backward stochastic evolution equations and the relaxed-transposition solution of operator-valued backward stochastic evolution equations to derive these opt…
It is well-known that normal extremals in sub-Riemannian geometry are curves which locally minimize the energy functional. Most proofs of this fact do not make, however, an explicit use of relations between local optimality and the geometry of the problem. In this paper, we provide a new proof of that classical result, which gives insight into direct geometric reasons of local optimality. Also the relation of the regularity of normal extremals with their optimality becomes apparent in our approach.
We present a unified study of first and second order necessary and sufficient optimality conditions for minimax and Chebyshev optimisation problems with cone constraints. First order optimality conditions for such problems can be formulated in several different forms: in terms of a linearised problem, in terms of Lagrange multipliers (KKT-points), in terms of subdifferentials and normal cones, in terms of a nonsmooth penalty function, in terms of cadres with positive cadre multipliers, and in an alternance form. We describe interconnections between all these forms of necessary and sufficient o…
In this article we study optimal control problems for systems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality constraints on the initial and final values of the state. We investigate singular optimal solutions for this class of problems, for which we obtain second order necessary and sufficient conditions for weak optimality in integral form. We also derive Goh pointwise necessary optimality conditions. We show an example to illustrate the results.
We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They show that the solutions of the fractional problems coincide with the solutions of the corresponding non-fractional variational problems when the order of the discrete derivatives is an integer value.
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is $C^2$-smooth, we show that strengthened second-order necessary optimality conditions are valid if the constraint set is generalized polyhedral convex. For problems in a new setting, where the objective function is just assumed to be $C^1$-smooth and the constraint set is generalized polyhedral convex, we establish sharp second-order necessary optimality conditions based on the Fréchet second-order subdi…
The left-invariant sub-Riemannian problem on the Engel group is considered. This problem is very important as nilpotent approximation of nonholonomic systems in four-dimensional space with two-dimensional control, for instance of a system which describes movement of mobile trailer robot. We study the local optimality of extremal trajectories and estimate conjugate time in this article.
Throughout this paper, we focused our aim on the problem of optimal control under a risk-sensitive performance functional, where the system is given by a fully coupled forward-backward stochastic differential equation with jump. The risk neutral control system has been used as preliminary step, where the admissible controls are convex, and the optimal solution exists. The necessary as well as sufficient optimality conditions for risk-sensitive performance are proved. At the end of this work, we illustrate our main result by giving an example of mean-variance for risk sensitive control problem …
Control systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties. In these circumstances the performance criterion can be given in terms of an average cost, providing a paradigm which differs from the more traditional minimax or robust optimization criteria. In this paper, we provide necessary optimality conditions for a nonrestrictive class of optimal control problems in which unknown parameters intervene in the dynamics, the cost function and the right end-point constraint. An important feature o…
Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or weakly overtaking optimality is used. New form of optimality condition is obtained and compared with the transversality conditions usually used in the literature. The examples, where these transversality conditions may fail while the new condition holds are presented. For Ramsey problem of capital accumulation a simple form of necessary optimality conditions is …
Here, necessary optimal condition for Optimistic Bilevel programming problem is obtained in Asplund spaces. Also we have got necessary optimal conditions in finite dimensional spaces, by assuming differentiability on the given functions.
In the present paper, we are concerned with a class of constrained vector optimization problems, where the objective functions and active constraint functions are locally Lipschitz at the referee point. Some second-order constraint qualifications of Zangwill type, Abadie type and Mangasarian~--~Fromovitz type as well as a regularity condition of Abadie type are proposed in a nonsmooth setting. The connections between these proposed conditions are established. They are applied to develop second-order Karush--Kuhn--Tucker necessary optimality conditions for local (weak, Geoffrion properly) effic…
In this paper, we are concerned with optimal control problems evolved on Riemannian manifolds, where the initial and final states satisfy some inequality and equality type constraints, and the control set is a separable metric space. We obtain the second order necessary conditions of integral and quasi-pointwise forms, both of which work for Pontryagin type critical controls and involve the curvature tensor. Also, we apply the condition of integral form to the Bolza problem, where the initial and final states are subject to equality's type constraint.
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem to a (nondynamic) problem of constrained optimization in a normed space and then applying the results recently obtained for the latter class using generalized differentiation. In this way, we derive necessary optimality conditions for nonconvex problems of the calculus of variations with velocity constraints under the weakest metric subregularity-type constr…
We study a multiobjective variational problem on time scales. For this problem, necessary and sufficient conditions for weak local Pareto optimality are given. We also prove a necessary optimality condition for the isoperimetric problem with multiple constraints on time scales.
In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric subdifferential for compactly supported probability measures, and investigate the intrinsic linearised Cauchy problems associated to non-local continuity equations. In particular, we show that when the velocity perturbations belong to the tangent cone to the convexification of the set of admissible velocities, the solutions of these linearised problems are tangent …
In this work, we consider the two dimensional tidal dynamics equations in a bounded domain and address some optimal control problems like total energy minimization, minimization of dissipation of energy of the flow, etc. We also examine an another interesting control problem which is similar to that of the data assimilation problems in meteorology of obtaining unknown initial data, when the system under consideration is the tidal dynamics, using optimal control techniques. For these cases, different distributed optimal control problems are formulated as the minimization of suitable cost functi…
We prove Euler-Lagrange type equations and transversality conditions for generalized infinite horizon problems of the calculus of variations on time scales. Here the Lagrangian depends on the independent variable, an unknown function and its nabla derivative, as well as a nabla indefinite integral that depends on the unknown function.
We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint qualification that we suggest here), then the necessary optimality conditions apply in the normal form. We establish normality results for (weak) local minimizers and global minimizers, employing two different approaches and invoking slightly diverse assumptions. More precisely, for the local minimizers result, the Lagrangian is supposed to be Lipschitz with…
The bilevel program is an optimization problem where the constraint involves solutions to a parametric optimization problem. It is well-known that the value function reformulation provides an equivalent single-level optimization problem but it results in a nonsmooth optimization problem which never satisfies the usual constraint qualification such as the Mangasarian-Fromovitz constraint qualification (MFCQ). In this paper we show that even the first order sufficient condition for metric subregularity (which is in general weaker than MFCQ) fails at each feasible point of the bilevel program. We…
This paper provides necessary and sufficient conditions of optimality for variational problems that deal with a fractional derivative with respect to another function. Fractional Euler--Lagrange equations are established for the fundamental problem and when in presence of an integral constraint. A Legendre condition, which is a second-order necessary condition, is also obtained. Other cases, such as the infinite horizon problem, the problem with delays in the Lagrangian, and the problem with high-order derivatives, are considered. Finally, a necessary condition for the optimal fractional order…
The paper suggests a new --- to the best of the author's knowledge --- characterization of decisions which are optimal in the multi-objective optimization problem with respect to a definite proper preference cone, a Euclidean cone with a prescribed angular radius. The main idea is to use the angle distances between the unit vector and points of utility space. A necessary and sufficient condition for the optimality in the form of an equation is derived. The first-order necessary optimality conditions are also obtained.
A solution to the left-invariant sub-Riemannian problem on the group of motions (rototranslations) of a plane SE(2) is obtained. Local and global optimality of extremal trajectories is characterized. Lower and upper bounds on the first conjugate time are proved. The cut time is shown to be equal to the first Maxwell time corresponding to the group of discrete symmetries of the exponential mapping. An explicit global description of the cut locus is obtained. Optimal synthesis is described.
We obtain necessary optimality conditions for a semi-discretized optimal control problem for the classical system of nonlinear partial differential equations modelling the water-oil (isothermal dead-oil model).
We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems of the calculus of variations with delta-differential side conditions (Lagrange problem of the calculus of variations on time scales).
In this work, we address some optimal control problems related to the evolution of two isothermal, incompressible, immisible fluids in a two dimensional bounded domain. A distributed optimal control problem is formulated as the minimization of a suitable cost functional subject to the controlled nonlocal Cahn-Hilliard-Navier-Stokes equations. We describe the first order necessary conditions of optimality via Pontryagin minimum principle and prove second order necessary and sufficient conditions of optimality for the problem.
We study dynamic minimization problems of the calculus of variations with generalized Lagrangian functionals that depend on a general linear operator $K$ and defined on bounded-time intervals. Under assumptions of regularity, convexity and coercivity, we derive sufficient conditions ensuring the existence of a minimizer. Finally, we obtain necessary optimality conditions of Euler-Lagrange type. Main results are illustrated with special cases, when $K$ is a general kernel operator and, in particular, with $K$ the fractional integral of Riemann-Liouville and Hadamard. The application of our resu…
Generalized Differentiability and Second-Order Necessary Optimality Conditions for an Elliptic Optimal Control Problem with Exponential Nonlinearity and Discrete Measures
PHENIKAA University（Phenikaa 大学）；Hanoi University of Science and Technology（河内科学技术大学）
We study a system of nonlinear partial differential equations resulting from the traditional modelling of oil engineering within the framework of the mechanics of a continuous medium. Recent results on the problem provide existence, uniqueness and regularity of the optimal solution. Here we obtain the first necessary optimality conditions.
We are to establish necessary conditions (of the primal and dual types) for the set of weak sharp minima of a nonconvex optimization problem on a Riemannian manifold. Here, we are to provide a generalization of some characterizations of weak sharp minima for convex problems on Riemannian manifold introduced by Li et al. (SIAM J. Optim., 21 (2011), pp. 1523--1560) for nonconvex problems. We use the theory of the Fréchet and limiting subdifferentials on Riemannian manifold to give the necessary conditions of the dual type. We also consider a theory of contingent directional derivative and a noti…
In this paper, we introduce a kind of approximate Karush--Kuhn--Tucker condition (AKKT) for a smooth cone-constrained vector optimization problem. We show that, without any constraint qualification, the AKKT condition is a necessary for a local weak efficient solution of the considered problem. For convex problems, we prove that the AKKT condition is a necessary and sufficient optimality condition for a global weak efficient solution. We also introduce some strict constraint qualifications associated with the AKKT condition.
In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the minimization of a suitable cost functional subject to the controlled nonlocal Cahn-Hilliard-Navier-Stokes equations. We describe the first order necessary conditions of optimality via Pontryagin's minimum principle and prove second order necessary and sufficient conditions of optimality for the problem.
In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we construct a boundary condition on the co-state arc that is necessary for the optimality. We also show that, under additional assumptions on the payoff function's asymptotic behavior, the Pontryagin Maximum Principle with this condition becomes a complete system of relations, and this boundary condition points out the unique co-state arc through a Cauchy-type form…
In this paper, we propose a combined approach with second-order optimality conditions of the lower level problem to study constraint qualifications and optimality conditions for bilevel programming problems. The new method is inspired by the combined approach developed by Ye and Zhu in 2010, where the authors combined the classical first-order and the value function approaches to derive new necessary optimality conditions. In our approach, we add a second-order optimality condition to the combined program as a new constraint. We show that when all known approaches fail, adding the second-order…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we establish necessary as well as sufficient conditions of optimality for two models. The first concerns the relaxed controls, who are measure-valued processes. The second is a particular case of the first and relates to strict control problems.
In this paper, we introduce a new second-order directional derivative and a second-order subdifferential of Hadamard type for an arbitrary nondifferentiable function. We derive several second-order optimality conditions for a local and a global minimum and an isolated local minimum of second-order in unconstrained optimization. In particular, we obtain two types results with generalized convex functions. We also compare our conditions with the results of the recently published paper [Bednavrik, D., Pastor, K.: On second-order conditions in unconstrained optimization. Math. Program. Ser A, {\bf…
In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with respect to the space variable. The control is multidimensional. The cost functional is of a tracking type and contains a linear term in the control variables. We derive second order necessary conditions relying on the concept of alternative costates and quasi-radial critical directions. The appendix provides an example illustrating the applicability of our r…
