We obtain a method to compute effective first integrals by combining Noether's principle with the Kozlov-Kolesnikov integrability theorem. A sufficient condition for the integrability by quadratures of optimal control problems with controls taking values on open sets is obtained. We illustrate our approach on some problems taken from the literature. An alternative proof of the integrability of the sub-Riemannian nilpotent Lie group of type (2,3,5) is also given.
Consider a general nonlinear optimal control problem in finite dimension, with constant state and/or control delays. By the Pontryagin Maximum Principle, any optimal trajectory is the projection of a Pontryagin extremal. We establish that, under appropriate assumptions, Pontryagin extremals depend continuously on the parameter delays, for adequate topologies. The proof of the continuity of the trajectory and of the control is quite easy, however, for the adjoint vector, the proof requires a much finer analysis. The continuity property of the adjoint with respect to the parameter delay opens a …
We prove a Noether-type symmetry theorem for invariant optimal control problems with unrestricted controls. The result establishes weak conservation laws along all the minimizers of the problems, including those minimizers which do not satisfy the Pontryagin Maximum Principle.
We provide a new, simpler, and more direct proof of the well known fact that for autonomous optimal control problems the Pontryagin extremals evolve on a level surface of the respective Pontryagin Hamiltonian.
Since the second half of the 20th century, Pontryagin's Maximum Principle has been widely discussed and used as a method to solve optimal control problems in medicine, robotics, finance, engineering, astronomy. Here, we focus on the proof and on the understanding of this Principle, using as much geometric ideas and geometric tools as possible. This approach provides a better and clearer understanding of the Principle and, in particular, of the role of the abnormal extremals. These extremals are interesting because they do not depend on the cost function, but only on the control system. Moreove…
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.
At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin to the Lagrangian function used in ordinary calculus optimization problems. A remarkable property of the extremals is that the total derivative with respect to time of the corresponding Hamiltonian equals the partial derivative of the Hamiltonian with respect to time. In particular, when the Hamiltonian does not depend explicitly on time, the value of the Ha…
We prove necessary optimality conditions of Pontryagin type for a class of fuzzy fractional optimal control problems with the fuzzy fractional derivative described in the Caputo sense. The new results are illustrated by computing the extremals of three fuzzy optimal control systems, which improve recent results of Najariyan and Farahi.
We consider the motion planning of an object in a Riemannian manifold where the object is steered from an initial point to a final point utilizing optimal control. Considering Pontryagin Minimization Principle we compute the Optimal Controls needed for steering the object from initial to final point. The Optimal Controls were solved with respect to time t and shown to have norm 1 which should be the case when the extremal trajectories, which are the solutions of Pontryagin Principle, are arc length parametrized. The extremal trajectories are supposed to be the geodesics on the Riemannian manif…
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 the optimality of broken Pontryagin extremal for an n-dimensional affine control system with a control parameter, taking values in a k- dimensional closed ball. We prove the optimality of broken normal extremals when n = 3 and the controllable vector fields form a contact distribution, and when the Lie algebra of the controllable fields is locally orthogonal to the singular locus and the drift does not belong to it. Moreover, if k = 2, we show the optimality of any broken extremal even abnormal when the controllable fields do not form a contact distribution in the poin…
In 1934, Reinhardt conjectured that the shape of the centrally symmetric convex body in the plane whose densest lattice packing has the smallest density is a smoothed octagon. This conjecture is still open. We formulate the Reinhardt Conjecture as a problem in optimal control theory. The smoothed octagon is a Pontryagin extremal trajectory with bang-bang control. More generally, the smoothed regular $6k+2$-gon is a Pontryagin extremal with bang-bang control. The smoothed octagon is a strict (micro) local minimum to the optimal control problem. The optimal solution to the Reinhardt problem is a…
We consider a problem on maximizing the height of vertical flight of a material point ("meteorological rocket") in the presence of a nonlinear friction and a constant flat gravity field under a bounded thrust and fuel expenditure. The original Goddard problem is simplified by removing the dependence on the rocket mass from the equations of motion. Using the maximum principle we find all possible types of Pontryagin extremals and classify them w.r.t. problem parameters. Since the velocity of the point can be negative, we obtain some new types of extremals with two or three switching points, whi…
In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost function. We focus on control systems such as nonholonomic control mechanical systems and the associated kinematic systems as long as they are equivalent. With all this in mind, first we study conditions to relate an optimal control problem for the mechanical system with another one for the associated kinematic system. Then, Pontryagin's Maximum Principle will be …
The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole time interval and the Pontryagin's Maximum Principle alone does not give enough information to design the control. In these cases one considers the time derivatives of this function until a k-order derivative that explicitly depends on the control variable. The number q=k/2 is called problem order and it is the same to all the extremals. The local order is a r…
We consider the sub-Riemannian length minimization problem on the group of motions of pseudo Euclidean plane that form the special hyperbolic group SH(2). The system comprises of left invariant vector fields with 2-dimensional linear control input and energy cost functional. We apply the Pontryagin Maximum Principle to obtain the extremal control input and the sub-Riemannian geodesics. A change of coordinates transforms the vertical subsystem of the normal Hamiltonian system into the mathematical pendulum. In suitable elliptic coordinates the vertical and the horizontal subsystems are integrat…
While the Pontryagin Maximum Principle can be used to calculate candidate extremals for optimal orbital transfer problems, these candidates cannot be guaranteed to be at least locally optimal unless sufficient optimality conditions are satisfied. In this paper, through constructing a parameterized family of extremals around a reference extremal, some second-order necessary and sufficient conditions for the strong-local optimality of the free-time multi-burn fuel-optimal transfer are established under certain regularity assumptions. Moreover, the numerical procedure for computing these optimali…
This article deals with the problem of maximizing the production of a species for a chemical network by controlling the temperature. Under the so-called mass kinetics assumption the system can be modeled as a single-input control system using the Feinberg-Horn-Jackson graph associated to the reactions network. Thanks to Pontryagin's Maximum Principle, the candidates as minimizers can be found among extremal curves, solutions of a (non smooth) Hamiltonian dynamics and the problem can be stated as a time minimal control problem with a terminal target of codimension one. Using geometric control a…
Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under appropriate assumptions, we prove that the optimal state of the sampled-data problem converges uniformly to $x^*$ as the norm of the corresponding partition tends to zero. Moreover, applying the Pontryagin maximum principle to both problems, we prove that, if $x^*$ has a unique weak extremal lift with a costate $p$ that is normal, then the costate of the sampl…
In the present paper we deal with fully nonlinear two-dimensional smooth control systems with scalar input $\dot{q} = \bs{f}(q,u)$, $q \in M$, $u \in U$, where $M$ and $U$ are differentiable smooth manifolds of respective dimensions two and one. For such systems, we provide two microlocal normal forms, i.e., local in the state-input space, using the fundamental necessary condition of optimality for optimal control problems: the Pontryagin Maximum Principle. One of these normal forms will be constructed around a regular extremal and the other one will be constructed around an abnormal extremal.…
A geometric method is described to characterize the different kinds of extremals in optimal control theory. This comes from the use of a presymplectic constraint algorithm starting from the necessary conditions given by Pontryagin's Maximum Principle. Apart from the design of this general algorithm useful for any optimal control problem, it is showed how it works to split the set of extremals and, in particular, to characterize the strict abnormality. An example of strict abnormal extremal for a particular control-affine system is also given.
Helhmoltz-Kirchhoff equations of motions of vortices of an incompressible fluid in the plane define a dynamics with singularities and this leads to a Zermelo navigation problem describing the ship travel in such a field where the control is the heading angle. Considering one vortex, we define a time minimization problem which can be analyzed with the technics of geometric optimal control combined with numerical simulations, the geometric frame being the extension of Randers metrics in the punctured plane, with rotational symmetry. Candidates as minimizers are parameterized thanks to the Pontry…
We analyze an optimal control problem for systems of integral equations of Volterra type with two independent variables. These systems generalize both, the hyperbolic control problems for systems of Goursat-Darboux type, and the optimal control of ordinary (i.e. with one independent variable) Volterra integral equations. We prove extremal principles akin to Pontryagin's maximum principle.
We obtain a generalization of Noether's invariance principle for optimal control problems with equality and inequality state-input constraints. The result relates the invariance properties of the problems with the existence of conserved quantities along the constrained Pontryagin extremals. A result of this kind was posed as an open question by Vladimir Tikhomirov, in 1986.
This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain special properties. These properties are explored and are used in conjunction with the Pontryagin maximum principle to determine the structure of singular extremals and, in particular, time-optimal trajectories. The theory is illustrated with an application to a time-optimal problem for a class of underwater vehicles
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…
The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem with SIR dynamics. The main feature of our study is the presence of state constraints (related to intensive care units ICU capacity) and strict target objectives (related to the immunity threshold). The first class of results provides a comprehensive description of different zones of interest using viability tools. The second achievement is a thorough mathematical analysis of Pontryagin extremals for the aforementioned problem allowing to obtain an explicit closed-loop feedback optimal control. A…
We discuss contact geometry naturally related with optimal control problems (and Pontryagin Maximum Principle). We explore and expand the observations of [Ohsawa, 2015], providing simple and elegant characterizations of normal and abnormal sub-Riemannian extremals.
We study, in a unified way, the following questions related to the properties of Pontryagin extremals for optimal control problems with unrestricted controls: i) How the transformations, which define the equivalence of two problems, transform the extremals? ii) How to obtain quantities which are conserved along any extremal? iii) How to assure that the set of extremals include the minimizers predicted by the existence theory? These questions are connected to: i) the Caratheodory method which establishes a correspondence between the minimizing curves of equivalent problems; ii) the interplay be…
A geometric setup for control theory is presented. The argument is developed through the study of the extremals of action functionals defined on piecewise differentiable curves, in the presence of differentiable non-holonomic constraints. Special emphasis is put on the tensorial aspects of the theory. To start with, the kinematical foundations, culminating in the so called variational equation, are put on geometrical grounds, via the introduction of the concept of infinitesimal control . On the same basis, the usual classification of the extremals of a variational problem into normal and abnor…
We have found an inconsistency in our previous version of the paper "Generalized splines in R^n and optimal control". We give a new-time-dependent definition of spline curves in R^n which results from solving a non-autonomous linear quadratic optimal control problem (P) where the matrix B(t) is assumed to be rectangular with maximum rank. Nevertheless, our results are only valid if B(t) is a square (nonsingular) matrix. This was pointed out to us by Andrey Sarychev. We have proceeded with the necessary corrections. %%%%%%%%%%%%%%%%%% We give a new time-dependent definition of spline curves in …
We describe a reformulation (following Hales (2017)) of a 1934 conjecture of Reinhardt on pessimal packings of convex domains in the plane as a problem in optimal control theory. Several structural results of this problem including its Hamiltonian structure and Lax pair formalism are presented. General solutions of this problem for constant control are presented and are used to prove that the Pontryagin extremals of the control problem are constrained to lie in a compact domain of the state space. We further describe the structure of the control problem near its singular locus, and prove that …
In this paper, we investigate the minimal time problem for the guidance of a rocket, whose motion is described by its attitude kinematics and dynamics but also by its orbit dynamics. Our approach is based on a refined geometric study of the extremals coming from the application of the Pontryagin maximum principle. Our analysis reveals the existence of singular arcs of higher-order in the optimal synthesis, causing the occurrence of a chattering phenomenon, i.e., of an infinite number of switchings when trying to connect bang arcs with a singular arc. We establish a general result for bi-input …
We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions of Noether theorem are provided, in the direction which enlarges the scope of its application. We formulate a more general version of Noether's theorem for optimal control problems, which incorporates the possibility to consider a family of transformations depending on several parameters and, what is more important, to deal with quasi-invariant and not necessarily invariant optimal co…
This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow field. Path-planning in a flow with tidal variations is an emblematic real-life task that serves as an example falling in the class of problems considered here. Under rather natural assumptions on the flow field, the problem is regular and the measure Lagrange multiplier, associated with the state constraint, is continuous. These properties (regularity and co…
In addition to the theoretical value of challenging optimal control problmes, recent progress in autonomous vehicles mandates further research in optimal motion planning for wheeled vehicles. Since current numerical optimal control techniques suffer from either the curse of dimens ionality, e.g. the Hamilton-Jacobi-Bellman equation, or the curse of complexity, e.g. pseudospectral optimal control and max-plus methods, analytical characterization of geodesics for wheeled vehicles becomes important not only from a theoretical point of view but also from a prac tical one. Such an analytical charac…
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 …
In this article, we develop a simple mathematical GNU Octave/MATLAB code that is easy to modify for the simulation of mathematical models governed by fractional-order differential equations, and for the resolution of fractional-order optimal control problems through Pontryagin's maximum principle (indirect approach to optimal control). For this purpose, a fractional-order model for the respiratory syncytial virus (RSV) infection is considered. The model is an improvement of one first proposed by the authors in [Chaos Solitons Fractals 117 (2018), 142--149]. The initial value problem associated…
A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction procedure to deal with them must be carried on. The reduction of the implicit control equations arising in these problems will be discussed in the slightly more general setting of implicit equations defined by invariant one-forms on Lie groups. As an instance, the first order differential equations describing the extremal solutions of an optimal control probl…
Given a submersion $π:Q \to M$ with an Ehresmann connection $\mathcal{H}$, we describe how to solve Hamiltonian systems on $M$ by lifting our problem to $Q$. Furthermore, we show that all solutions of these lifted Hamiltonian systems can be described using the original Hamiltonian vector field on $M$ along with a generalization of the magnetic force. This generalized force is described using the curvature of $\mathcal{H}$ along with a new form of parallel transport of covectors vanishing on $\mathcal{H}$. Using the Pontryagin maximum principle, we apply this theory to optimal control problems …
We provide easy and readable GNU Octave/MATLAB code for the simulation of mathematical models described by ordinary differential equations and for the solution of optimal control problems through Pontryagin's maximum principle. For that, we consider a normalized HIV/AIDS transmission dynamics model based on the one proposed in our recent contribution (Silva, C.J.; Torres, D.F.M. A SICA compartmental model in epidemiology with application to HIV/AIDS in Cape Verde. Ecol. Complex. 2017, 30, 70--75), given by a system of four ordinary differential equations. An HIV initial value problem is solved…
Time-optimal elevator control with higher-order state constraints: analysis and computation of boundary contacts
Federal Research Center “Computer Science and Control” of Russian Academy of Sciences（俄罗斯科学院计算机科学与控制联邦研究中心）；Research Center for Systems and Technologies (SYSTEC), ARISE, Faculdade de Engenharia, Universidade do Porto（波尔图大学工程学院ARISE系统与技术研究中心（SYSTEC））
