Skip to main content

Optimal Control Problems with a First Order PDE System — Necessary and Sufficient Optimality Conditions

  • Chapter
Online Optimization of Large Scale Systems

Abstract

This paper gives an overview over the results concerning necessary and sufficient optimality conditions for optimal control problems with multiple integrals and first order partial differential equations. Second order sufficiency conditions are illustrated by the problem of minimal k-energy in an n-dimensional space. It can be shown by the developed theory that a certain cone has strong minimizing properties.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. H. W. Alt: Lineare Funktionalanalysis. Springer, New York — Berlin, 1992

    MATH  Google Scholar 

  2. C. Carathéodory: Vorlesungen über reelle Funktionen. Chelsea, New York, 1968.

    Google Scholar 

  3. L. Cesari Optimization with partial differential equations in Dieudonne-Rashevski form and conjugate problems. Arch. Rat. Mech. Anal. 33(1969), pp. 339–357.

    Article  MathSciNet  MATH  Google Scholar 

  4. F. H. Clarke, and R. B. Vinter: Local optimality conditions and Lipschitz solutions to the Hamilton-Jacobi equation. SIAM J. Control and Optimization 21 (1983), 856–870.

    Article  MathSciNet  MATH  Google Scholar 

  5. U. Dierkes: Über singuläre Lösungen gewisser mehrdimensionaler Variationsprobleme. Habilitationsschrift, Universität des Saarlandes, Saarbrücken, 1989.

    Google Scholar 

  6. N. Dunford, J. T. Schwartz: Linear Operator. Part I: General Theory, Wiley-Interscience, New York, 1988.

    Google Scholar 

  7. I. Ekeland, and R. Temam: Convex Analysis and Variational Problems. North Holland Publ. Comp. and New York: Amer. Elsevier Publ. Comp., Inc., 1976.

    MATH  Google Scholar 

  8. R. V. Gamkrelidze: Principles of Optimal Control Theory. Plenum Press, New York, London, 1978.

    Book  MATH  Google Scholar 

  9. B. Ginsburg, A. D. Ioffe: The maximum principle in optimal control of systems governed by semilinear equations. In: B. S. Mordukhovich; H. J. Sussmann (Eds.): Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control (IMA Volumes in Mathematics and its Applications 78), Springer, New York, Berlin, pp. 81–110, 1996.

    Chapter  Google Scholar 

  10. E. Giusti: Minimal surfaces and functions of bounded variations. Birkhäuser, Boston-Basel-Stuttgart. 1984.

    Google Scholar 

  11. A. D. Ioffe, V. M. Tichomirov: Theorie der Extremalaufgaben. VEB Deutscher Verlag der Wissenschaften, Berlin, 1979.

    MATH  Google Scholar 

  12. R. Klötzler: On Pontrjagins maximum principle for multiple integrals. Beiträge zur Analysis 8 (1996), 67–75.

    Google Scholar 

  13. R. Klötzler: On a general conception of duality in optimal control. Proceedings Equadiff 4, Prague 1977. 189–196.

    Google Scholar 

  14. R. Klötzler: Starke Dualität in der Steuerungstheorie. Math. Nachrichten 95 (1980), 253–263.

    Article  MATH  Google Scholar 

  15. R. Klötzler, and S. Pickenhain: Pontryagin’s Maximum principle for multidimensional control problems. International Series of Numerical Mathematics 111, Birkhäuser, Basel (1993), pp. 21–30.

    Google Scholar 

  16. P.-L. Lions: Generalized solutions of Hamilton-Jacobi equations. Research Notes in Mathematics 69, Pitman, Boston, 1982.

    Google Scholar 

  17. U. Massani and M. Miranda: Minimal surfaces of codimension one. North Holland, Amsterdam-New York-Oxford, 1984.

    Google Scholar 

  18. C. B. Morrey: Multiple Integrals in the Calculus of Variations. (Grundlehren 130), Springer, Berlin, Heidelberg, New York, 1966.

    MATH  Google Scholar 

  19. S. Pickenhain: Zum Vergleich verschiedener Dualitätsbegriffe aus der Sicht der Steuerungstheorie. Z. Anal. Anw. 7, no. 3 (1988), 277–285.

    MathSciNet  MATH  Google Scholar 

  20. S. Pickenhain, and K. Tammer: Sufficient conditions for local optimality in multidimensional control problems with state restrictions. Z. Anal. Anw. 10, no. 3 (1991), 397–405.

    MathSciNet  MATH  Google Scholar 

  21. S. Pickenhain: Beiträge zur Theorie mehrdimensionaler Steuerungsprobleme. Habilitationsschrift, Universität Leipzig, 1992.

    Google Scholar 

  22. S. Pickenhain: Sufficiency conditions for weak local minima in multidimensional optimal control problems with mixed control-state restrictions. Z. Anal. Anw. 11, no. 4 (1992), 559–568.

    MathSciNet  MATH  Google Scholar 

  23. S. Pickenhain, M. Wagner: Critical points in relaxed deposit problems. Proceedings of the conference \Calculus of variations and related topics, Haifa 1998”, Pitman Research Notes in Mathematics,1999.

    Google Scholar 

  24. S. Pickenhain, M. Wagner: Pontryagin’s principle for state-constrained control problems governed by a first-order PDE system. JOTA, Vol. 107 (2) (2000), 297–330.

    Article  MathSciNet  MATH  Google Scholar 

  25. S. Pickenhain, M. Wagner: Minimizing sequences in class-qualified deposit problems. BTU Cottbus, Preprint-Reihe Mathematik M-06/2001. (submitted)

    Google Scholar 

  26. H. Rund: Pontrjygin functions for multiple integral control problems. J. Optim. Theory Appl. 18 (1976), 511–520.

    Article  MathSciNet  MATH  Google Scholar 

  27. R. Schoen, L. Simon and S. T. Yau: Curvature estimates for minimal hypersurfaces, Acta Math. 134(1975), 276–288.

    Article  MathSciNet  Google Scholar 

  28. R. B. Vinter, and P. Wolenski: Hamilton-Jacobi theory for problems with data measurable in time. SIAM J. Control and Optimization 28 (1990), 1404–1419.

    Article  MathSciNet  MATH  Google Scholar 

  29. M. Wagner: Pontryagin’s maximum principle for Dieudonné-Rashevsky type problems involving Lipschitz functions. Optimization 44 (1999), 165–184.

    Article  Google Scholar 

  30. V. Zeidan: Sufficient conditions for the generalized problem of Bolza. Trans. Am. Math. Soc. 275 (1983), 561–586.

    Article  MathSciNet  MATH  Google Scholar 

  31. V. Zeidan: First- and second-order sufficient conditions for optimal control and the Calculus of Variations. Applied Mathematics and Optimization 11 (1984), 209–226.

    Article  MathSciNet  MATH  Google Scholar 

  32. V. Zeidan: Extendend Jacobi sufficiency criterion for optimal control. SIAM J. Control and Optimization 22 (1984), 294–301.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Pickenhain, S., Wagner, M. (2001). Optimal Control Problems with a First Order PDE System — Necessary and Sufficient Optimality Conditions. In: Grötschel, M., Krumke, S.O., Rambau, J. (eds) Online Optimization of Large Scale Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-04331-8_11

Download citation

  • DOI: https://doi.org/10.1007/978-3-662-04331-8_11

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-07633-6

  • Online ISBN: 978-3-662-04331-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics