Related papers: Exact Penalty Functions for Optimal Control Proble…
We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…
In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…
We investigate the numerical approximation of an elliptic optimal control problem which involves a nonconvex local regularization of the $L^q$-quasinorm penalization (with $q\in(0,1)$) in the cost function. Our approach is based on the…
In many resource-limited optimal control problems, multiple constraints may be enforced that are jointly infeasible due to external factors such as subsystem failures, unexpected disturbances, or fuel limitations. In this manuscript, we…
Motivated by infinite-dimensional optimal control problems with endpoint state constraints, in this Note, we introduce the notion of finite codimensional exact controllability for evolution equations. It is shown that this new…
A self-learning approach for optimal feedback gains for finite-horizon nonlinear continuous time control systems is proposed and analysed. It relies on parameter dependent approximations to the optimal value function obtained from a family…
We revisit the optimal control problem with maximum cost with the objective to provide different equivalent reformulations suitable to numerical methods. We propose two reformulations in terms of extended Mayer problems with constraint, and…
We propose a computational approach to constructing exact designs on finite design spaces that are optimal for multiresponse regression experiments under a combination of the standard linear and specific 'sparsity' constraints. The linear…
In this paper, we give an overview on optimality conditions and exact penalization for the mathematical program with switching constraints (MPSC). MPSC is a new class of optimization problems which has some important applications. It is…
Inverse optimal control problem emerges in different practical applications, where the goal is to design a cost function in order to approximate given optimal strategies of an expert. Typical application is in robotics for generation of…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…
In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…
In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…
A purely state-dependent cost function can be modified by introducing a control-dependent term rewarding submaximal control utilization. A moderation incentive is identically zero on the boundary of the admissible control region and…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
In this paper, we study augmented Lagrangian functions for nonlinear semidefinite programming (NSDP) problems with exactness properties. The term exact is used in the sense that the penalty parameter can be taken appropriately, so a single…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
We present a numerical method for generating the state-feedback control policy associated with general undiscounted, constant-setpoint, infinite-horizon, nonlinear optimal control problems with continuous state variables. The method is…
We consider the integration of two-dimensional, piecewise constant functions with respect to copulas. By drawing a connection to linear assignment problems, we can give optimal upper and lower bounds for such integrals and construct the…