Search engine for discovering works of Art, research articles, and books related to Art and Culture
ShareThis
Javascript must be enabled to continue!

Regularized classical optimality conditions in iterative form for convex optimization problems for distributed Volterra-type systems

View through CrossRef
We consider the regularization of the classical optimality conditions (COCs) — the Lagrange principle and the Pontryagin maximum principle — in a convex optimal control problem with functional constraints of equality and inequality type. The system to be controlled is given by a general linear functional-operator equation of the second kind in the space $L^m_2$, the main operator of the right-hand side of the equation is assumed to be quasinilpotent. The objective functional of the problem is strongly convex. Obtaining regularized COCs in iterative form is based on the use of the iterative dual regularization method. The main purpose of the regularized Lagrange principle and the Pontryagin maximum principle obtained in the work in iterative form is stable generation of minimizing approximate solutions in the sense of J. Warga. Regularized COCs in iterative form are formulated as existence theorems in the original problem of minimizing approximate solutions. They “overcome” the ill-posedness properties of the COCs and are regularizing algorithms for solving optimization problems. As an illustrative example, we consider an optimal control problem associated with a hyperbolic system of first-order differential equations.
Title: Regularized classical optimality conditions in iterative form for convex optimization problems for distributed Volterra-type systems
Description:
We consider the regularization of the classical optimality conditions (COCs) — the Lagrange principle and the Pontryagin maximum principle — in a convex optimal control problem with functional constraints of equality and inequality type.
The system to be controlled is given by a general linear functional-operator equation of the second kind in the space $L^m_2$, the main operator of the right-hand side of the equation is assumed to be quasinilpotent.
The objective functional of the problem is strongly convex.
Obtaining regularized COCs in iterative form is based on the use of the iterative dual regularization method.
The main purpose of the regularized Lagrange principle and the Pontryagin maximum principle obtained in the work in iterative form is stable generation of minimizing approximate solutions in the sense of J.
Warga.
Regularized COCs in iterative form are formulated as existence theorems in the original problem of minimizing approximate solutions.
They “overcome” the ill-posedness properties of the COCs and are regularizing algorithms for solving optimization problems.
As an illustrative example, we consider an optimal control problem associated with a hyperbolic system of first-order differential equations.

Related Results

Ostrowski-Type Fractional Integral Inequalities: A Survey
Ostrowski-Type Fractional Integral Inequalities: A Survey
This paper presents an extensive review of some recent results on fractional Ostrowski-type inequalities associated with a variety of convexities and different kinds of fractional ...
Regularization of classical optimality conditions in optimization problems for linear Volterra-type systems with functional constraints
Regularization of classical optimality conditions in optimization problems for linear Volterra-type systems with functional constraints
We consider the regularization of classical optimality conditions (COCs) — the Lagrange principle (LP) and the Pontryagin maximum principle (PMP) — in a convex optimal control prob...
Volterra Models
Volterra Models
One of the main points of Chapter 4 is that nonlinear moving-average (NMAX) models are both inherently better-behaved and easier to analyze than more general NARMAX models. For exa...
Passivity of Lotka–Volterra and quasi-polynomial systems
Passivity of Lotka–Volterra and quasi-polynomial systems
Abstract This study approaches the stability analysis and controller design of Lotka–Volterra and quasi-polynomial systems from the perspective of passivity theory. ...
Second Order Optimality Conditions in Vector Optimization Problems.
Second Order Optimality Conditions in Vector Optimization Problems.
We are interested in proving optimality conditions for optimization problems. By means of different second-order tangent sets, various second-order necessary optimality conditions ...

Back to Top