Adaptive finite element methods for an optimal control problem involving Dirac measures

Error analysis of spectral approximation for space–time fractional optimal control problems with control and state constraints

In this paper, we investigate the optimal control problems governed by elliptic equations with integral constraint for state variable in one dimension by Legendre---Galerkin spectral methods. We deduce optimal conditions of the optimal control problems. Meanwhile, we obtain an a priori error estimate and a posteriori error estimator. Furthermore, we obtain an explicit formula of the a posteriori error estimator by orthogonal properties of Legendre polynomials. Finally, we present numerical examples to confirm our analytical results.

We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second order operator; control constraints are considered. Since these fractional operators can be realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation, we recast our problem as a nonuniformly elliptic optimal control problem. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We propose a fully discrete scheme that is based on piecewise linear functions on quasi-uniform meshes to approximate the optimal control and first-degree tensor product functions on anisotropic meshes for the optimal state variable. We provide an a priori error analysis that relies on derived Holder and Sobolev regularity estimates for the optimal variables and error estimates for a scheme that approximates fractional diffusion on curved domains; the latter being an extension of previous available results. The analysis is valid in any dimension. We conclude by presenting some numerical experiments that validate the derived error estimates.

An integral state-constrained optimal control problem governed by an elliptic partial differential equation and its finite element approximation are considered. The finite element approximation is constructed on multimeshes. An $L^2$-norm a priori error estimate of the finite element approximation is obtained. Further, some superconvergence results are proved. Based on these superconvergence results, almost optimal $L^\infty$-norm error estimates are derived. Some recovery algorithms are then proposed to produce a posteriori error estimators of gradient type. To solve the finite element system, a simple and yet efficient iterative gradient projection algorithm is proposed and its convergence rate is proved. Some numerical examples are performed to confirm theoretical analysis.

In this paper, we discuss a priori error estimates for the finite volume element approximation of optimal control problem governed by Stokes equations. Under some reasonable assumptions, we obtain optimal L^{2}-norm error estimates. The approximate orders for the state, costate, and control variables are O(h^{2}) in the sense of L^{2}-norm. Furthermore, we derive H^{1}-norm error estimates for the state and costate variables. Finally, we give some conclusions and future works.

This article presents a unified approach to simultaneous solution of optimization and optimal control problems in batch distillation, operating under different modes of operation: variable, constant, or optimal reflux. The simplified, computationally efficient short‐cut method and a novel algorithm to solve the optimal control problems in batch distillation is the basis of this unified approach. The short‐cut method identifies the feasible region of operation essential for optimization and optimal control problems, and provides analytical partial derivatives of the model parameters crucial to the solution.The new algorithm for the solution of optimal combination of the maximum principle and NLP optimization techniques. It circumvents the problems associated with the maximum principle approach (iterative solution of a two‐point boundary value problem, undounded control variables, and inability to handle the simultaneous optimization and optimal control problem), and the coupled ODE discretization‐NLP optimization scheme for nonlinear models (higher system nonlinearities, multiplicity of solutions, sensitivity of convergence to initial guesses). This algorithm reduces the dimensionality of the problem, and the nature of the algorithm allows a common platform to optimal solutions of different operating conditions. This article also shows that different categories of the optimal control problems in batch distillation essentially involve the solution of the maximum distillate problem.

1 A Survey on Computational Optimal Control.- Issues in the Direct Transcription of Optimal Control Problems to Sparse Nonlinear Programs.- Optimization in Control of Robots.- Large-scale SQP Methods and their Application in Trajectory Optimization.- Solving Optimal Control and Pursuit-Evasion Game Problems of High Complexity.- 2 Theoretical Aspects of Optimal Control and Nonlinear Programming.- Continuation Methods In Boundary Value Problems.- Second Order Optimality Conditions for Singular Extremals.- Synthesis of Adaptive Optimal Controls for Linear Dynamic Systems.- Control Applications of Reduced SQP Methods.- Time Optimal Control of Mechanical Systems.- 3 Algorithms for Optimal Control Calculations.- Second Order Algorithm for Time Optimal Control of a Linear System.- An SQP-type Solution Method for Constrained Discrete-Time Optimal Control Problems.- Numerical Methods for Solving Differential Games, Prospective Applications to Technical Problems.- Construction of the Optimal Feedback Controller for Constrained Optimal Control Problems with Unknown Disturbances.- Repetitive Optimization for Predictive Control of Dynamic Systems under Uncertainty.- Optimal Control of Multistage Systems Described by High-Index Differential-Algebraic Equations.- A New Class of a High Order Interior Point Method for the Solution of Convex Semiinfinite Optimization Problems.- A Structured Interior Point SQP Method for Nonlinear Optimal Control Problems.- 4 Software for Optimal Control Calculations.- Automated Approach for Optimizing Dynamic Systems.- ANDECS: A Computation Environment for Control Applications of Optimization.- Application of Automatic Differentiation to Optimal Control Problems.- OCCAL: A mixed symbolic-numeric Optimal Control CALculator.- 5 Applications of Optimal Control.- A Robotic Satellite with Simplified Design.- Nonlinear Control under Constraints of a Biological System.- An Object-Oriented Approach to Optimally Describe and Specify a SCADA System Applied to a Power Network.- Near-Optimal Flight Trajectories Generated by Neural Networks.- Performance of a Feedback Method with Respect to Changes in the Air-Density during the Ascent of a Two-Stage-To-Orbit Vehicle.- Linear Optimal Control for Reentry Flight.- Steady-State Modelling of Turbine Engine with Controllers.- Shortest Paths for Satellite Mounted Robot Manipulators.- Optimal Control of the Industrial Robot Manutec r3.

In this paper we investigate the use of optimal control techniques to improve Functional Electrical Stimulation (FES) for drop foot correction on hemiplegic patients. A model of the foot and the tibialis anterior muscle, the contraction of which is controlled by electrical stimulation has been established and is used in the optimal control problem. The novelty in this work is the use of the ankle accelerations and shank orientations (so-called external states) in the model, which have been measured on hemiplegic patients in a previous experiment using Inertial Measurement Units (IMUs). The optimal control problem minimizes the square of muscle excitations which serves the overall goal of reducing energy consumption in the muscle. In a first step, an offline optimal control problem is solved for test purposes and shows the efficiency of the FES optimal control for drop foot correction. In a second step, a Nonlinear Model Predictive Control (NMPC) problem - or online optimal control problem, is solved in a simulated environment. While the ulitmate goal is to use NMPC on the real system, i.e. directly on the patient, this test in simulation was meant to show the feasibility of NMPC for online drop foot correction. In the optimization problem, a set of fixed constraints of foot orientation was applied. Then, an original adaptive constraint taking into account the current ankle height, was introduced and tested. Comparisons between results under fixed and adaptive constraints highlight the advantage of the adaptive constraints in terms of energy consumption, where its quadratic sum of controls, obtained by NMPC, was three times lower than with the fixed constraint. This feasibility study was a first step in application of NMPC on real hemiplegic patients for online FES-based drop foot correction. The adaptive constraints method presents a new and efficient approach in terms of muscular energy consumption minimization.

This paper focuses on addressing the linear quadratic (LQ) optimal control problem on an infinite time horizon for stochastic systems controlled by impulses. No constraint regarding the sign of the quadratic functional is applied. That is why our first concern is to find conditions which guarantee that the considered optimal control problem is well posed. Then, when the optimal control problem is well posed, it is natural to look for conditions which guarantee the attainability of the optimal control problem that is being evaluated. The main tool involved in the solution of the problems stated before is a backward jump matrix linear differential equation (BJMLDE) with a Riccati-type jumping operator. This is formulated using the matrix coefficients of the controlled system and the weight matrices of the performance criterion. We show that the well posedness of the optimal control problem under investigation is guaranteed by the existence of the maximal and bounded solution of the associated BJMLDE with a Riccati-type jumping operator. Further, we show that when the associated BJMLDE with a Riccati-type jumping operator has a maximal solution which satisfies a suitable sign condition, then the optimal control problem is attainable if and only if it has an optimal control in a state feedback form, or if and only if the maximal solution of the BJMLDE with a Riccati-type jumping operator is a stabilizing solution. In order to make the paper more self-contained, we present a set of conditions that correspond to the existence of the maximal solution of the BJMLDE satisfying the desired sign condition.

This paper builds up two equivalence theorems for different kinds of optimal control problems of internally controlled Schrodinger equations. The first one is an equivalence of the minimal norm and the minimal time control problems where the target sets are the origin of the state space. (The minimal time control problems are also called the first type of optimal time control problems.) The second one is an equivalence of three optimal control problems: optimal target control problems, optimal norm control problems, and the second type of optimal time control problems.

<abstract><p>In this paper we consider an optimal control problem governed by a space-time fractional diffusion equation with non-homogeneous initial conditions. A spectral method is proposed to discretize the problem in both time and space directions. The contribution of the paper is threefold: (1) A discussion and better understanding of the initial conditions for fractional differential equations with Riemann-Liouville and Caputo derivatives are presented. (2) A posteriori error estimates are obtained for both the state and the control approximations. (3) Numerical experiments are performed to verify that the obtained a posteriori error estimates are reliable.</p></abstract>

In general, optimal control problems rely on numerically rather than analytically solving methods, due to their nonlinearities. The direct method, one of the numerically solving methods, is mainly to transform the optimal control problem into a nonlinear optimization problem with finite dimensions, via discretizing the objective functional and the forced dynamical equations directly. However, in the procedure of the direct method, the classical discretizations of the forced equations will reduce or affect the accuracy of the resulting optimization problem as well as the discrete optimal control. In view of this fact, more accurate and efficient numerical algorithms should be employed to approximate the forced dynamical equations. As verified, the discrete variational difference schemes for forced Birkhoffian systems exhibit excellent numerical behaviors in terms of high accuracy, long-time stability and precise energy prediction. Thus, the forced dynamical equations in optimal control problems, after being represented as forced Birkhoffian equations, can be discretized according to the discrete variational difference schemes for forced Birkhoffian systems. Compared with the method of employing traditional difference schemes to discretize the forced dynamical equations, this way yields faithful nonlinear optimization problems and consequently gives accurate and efficient discrete optimal control. Subsequently, in the paper we are to apply the proposed method of numerically solving optimal control problems to the rendezvous and docking problem of spacecrafts. First, we make a reasonable simplification, i.e., the rendezvous and docking process of two spacecrafts is reduced to the problem of optimally transferring the chaser spacecraft with a continuously acting force from one circular orbit around the Earth to another one. During this transfer, the goal is to minimize the control effort. Second, the dynamical equations of the chaser spacecraft are represented as the form of the forced Birkhoffian equation. Then in this case, the discrete variational difference scheme for forced Birkhoffian system can be employed to discretize the chaser spacecraft's equations of motion. With further discretizing the control effort and the boundary conditions, the resulting nonlinear optimization problem is obtained. Finally, the optimization problem is solved directly by the nonlinear programming method and then the discrete optimal control is achieved. The obtained optimal control is efficient enough to realize the rendezvous and docking process, even though it is only an approximation of the continuous one. Simulation results fully verify the efficiency of the proposed method for numerically solving optimal control problems, if the fact that the time step is chosen to be very large to limit the dimension of the optimization problem is noted.

In two and three dimensional Lipschitz, but not necessarily convex, polytopal domains, we devise and analyze a reliable and efficient a posteriori error estimator for a semilinear optimal control problem; control constraints are also considered. We consider a fully discrete scheme that discretizes the state and adjoint equations with piecewise linear functions and the control variable with piecewise constant functions. The devised error estimator can be decomposed as the sum of three contributions which are associated to the discretization of the state and adjoint equations and the control variable. We extend our results to a scheme that approximates the control variable with piecewise linear functions and also to a scheme that approximates the solution to a nondifferentiable optimal control problem. We illustrate the theory with two and three-dimensional numerical examples.

We study parametric optimal control problems governed by a system of time-dependent partial differential equations (PDE) and subject to additional control and state constraints. An approach is presented to compute the optimal control functions and the so-called sensitivity differentials of the optimal solution with respect to perturbations. This information plays an important role in the analysis of optimal solutions as well as in real-time optimal control. The method of lines is used to transform the perturbed PDE system into a large system of ordinary differential equations. A subsequent discretization then transcribes parametric ODE optimal control problems into perturbed nonlinear programming problems (NLP), which can be solved efficiently by SQP methods. Second-order sufficient conditions can be checked numerically and we propose to apply an NLP-based approach for the robust computation of the sensitivity differentials of the optimal solutions with respect to the perturbation parameters. The numerical method is illustrated by the optimal control and sensitivity analysis of the Burgers equation.

For Meyer type optimal control problems the principle of optimality states that every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. Through a simple counter example it is shown in this paper that this principle is not satisfied, in general, for solutions obtained from a standard collocation approach. Introduction The principle of optimality [1] is one of the most intuitive and yet most fundamental theorems in the theory of optimal control. Its basic statement is that for Meyer type optimal control problems every subarc of an optimal solution that extends to the final time furnishes again a solution to the same optimal control problem, only with different initial conditions. This theorem has significant implications. For example, it is the starting point for the derivation of the Hamilton-Jacobi-Bellman equations [2] and it is the underlying principle in Bellman's dynamic programming approach [1], [3]. The present paper shows that the principle of optimality is not satisfied, in general, for solutions obtained from a standard collocation approach[4]. For a simple example whose collocation solution can be generated analytically it is shown that further improvements are possible along an optimal collocation solution if the design parameters along a number of leading nodes are frozen and the remainder of the trajectory is re-optimized. I. Continuous Optimal Control Problem In this section of the paper we introduce a simple class of optimal control problems without state and control constraints. In Section 1.2 we present the associated necessary conditions for optimality [2], [5]. For ease of notation we assume that the right-hand side of the 'Supervising Engineer, Member AIAA, t Senior Engineer, Member AIAA, *17 Research Drive, Hampton, VA 23666. ^Graduate Student, Member AIAA, Department, 304 Town Engineering, Ames, IA 50011 equations of motion does not depend explicitly on time t. This does not represent a loss of generality, as it is always possible to transform explicit time dependence away through the introduction of an additional, timelike state variable. 1. Problem Formulation Let us consider the following class of optimal control problems: min «e(Pwc[*o,*/]), (1) subject to the conditions ±(t) = /(*(*),«(*)), tf.(z(*oMo) = 0, (2)