Conditions For Strong Local Optimality Research Articles

Strong local optimality for bang-bang-singular extremals in single input control problems

In this paper we consider a Mayer problem for a single input control affine dynamics and we give sufficient conditions for strong local optimality of a reference trajectory, consisting of two bang arcs followed by a singular one. We use a Hamiltonian approach and its connection with the second order conditions. A case study is proposed.

Sufficient conditions for strong local optimality in optimal control problems with $L_{2}$-type objectives and control constraints

We consider the optimal control problem of minimizing an objective function that is quadratic in the control over a fixed interval for a multi-input bilinear dynamical system in the presence of control constraints. Such models are motivated by and applied to mathematical models for cancer chemotherapy over an a priori specified fixed therapy horizon. The necessary conditions for optimality of the Pontryagin maximum principle are easily evaluated and give a functional description of optimal controls as continuous functions of states and multipliers. However, there is no a priori guarantee that a numerically computed extremal controlled trajectory is locally optimal. In this paper, we formulate sufficient conditions for strong local optimality that are based on the existence of a bounded solution to a matrix Riccati differential equation. The theory is applied to a $3$-compartment model for multi-drug cancer chemotherapy with cytotoxic and cytostatic agents. The numerical results are compared with those for a corresponding optimal control problem when the objective is taken linear in the controls.

Bang-singular-bang extremals: sufficient optimality conditions

In this paper, we give second-order sufficient conditions for strong local optimality of a bang-singular-bang extremal in the minimum time problem. The conditions are given in terms of some regularity assumptions on the extremal and of the coercivity of the extended second variation associated with the minimum time problem with fixed endpoints on the singular arc. The conditions are close to the necessary conditions in the usual sense; namely, we require strict inequalities where the necessary conditions have nonstrict inequalities.

Controlling a model for bone marrow dynamics in cancer chemotherapy

This paper analyzes a mathematical model for the growth of bone marrow cells under cell-cycle-specific cancer chemotherapy originally proposed by Fister and Panetta [8]. The model is formulated as an optimal control problem with control representing the drug dosage ( respectively its effect ) and objective of Bolza type depending on the control linearly, a so-called L(1)- objective. We apply the Maximum Principle, followed by high-order necessary conditions for optimality of singular arcs and give sufficient conditions for optimality based on the method of characteristics. Singular controls are eliminated as candidates for optimality, and easily verifiable conditions for strong local optimality of bang-bang controls are formulated in the form of transversality conditions at switching surfaces. Numerical simulations are given.

Sufficient Conditions for the Generalized Problem of Bolza

This paper presents sufficient conditions for strong local optimality in the generalized problem of Bolza. These conditions represent a unification, in the sense that they can be applied to both the calculus of variations and to optimal control problems, as well as problems with nonsmooth data. Also, this paper brings to light a new point of view concerning the Jacobi condition in the classical calculus of variations, showing that it can be considered as a condition which guarantees the existence of a canonical transformation which transforms the original Hamiltonian to a locally concave-convex Hamiltonian.

Sufficient conditions for the generalized problem of Bolza

This paper presents sufficient conditions for strong local optimality in the generalized problem of Bolza. These conditions represent a unification, in the sense that they can be applied to both the calculus of variations and to optimal control problems, as well as problems with nonsmooth data. Also, this paper brings to light a new point of view concerning the Jacobi condition in the classical calculus of variations, showing that it can be considered as a condition which guarantees the existence of a canonical transformation which transforms the original Hamiltonian to a locally concave-convex Hamiltonian.