Related papers: Second order optimality conditions in a new Lagran…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
We consider an optimal control problem in which the state is governed by an unilateral obstacle problem (with obstacle from below) and restricted by a pointwise state constraint (from above). In the presence of control constraints, we…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…
Local convergence analysis of the augmented Lagrangian method (ALM) is established for a large class of composite optimization problems with nonunique Lagrange multipliers under a second-order sufficient condition. We present a new…
In this paper, we investigate the multi-objective optimal control problem of ordinary differential equations on Riemannian manifolds. We first obtain the second-order necessary conditions for weak Pareto optimal solutions for…
In two recent papers necessary and sufficient conditions for a given system of second-order ordinary differential equations to be of Lagrangian form with additional dissipative forces were derived. We point out that these conditions are not…
We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with…
In this paper we derive necessary optimality conditions for optimal control problems with nonlinear and nonsmooth implicit control systems. Implicit control systems have wide applications including differential algebraic equations (DAEs).…
A detailed program is proposed in the Lagrangian formalism to investigate the dynamical behavior of a theory with singular Lagrangian. This program goes on, at different levels, parallel to the Hamiltonian analysis. In particular, we…
Second-order Lagrangian densities admitting a first-order Hamiltonian formalism are studied; namely, i) for each second-order Lagrangian density on an arbitrary fibred manifold $p\colon E\to N$ the Poincar\'e-Cartan form of which is…
We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…
This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…
In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a…