Second-order Optimality Conditions Research Articles

Bilinear optimal control for a fractional diffusive equation

We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order 0<s<1. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some weak maximum principle results allowing us to obtain more regularity of our state equation. Then, we consider an optimal control problem which consists to bring the state of the system at final time to a desired state. We show that this optimal control problem has a solution and we derive the first- and second-order optimality conditions.

Moreau-Yosida regularization to optimal control of the monodomain model with pointwise control and state constraints in cardiac electrophysiology

In this work, we study the optimal control problem of a coupled reaction-diffusion system, which is a monodomain model in cardiac electrophysiology with pointwise bilateral control and state constraints. We adopt the Moreau-Yosida regularization as a penalization technique to deal with the state constraints. The regularized problem’s first-order optimality condition is derived. In addition, sufficient second-order optimality condition is derived for the regularized problem using the virtual control concept by proving equivalence between Moreau-Yosida regularization and the virtual control concept. The convergence of optimal controls of the regularized problems to the optimal control of the original problem is proved. Moreover, the semi-smooth Newton method for numerically finding the optimal solution to the regularization problem is presented. Finally, numerical experiments are conducted, and the results allow us to understand the extinction of the wave excitation in cardiac defibrillation in the presence of both control and state constraints.

Second-Order Optimality Conditions for Interval-Valued Optimization Problem

In this paper, we discuss the second-order KKT-type optimality conditions for interval-valued optimization problem. To derive second-order necessary and sufficient conditions, we use two different methodologies: square slack variable method and the theory of geometric cone optimality conditions for interval-valued objective functions. Furthermore, we discuss two types of order relations LU and center–radius (C–R). To show the validity of our results, we have demonstrated some nontriv ial examples.

Parabolic Regularity of Spectral Functions

This paper is devoted to the study of the second-order variational analysis of spectral functions. It is well-known that spectral functions can be expressed as a composite function of symmetric functions and eigenvalue functions. We establish several second-order properties of spectral functions when their associated symmetric functions enjoy these properties. Our main attention is given to characterize parabolic regularity for this class of functions. It was observed recently that parabolic regularity can play a central rule in ensuring the validity of important second-order variational properties, such as twice epi-differentiability. We demonstrates that for convex spectral functions, their parabolic regularity amounts to that of their symmetric functions. As an important consequence, we calculate the second subderivative of convex spectral functions, which allows us to establish second-order optimality conditions for a class of matrix optimization problems. Funding: The research of A. Mohammadi is funded by a postdoctoral fellowship from Georgetown University. E. Sarabi is partially supported by the U.S. National Science Foundation [Grant DMS 2108546].

Second-order necessary and sufficient optimality conditions for multiobjective interval-valued nonlinear programming

In this article, the second-order optimality conditions for nonlinear programming with multiple interval-valued objective functions (in brief, NPMIOF) are studied. In the first part, the second- and first-order necessary optimality conditions for some types of efficient solutions of NPMIOF are established under of Abadie second- and first-order constraint qualifications. In the next part, we investigate both primal and dual second-order sufficient optimality conditions. Our second-order necessary conditions enhance the previous results. The second-order sufficient optimality conditions are new.

Second-order optimality conditions for set-valued optimization problems under the set criterion

Second-order optimality conditions for set-valued optimization problems under the set criterion

The Indirect Bang-Singular Algorithm (IBSA) for singular control problems with state-inequality constraints

In this study, we present the Indirect Bang-Singular Algorithm (IBSA), a straightforward computational framework developed to solve a wide range of Singular Optimal Control Problems (SOCP) with state-inequality constraints. The algorithm is a type of arc-classification technique which reformulates the SOCP as a nonlinear programming problem over the switching times, and possibly some other parameters such as the co-states’ initial values at the entry time to a singular interval. We derive the singular control feedback using the Pontryagin’s maximum principle and analyze the possibility of an interval where multiple controls are simultaneously singular. Furthermore, we incorporate the state-inequality constraints using the direct-adjoining method. Owing to the linear property of the co-state dynamics, the co-state variables and consequently, the singular controls are computed automatically using MATLAB’s symbolic platform. The nonlinear programming is constructed in a manner to circumvent the challenges posed by state-inequality constraints in more intricate scenarios involving singular controls expressed in terms of incomplete state-feedback functions. We also present several theorems that are integral to devising a straightforward computational approach for solving SOCPs. To assess the effectiveness of the proposed algorithm, we solve the following novel problems: (1) time–fuel-optimal commercial aircraft cruise flight in a vertical plane (i.e., with state-inequality constraint, a scalar singular control, and wind shear effects), and (2) the free-routing time–fuel-optimal commercial aircraft flight in a vertical plane (i.e., with state-inequality constraint, a dual-entry singular control, and wind shear effects). Notably, the optimality of the graphed results has been carefully inspected through first and second-order optimality conditions.

First- and second-order optimality conditions for the control of infinite horizon Navier–Stokes equations

First and second-order optimality conditions for optimal control problems over the infinite time horizon subject to the Navier–Stokes equations are derived. The cost functional enhances temporal sparsity of the controls, which implies that the optimal controls shut down in finite time. The problem formulation also includes explicit constraints on the control which may be non-smooth and non-affine.

Local properties and augmented Lagrangians in fully nonconvex composite optimization

A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template of composite optimization without any convexity assumptions. First- and second-order optimality conditions are discussed. We highlight the difficulties that stem from the lack of convexity when dealing with necessary conditions in a Lagrangian framework and when considering error bounds. Building upon these characterizations, a local convergence analysis is delineated for a recently developed augmented Lagrangian method, deriving rates of convergence in the fully nonconvex setting.

On the regularity of multipliers and second-order optimality conditions of KKT-type for semilinear parabolic control problems

A class of optimal control problems governed by semilinear parabolic equations with mixed constraints and a box constraint for control variable is considered. We show that if the so-called generalized separation condition is satisfied, then both optimality conditions of KKT-type and regularity of multipliers are fulfilled. Moreover, we show that if the initial value is good enough and boundary ∂Ω has a property of positive geometric density, then multipliers and optimal solutions are Hölder continuous.

To Charge In-Flight or Not: A Comparison of Two Parallel Hybrid Electric Aircraft Configurations via Optimal Control

This study examines two configurations for parallel hybrid electric aircraft, one with a mechanical connection between the engines and the electric motors and the other without. A previously proposed power allocation algorithm in the context of aircraft energy management is applied to these two configurations for a 19-seat conceptual hybrid electric aircraft. The original optimal control problem is then transformed into a finite-dimensional optimization, and the second-order sufficient conditions for the global optimality of the obtained solution are validated. This is followed by a sensitivity analysis of the fuel consumption to the initial aircraft weight and flight duration. Simulation and theoretical results clarify the limited benefits of charging the battery in-flight for this class of hybrid electric aircraft for the purpose of reducing fuel consumption and CO <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> emissions.

First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis

First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis

Second-order optimality conditions for the bilinear optimal control of a degenerate equation

The main purpose of this paper is the study of second-order optimality conditions for the bilinear control of a strongly degenerate parabolic equation. The equation is degenerate at the boundary of the spatial domain. The well-posedness of the state equation, as well as weak maximum principles are established. We prove some differentiability properties of the control-to-state operator and the existence of optimal solutions. Finally, we derive first- and second-order optimality conditions for the system.

Primal and dual second-order necessary optimality conditions in bilevel programming

Primal and dual second-order necessary optimality conditions in bilevel programming

Convergence analysis of finite element approximations for a nonlinear second order hyperbolic optimal control problems

&lt;p&gt;This paper focused on approximating a second-order nonlinear hyperbolic optimal control problem. By introducing a new variable, the hyperbolic equation was converted into two parabolic equations. A second-order fully discrete scheme was obtained by combining the Crank-Nicolson formula with the finite element method. The error estimation for this scheme was derived utilizing the second-order sufficient optimality condition and auxiliary problems. To validate the effectiveness of the fully discrete scheme, a numerical example was presented.&lt;/p&gt;

First- and Second-Order Maximum Principles for Discrete-Time Stochastic Optimal Control With Recursive Utilities

This paper deals with the discrete-time stochastic optimal control problems with recursive utilities under weakened convexity assumption. A new stochastic maximum principle is established. Moreover, by constructing two new adjoint equations and two new variational equations for the backward stochastic difference equation (BS <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\Delta$</tex-math></inline-formula> E), we obtain the second-order necessary optimality condition of quasi-singular control. Finally, as an illustration, a discrete-time mean-variance portfolio selection mixed with a recursive utility functional optimization problem is solved.

Semilinear optimal control with Dirac measures

Abstract The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such singular sources. We analyze the existence of optimal solutions and derive first- and, necessary and sufficient, second-order optimality conditions. We develop a solution technique that discretizes the state and adjoint equations with continuous piecewise linear finite elements; the control variable is already discrete. We analyze the convergence properties of discretizations and obtain, in two dimensions, an a priori error estimate for the underlying approximation of an optimal control variable.

Second-order optimality conditions for interval-valued functions

This work is included in the search of optimality conditions for solutions to the scalar interval optimization problem, both constrained and unconstrained, by means of second-order optimality conditions. As it is known, these conditions allow us to reject some candidates to minima that arise from the first-order conditions. We will define new concepts such as second-order gH-derivative for interval-valued functions, 2-critical points, and 2-KKT-critical points. We obtain and present new types of interval-valued functions, such as 2-pseudoinvex, characterized by the property that all their second-order stationary points are global minima. We extend the optimality criteria to the semi-infinite programming problem and obtain duality theorems. These results represent an improvement in the treatment of optimization problems with interval-valued functions.

Second-Order Optimality Conditions and Duality for Multiobjective Semi-Infinite Programming Problems on Hadamard Manifolds

This paper is devoted to the study of multiobjective semi-infinite programming problems on Hadamard manifolds. We consider a class of multiobjective semi-infinite programming problems (abbreviated as MSIP) on Hadamard manifolds. We use the concepts of second-order Karush–Kuhn–Tucker stationary point and second-order Karush–Kuhn–Tucker geodesic pseudoconvexity of the considered problem to derive necessary and sufficient second-order conditions of efficiency, weak efficiency and proper efficiency for MSIP along with certain generalized geodesic convexity assumptions. Moreover, we formulate the second-order Mond–Weir-type dual problem related to MSIP and deduce weak and strong duality theorems relating MSIP and the dual problem. The significance of our results is demonstrated with the help of non-trivial examples. To the best of our knowledge, this is the first time that second-order optimality conditions for MSIP have been studied in Hadamard manifold setting.

A simple proof of second-order sufficient optimality conditions in nonlinear semidefinite optimization

In this note, we present an elementary proof for a well-known second-order sufficient optimality condition in nonlinear semidefinite optimization which does not rely on the enhanced theory of second-order tangents. Our approach builds on an explicit elementary computation of the so-called second subderivative of the indicator function associated with the semidefinite cone which recovers the best curvature term known in the literature.