具有凸特征和盒式约束的逆最优控制
Inverse Optimal Control with Convex Features and Box Constraints
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中文总结 AI 辅助
本文针对凸特征下层目标中的非负权重识别问题,提出乐观双层最优控制模型,证明响应映射全局单值性、值函数凹性及局部可辨识性,并给出KKT重述与松弛下的稳定性保证。
中文摘要 AI 辅助
我们研究了一个逆最优控制问题,旨在识别凸特征下层目标中的非负权重。所得模型是一个乐观的双层最优控制问题,其下层是一个强凸的、带线性约束的控制问题,并在 L^2 中具有盒式约束。对于约简响应映射 x↦(y_x,u_x),我们证明了全局单值性以及一个显式的 Lipschitz 估计,且无需假设活动集的可微性。利用下层泛函对 x 的仿射依赖性,我们证明了值函数是凹且 Lipschitz 的,并推导出一个渐近精确的最优值松弛。我们进一步通过基于二阶增长的免梯度论证,建立了局部可辨识性和 O(δ) 噪声稳定性。最后,KKT 重述给出了一个函数空间 MPCC;Scholtes 松弛在一致乘子有界性下给出 C-稳定性。一个解耦的标量例子通过阈值接触的有限性提供了显式的严格互补性证书。
英文摘要
We study an inverse optimal-control problem for identifying nonnegative weights in a convex-feature lower-level objective. The resulting model is an optimistic bilevel optimal-control problem whose lower level is a strongly convex, linearly constrained control problem with box constraints in \(L^2\). For the reduced response map \(x\mapsto (y_x,u_x)\), we prove global single-valuedness and an explicit Lipschitz estimate, without assuming differentiability of active sets. Exploiting the affine dependence of the lower-level functional on \(x\), we show that the value function is concave and Lipschitz and derive an asymptotically exact optimal-value relaxation. We further establish local identifiability and \(O(δ)\) noise stability by a gradient-free argument based on second-order growth. Finally, a KKT reformulation yields a function-space MPCC; Scholtes relaxation gives C-stationarity under uniform multiplier boundedness. A decoupled scalar example provides an explicit strict-complementarity certificate via finiteness of threshold contacts.
发表机构
- College of Engineering, Boston University(波士顿大学工程学院)
- Northeastern University(东北大学)
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