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
Main Authors: Aronna, M. Soledad, Bonnans, J. Frédéric, Kröner, Axel
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2018
Springer Nature B.V
Springer Verlag
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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.
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
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  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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Mathematical Programming is a copyright of Springer, (2016). All Rights Reserved.
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Issue 1-2
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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BonnansJFTibaDControl problems with mixed constraints and application to an optimal investment problemMath. Rep. (Bucur.)200911(61)429330626561661212.49037
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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)
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MS Aronna (1093_CR3) 2016; 160
J-P Aubin (1093_CR4) 1963; 256
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JM Ball (1093_CR5) 1977; 63
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E Casas (1093_CR10) 2012; 50
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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
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Snippet In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the...
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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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