Optimal control of infinite dimensional bilinear systems: application to the heat and wave equations
In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function. We derive first and second order optimality conditions, taking advantage of the Goh transform....
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| Published in: | Mathematical programming Vol. 168; no. 1-2; pp. 717 - 757 |
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| Language: | English |
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01.03.2018
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| ISSN: | 0025-5610, 1436-4646 |
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| Abstract | In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function. We derive first and second order optimality conditions, taking advantage of the Goh transform. We then apply the results to the heat and wave equations. |
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| AbstractList | In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function. We derive first and second order optimality conditions, taking advantage of the Goh transform. We then apply the results to the heat and wave equations. |
| Author | Kröner, Axel Bonnans, J. Frédéric Aronna, M. Soledad |
| Author_xml | – sequence: 1 givenname: M. Soledad surname: Aronna fullname: Aronna, M. Soledad organization: EMAp/FGV – sequence: 2 givenname: J. Frédéric orcidid: 0000-0003-0988-9865 surname: Bonnans fullname: Bonnans, J. Frédéric email: Frederic.Bonnans@inria.fr organization: Centre de Mathématiques Appliquées, Ecole Polytechnique, INRIA-Saclay, Université Paris-Saclay – sequence: 3 givenname: Axel surname: Kröner fullname: Kröner, Axel organization: Centre de Mathématiques Appliquées, Ecole Polytechnique, INRIA-Saclay, Université Paris-Saclay |
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| CitedBy_id | crossref_primary_10_1007_s00245_021_09803_6 crossref_primary_10_1016_j_ejcon_2023_100943 crossref_primary_10_1002_asjc_3125 crossref_primary_10_1137_19M1286906 crossref_primary_10_1080_00207179_2022_2079005 crossref_primary_10_1080_02331934_2024_2421384 crossref_primary_10_3934_naco_2025004 crossref_primary_10_1007_s00028_024_00968_5 crossref_primary_10_1137_17M1117653 crossref_primary_10_1080_00036811_2023_2299714 crossref_primary_10_1007_s10957_022_02143_7 crossref_primary_10_1016_j_jmaa_2023_127024 |
| Cites_doi | 10.1080/10556788.2013.830220 10.1007/s10107-015-0976-0 10.1137/S1052623403426519 10.1007/978-1-4612-5561-1 10.1137/0329049 10.1137/0304026 10.3934/naco.2012.2.511 10.2140/pjm.1951.1.525 10.1137/S0363012994261987 10.1109/CDC.2013.6759937 10.1137/140978855 10.1365/s13291-014-0109-3 10.1137/120862892 10.1007/BF02551380 10.2514/3.2562 10.1137/0331045 |
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| Keywords | Wave equation 49K20 Partial differential equations Heat equation Optimal control 35L05 Second-order optimality conditions 35K05 Semigroup theory 90C48 Bilinear control systems Goh transform second-order optimality conditions heat equation bilinear control systems wave equation partial differential equations semigroup theory |
| Language | English |
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| References | GohBSThe second variation for the singular Bolza problemJ. SIAM Control19664230932520354510.1137/03040260146.11906 BonnansJFTibaDControl problems with mixed constraints and application to an optimal investment problemMath. Rep. (Bucur.)200911(61)429330626561661212.49037 AronnaMSBonnansJFDmitrukAVLotitoPAQuadratic order conditions for bang-singular extremalsNumer. Algebra Control Optim.201223511546297090110.3934/naco.2012.2.5111252.49028(AIMS Journal, special issue dedicated to Professor Helmut Maurer on the occasion of his 65th birthday) CasasERyllCTröltzschFSecond order and stability analysis for optimal sparse control of the FitzHugh–Nagumo equationSIAM J. Control Optim.201553421682202337463610.1137/1409788551326.49032 DmitrukAVQuadratic conditions for a weak minimum for singular regimes in optimal control problemsSoviet Math. Dokl.19771824184220385.49008 LiXYongJNecessary conditions for optimal control of distributed parameter systemsSIAM J. Control Optim.1991294895908111166610.1137/03290490733.49025 AubinJ-PUn théorème de compacitéC. R. Acad. Sci. Paris1963256504250441528600195.13002 PoggioliniLStefaniGSufficient optimality conditions for a bang-singular extremal in the minimum time problemControl Cybern.200837246949024728861235.49054 HestenesMRApplications of the theory of quadratic forms in Hilbert space to the calculus of variationsPac. J. Math.195115255814659010.2140/pjm.1951.1.5250045.20806 Milyutin, A.A., Osmolovskiim, N.P.: Calculus of variations and optimal control, Translations of Mathematical Monographs, vol. 180, American Mathematical Society, Providence, RI (1998), Translated from the Russian manuscript by Dimitrii Chibisov. MR1641590 BallJMStrongly continuous semigroups, weak solutions, and the variation of constants formulaProc. Am. Math. Soc.19776323703734427480353.47017 BensoussanADa PratoGDelfourMCMitterSKRepresentation and Control of Infinite Dimensional Systems: Systems and Control: Foundations and Applications2007BostonBirkhäuser Boston, Inc.1117.93002 PazyASemigroups of Linear Operators and Applications to Partial Differential Equations, Applied Mathematical Sciences1983New YorkSpringer10.1007/978-1-4612-5561-10516.47023 Frankowska, H., Tonon, D.: The Goh necessary optimality conditions for the Mayer problem with control constraints. In: Decision and Control, pp. 538–543 (2013) BonnansJFOptimal control of a semilinear parabolic equation with singular arcsOptim. Methods Softw.2014295964978322501410.1080/10556788.2013.8302201301.49053 BergouniouxMTibaDGeneral optimality conditions for constrained convex control problemsSIAM J. Control Optim.1996342698711137771910.1137/S03630129942619870859.49026 CasasESecond order analysis for bang-bang control problems of PDEsSIAM J. Control Optim.201250423552372297474210.1137/1208628921257.49021 CasasETröltzschFSecond order optimality conditions and their role in PDE controlJahresber. Dtsch. Math. Ver.20151171344331194810.1365/s13291-014-0109-31311.49002 DmitrukAVQuadratic conditions for the Pontryagin minimum in an optimal control problem linear with respect to control. II. Theorems on the relaxing of constraints on the equalityIzv. Akad. Nauk SSSR Ser. Mat.1987514812832911 KelleyHJA second variation test for singular extremalsAIAA J.196421380138216601810.2514/3.25620136.10101 LionsJ-LMagenesEProblèmes aux limites non homogènes et applications1968ParisDunod0165.10801 FattoriniHOFrankowskaHNecessary conditions for infinite-dimensional control problemsMath. Control Signals Syst.1991414167108285510.1007/BF025513800737.49017 AronnaMSBonnansJFGohBSSecond order analysis of control-affine problems with scalar state constraintMath. Progr.20161601–2115147355538410.1007/s10107-015-0976-01352.49020 Li, X., Yao, Y.: Maximum principle of distributed parameter systems aith time lages, Die Grundlehren der mathematischen Wissenschaften, vol. 181. Springer, New York-Heidelberg, Lecture Notes in Control and Information Science (1985) GoldbergHTröltzschFSecond-order sufficient optimality conditions for a class of nonlinear parabolic boundary control problemsSIAM J. Control Optim.199331410071025122754410.1137/03310450787.49011 FattoriniHOInfinite Dimensional Linear Control Systems, North-Holland Mathematics Studies2005AmsterdamElsevier Tröltzsch, F.: Regular Lagrange multipliers for control problems with mixed pointwise control-state constraints. SIAM J. Optim. 15(2), 616–634 (electronic) (2004/2005) Aronna, M.S., Bonnans, J.F., Kröner, A.: Optimal control of PDEs in a complex space setting; application to the Schrödinger equation. Research report, INRIA (2016) BS Goh (1093_CR18) 1966; 4 MS Aronna (1093_CR3) 2016; 160 J-P Aubin (1093_CR4) 1963; 256 1093_CR22 MR Hestenes (1093_CR20) 1951; 1 L Poggiolini (1093_CR27) 2008; 37 1093_CR28 1093_CR25 MS Aronna (1093_CR2) 2012; 2 E Casas (1093_CR11) 2015; 53 1093_CR1 A Pazy (1093_CR26) 1983 J-L Lions (1093_CR23) 1968 AV Dmitruk (1093_CR13) 1977; 18 H Goldberg (1093_CR19) 1993; 31 A Bensoussan (1093_CR6) 2007 JM Ball (1093_CR5) 1977; 63 E Casas (1093_CR12) 2015; 117 E Casas (1093_CR10) 2012; 50 1093_CR17 JF Bonnans (1093_CR8) 2014; 29 HO Fattorini (1093_CR15) 2005 M Bergounioux (1093_CR7) 1996; 34 AV Dmitruk (1093_CR14) 1987; 51 HO Fattorini (1093_CR16) 1991; 4 X Li (1093_CR24) 1991; 29 JF Bonnans (1093_CR9) 2009; 11(61) HJ Kelley (1093_CR21) 1964; 2 |
| References_xml | – reference: BallJMStrongly continuous semigroups, weak solutions, and the variation of constants formulaProc. Am. Math. Soc.19776323703734427480353.47017 – reference: DmitrukAVQuadratic conditions for the Pontryagin minimum in an optimal control problem linear with respect to control. II. Theorems on the relaxing of constraints on the equalityIzv. Akad. Nauk SSSR Ser. Mat.1987514812832911 – reference: Milyutin, A.A., Osmolovskiim, N.P.: Calculus of variations and optimal control, Translations of Mathematical Monographs, vol. 180, American Mathematical Society, Providence, RI (1998), Translated from the Russian manuscript by Dimitrii Chibisov. MR1641590 – reference: HestenesMRApplications of the theory of quadratic forms in Hilbert space to the calculus of variationsPac. J. Math.195115255814659010.2140/pjm.1951.1.5250045.20806 – reference: BonnansJFOptimal control of a semilinear parabolic equation with singular arcsOptim. Methods Softw.2014295964978322501410.1080/10556788.2013.8302201301.49053 – reference: AronnaMSBonnansJFGohBSSecond order analysis of control-affine problems with scalar state constraintMath. Progr.20161601–2115147355538410.1007/s10107-015-0976-01352.49020 – reference: LionsJ-LMagenesEProblèmes aux limites non homogènes et applications1968ParisDunod0165.10801 – reference: PoggioliniLStefaniGSufficient optimality conditions for a bang-singular extremal in the minimum time problemControl Cybern.200837246949024728861235.49054 – reference: AubinJ-PUn théorème de compacitéC. R. Acad. Sci. Paris1963256504250441528600195.13002 – reference: FattoriniHOInfinite Dimensional Linear Control Systems, North-Holland Mathematics Studies2005AmsterdamElsevier – reference: CasasETröltzschFSecond order optimality conditions and their role in PDE controlJahresber. Dtsch. Math. Ver.20151171344331194810.1365/s13291-014-0109-31311.49002 – reference: DmitrukAVQuadratic conditions for a weak minimum for singular regimes in optimal control problemsSoviet Math. Dokl.19771824184220385.49008 – reference: AronnaMSBonnansJFDmitrukAVLotitoPAQuadratic order conditions for bang-singular extremalsNumer. Algebra Control Optim.201223511546297090110.3934/naco.2012.2.5111252.49028(AIMS Journal, special issue dedicated to Professor Helmut Maurer on the occasion of his 65th birthday) – reference: KelleyHJA second variation test for singular extremalsAIAA J.196421380138216601810.2514/3.25620136.10101 – reference: BergouniouxMTibaDGeneral optimality conditions for constrained convex control problemsSIAM J. Control Optim.1996342698711137771910.1137/S03630129942619870859.49026 – reference: GoldbergHTröltzschFSecond-order sufficient optimality conditions for a class of nonlinear parabolic boundary control problemsSIAM J. Control Optim.199331410071025122754410.1137/03310450787.49011 – reference: CasasESecond order analysis for bang-bang control problems of PDEsSIAM J. Control Optim.201250423552372297474210.1137/1208628921257.49021 – reference: GohBSThe second variation for the singular Bolza problemJ. SIAM Control19664230932520354510.1137/03040260146.11906 – reference: BonnansJFTibaDControl problems with mixed constraints and application to an optimal investment problemMath. Rep. (Bucur.)200911(61)429330626561661212.49037 – reference: BensoussanADa PratoGDelfourMCMitterSKRepresentation and Control of Infinite Dimensional Systems: Systems and Control: Foundations and Applications2007BostonBirkhäuser Boston, Inc.1117.93002 – reference: FattoriniHOFrankowskaHNecessary conditions for infinite-dimensional control problemsMath. Control Signals Syst.1991414167108285510.1007/BF025513800737.49017 – reference: Tröltzsch, F.: Regular Lagrange multipliers for control problems with mixed pointwise control-state constraints. SIAM J. Optim. 15(2), 616–634 (electronic) (2004/2005) – reference: CasasERyllCTröltzschFSecond order and stability analysis for optimal sparse control of the FitzHugh–Nagumo equationSIAM J. Control Optim.201553421682202337463610.1137/1409788551326.49032 – reference: Aronna, M.S., Bonnans, J.F., Kröner, A.: Optimal control of PDEs in a complex space setting; application to the Schrödinger equation. Research report, INRIA (2016) – reference: Li, X., Yao, Y.: Maximum principle of distributed parameter systems aith time lages, Die Grundlehren der mathematischen Wissenschaften, vol. 181. Springer, New York-Heidelberg, Lecture Notes in Control and Information Science (1985) – reference: LiXYongJNecessary conditions for optimal control of distributed parameter systemsSIAM J. Control Optim.1991294895908111166610.1137/03290490733.49025 – reference: PazyASemigroups of Linear Operators and Applications to Partial Differential Equations, Applied Mathematical Sciences1983New YorkSpringer10.1007/978-1-4612-5561-10516.47023 – reference: Frankowska, H., Tonon, D.: The Goh necessary optimality conditions for the Mayer problem with control constraints. In: Decision and Control, pp. 538–543 (2013) – volume: 29 start-page: 964 issue: 5 year: 2014 ident: 1093_CR8 publication-title: Optim. Methods Softw. doi: 10.1080/10556788.2013.830220 – volume: 160 start-page: 115 issue: 1–2 year: 2016 ident: 1093_CR3 publication-title: Math. Progr. doi: 10.1007/s10107-015-0976-0 – volume-title: Infinite Dimensional Linear Control Systems, North-Holland Mathematics Studies year: 2005 ident: 1093_CR15 – ident: 1093_CR25 – volume: 256 start-page: 5042 year: 1963 ident: 1093_CR4 publication-title: C. R. Acad. Sci. Paris – ident: 1093_CR28 doi: 10.1137/S1052623403426519 – volume-title: Semigroups of Linear Operators and Applications to Partial Differential Equations, Applied Mathematical Sciences year: 1983 ident: 1093_CR26 doi: 10.1007/978-1-4612-5561-1 – volume: 18 start-page: 418 issue: 2 year: 1977 ident: 1093_CR13 publication-title: Soviet Math. Dokl. – volume: 29 start-page: 895 issue: 4 year: 1991 ident: 1093_CR24 publication-title: SIAM J. Control Optim. doi: 10.1137/0329049 – ident: 1093_CR22 – volume: 4 start-page: 309 issue: 2 year: 1966 ident: 1093_CR18 publication-title: J. SIAM Control doi: 10.1137/0304026 – ident: 1093_CR1 – volume-title: Problèmes aux limites non homogènes et applications year: 1968 ident: 1093_CR23 – volume: 51 start-page: 812 issue: 4 year: 1987 ident: 1093_CR14 publication-title: Izv. Akad. Nauk SSSR Ser. Mat. – volume-title: Representation and Control of Infinite Dimensional Systems: Systems and Control: Foundations and Applications year: 2007 ident: 1093_CR6 – volume: 2 start-page: 511 issue: 3 year: 2012 ident: 1093_CR2 publication-title: Numer. Algebra Control Optim. doi: 10.3934/naco.2012.2.511 – volume: 63 start-page: 370 issue: 2 year: 1977 ident: 1093_CR5 publication-title: Proc. Am. Math. Soc. – volume: 1 start-page: 525 year: 1951 ident: 1093_CR20 publication-title: Pac. J. Math. doi: 10.2140/pjm.1951.1.525 – volume: 34 start-page: 698 issue: 2 year: 1996 ident: 1093_CR7 publication-title: SIAM J. Control Optim. doi: 10.1137/S0363012994261987 – ident: 1093_CR17 doi: 10.1109/CDC.2013.6759937 – volume: 11(61) start-page: 293 issue: 4 year: 2009 ident: 1093_CR9 publication-title: Math. Rep. (Bucur.) – volume: 53 start-page: 2168 issue: 4 year: 2015 ident: 1093_CR11 publication-title: SIAM J. Control Optim. doi: 10.1137/140978855 – volume: 117 start-page: 3 issue: 1 year: 2015 ident: 1093_CR12 publication-title: Jahresber. Dtsch. Math. Ver. doi: 10.1365/s13291-014-0109-3 – volume: 50 start-page: 2355 issue: 4 year: 2012 ident: 1093_CR10 publication-title: SIAM J. Control Optim. doi: 10.1137/120862892 – volume: 4 start-page: 41 issue: 1 year: 1991 ident: 1093_CR16 publication-title: Math. Control Signals Syst. doi: 10.1007/BF02551380 – volume: 2 start-page: 1380 year: 1964 ident: 1093_CR21 publication-title: AIAA J. doi: 10.2514/3.2562 – volume: 37 start-page: 469 issue: 2 year: 2008 ident: 1093_CR27 publication-title: Control Cybern. – volume: 31 start-page: 1007 issue: 4 year: 1993 ident: 1093_CR19 publication-title: SIAM J. Control Optim. doi: 10.1137/0331045 |
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| SubjectTerms | Calculus of Variations and Optimal Control; Optimization Combinatorics Full Length Paper Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Nonlinear programming Numerical Analysis Operators (mathematics) Optimal control Optimization Optimization and Control Theoretical Wave equations |
| Title | Optimal control of infinite dimensional bilinear systems: application to the heat and wave equations |
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