This paper focuses on optimizing project investments in oil and gas companies. It proposes a multi-objective method for investing in oil and gas assets, considering factors such as scale and efficiency. The model takes into account the presence of nonlinear equations and integer constraints, and establishes a nonlinear multi-objective mixed integer programming portfolio model for oil and gas. The weights of multiple objectives are determined using support vector machines. The optimization model incorporates the displacement transfer concept of particle swarm optimizer and the mutation operation of genetic algorithm using the transfer strategy of Gaussian particle swarm. The effectiveness of the model and algorithm is demonstrated through two examples.
{"title":"Modeling and solving a multi-objective optimal portfolio of upstream oil and gas assets","authors":"Wei Yan","doi":"10.1002/oca.3095","DOIUrl":"https://doi.org/10.1002/oca.3095","url":null,"abstract":"This paper focuses on optimizing project investments in oil and gas companies. It proposes a multi-objective method for investing in oil and gas assets, considering factors such as scale and efficiency. The model takes into account the presence of nonlinear equations and integer constraints, and establishes a nonlinear multi-objective mixed integer programming portfolio model for oil and gas. The weights of multiple objectives are determined using support vector machines. The optimization model incorporates the displacement transfer concept of particle swarm optimizer and the mutation operation of genetic algorithm using the transfer strategy of Gaussian particle swarm. The effectiveness of the model and algorithm is demonstrated through two examples.","PeriodicalId":501055,"journal":{"name":"Optimal Control Applications and Methods","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139068216","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper is concerned with the optimal control problem governed by linear parabolic equation with box constraints on control variables. We employ the Fenchel duality scheme to derive an unconstrained dual problem. Compared with the primal problem, the objective functional of the dual problem includes a projection onto the box constraints. We prove the existence and uniqueness of solutions to the dual problem and derive the first-order optimality conditions. Furthermore, we investigate the saddle point property between the solutions of the primal problem and the solutions of the dual problem. To solve the dual problem, we design two implementable methods: the conjugate gradient method and the semi-smooth Newton method. The solutions of the primal problem can be easily obtained through the solutions of the dual problem. We demonstrate the effectiveness and accuracy of the proposed methods by solving three example problems.
{"title":"A duality-based approach for linear parabolic optimal control problems","authors":"Hailing Wang, Di Wu, Changjun Yu, Kok Lay Teo","doi":"10.1002/oca.3094","DOIUrl":"https://doi.org/10.1002/oca.3094","url":null,"abstract":"This paper is concerned with the optimal control problem governed by linear parabolic equation with box constraints on control variables. We employ the Fenchel duality scheme to derive an unconstrained dual problem. Compared with the primal problem, the objective functional of the dual problem includes a projection onto the box constraints. We prove the existence and uniqueness of solutions to the dual problem and derive the first-order optimality conditions. Furthermore, we investigate the saddle point property between the solutions of the primal problem and the solutions of the dual problem. To solve the dual problem, we design two implementable methods: the conjugate gradient method and the semi-smooth Newton method. The solutions of the primal problem can be easily obtained through the solutions of the dual problem. We demonstrate the effectiveness and accuracy of the proposed methods by solving three example problems.","PeriodicalId":501055,"journal":{"name":"Optimal Control Applications and Methods","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139056412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper deals with the second-order necessary optimality conditions for discrete-time stochastic optimal control problems under weakened convexity assumptions. Using a special variation of the control, and by virtue of a new discrete-time backward stochastic equation, we establish a more general and constructive first-order necessary optimality condition in the form of a global stochastic maximum principle. Moreover, by introducing a new discrete-time backward stochastic matrix equation, the second-order multipoint necessary optimality conditions of singular controls are derived, which covers and improves the classical second-order necessary optimality conditions of discrete-time stochastic systems.
{"title":"Second-order necessary optimality conditions for discrete-time stochastic systems","authors":"Teng Song, Yong Yao","doi":"10.1002/oca.3073","DOIUrl":"https://doi.org/10.1002/oca.3073","url":null,"abstract":"This paper deals with the second-order necessary optimality conditions for discrete-time stochastic optimal control problems under weakened convexity assumptions. Using a special variation of the control, and by virtue of a new discrete-time backward stochastic equation, we establish a more general and constructive first-order necessary optimality condition in the form of a global stochastic maximum principle. Moreover, by introducing a new discrete-time backward stochastic matrix equation, the second-order multipoint necessary optimality conditions of singular controls are derived, which covers and improves the classical second-order necessary optimality conditions of discrete-time stochastic systems.","PeriodicalId":501055,"journal":{"name":"Optimal Control Applications and Methods","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138825056","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Yong-Ki Ma, K. Kavitha, Anurag Shukla, V. Vijayakumar, Kottakkaran Sooppy Nisar
The existence and uniqueness of solutions to Hilfer fractional neutral delay integro-differential equations subject to nonlocal conditions are discussed in this study. The main results of this study are based in part on the fixed point techniques of Banach contraction and Krasnoselskii's fixed point theorem from calculus theory. First, we determine whether or not the fractional system has a mild solution. The uniqueness of the mild solution is further illustrated by expanding our results. The optimal control problems are governed by a new class of neutral delay integro-differential equations in Banach spaces, and we also develop sufficient conditions for the approximate controllability of a nonlinear fractional system. An example is given at the end to strengthen the compatibility of the results.
{"title":"An analysis on the optimal control and approximate controllability for Hilfer fractional neutral integro-differential systems with finite delay","authors":"Yong-Ki Ma, K. Kavitha, Anurag Shukla, V. Vijayakumar, Kottakkaran Sooppy Nisar","doi":"10.1002/oca.3090","DOIUrl":"https://doi.org/10.1002/oca.3090","url":null,"abstract":"The existence and uniqueness of solutions to Hilfer fractional neutral delay integro-differential equations subject to nonlocal conditions are discussed in this study. The main results of this study are based in part on the fixed point techniques of Banach contraction and Krasnoselskii's fixed point theorem from calculus theory. First, we determine whether or not the fractional system has a mild solution. The uniqueness of the mild solution is further illustrated by expanding our results. The optimal control problems are governed by a new class of neutral delay integro-differential equations in Banach spaces, and we also develop sufficient conditions for the approximate controllability of a nonlinear fractional system. An example is given at the end to strengthen the compatibility of the results.","PeriodicalId":501055,"journal":{"name":"Optimal Control Applications and Methods","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138716163","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The article investigated the stability of a two-lane car-following model with lateral friction on the basis of cluster synchronization theory of complex network. By using the Lyapunov stability theory and designing the appropriate controller, the two-lane car-following model with lateral friction is quickly stabilized and the stability condition of the model is obtained. Besides, based on the adaptive cluster synchronization theory for complex networks with external disturbances, the stability of two-lane car-following model with lateral friction is studied when the vehicles is subjected to random external disturbance. Finally, the numerical simulation is carried out by using Matlab simulation technology, the results show that the two-lane car-following model with lateral friction is rapidly stabilizing and congestion phenomenon is effectively alleviated under the controller designed.
{"title":"Stability control of a two-lane car-following model based on cluster synchronization of complex network","authors":"Wenju Du, Yinzhen Li, Jiangang Zhang","doi":"10.1002/oca.3088","DOIUrl":"https://doi.org/10.1002/oca.3088","url":null,"abstract":"The article investigated the stability of a two-lane car-following model with lateral friction on the basis of cluster synchronization theory of complex network. By using the Lyapunov stability theory and designing the appropriate controller, the two-lane car-following model with lateral friction is quickly stabilized and the stability condition of the model is obtained. Besides, based on the adaptive <mjx-container aria-label=\"upper H Subscript normal infinity\" ctxtmenu_counter=\"0\" ctxtmenu_oldtabindex=\"1\" jax=\"CHTML\" role=\"application\" sre-explorer- style=\"font-size: 103%; position: relative;\" tabindex=\"0\"><mjx-math aria-hidden=\"true\" location=\"graphic/oca3088-math-0001.png\"><mjx-semantics><mjx-mrow><mjx-msub data-semantic-children=\"0,1\" data-semantic- data-semantic-role=\"latinletter\" data-semantic-speech=\"upper H Subscript normal infinity\" data-semantic-type=\"subscript\"><mjx-mi data-semantic-annotation=\"clearspeak:simple\" data-semantic-font=\"italic\" data-semantic- data-semantic-parent=\"2\" data-semantic-role=\"latinletter\" data-semantic-type=\"identifier\"><mjx-c></mjx-c></mjx-mi><mjx-script style=\"vertical-align: -0.15em; margin-left: -0.057em;\"><mjx-mi data-semantic-font=\"normal\" data-semantic- data-semantic-parent=\"2\" data-semantic-role=\"unknown\" data-semantic-type=\"identifier\" size=\"s\"><mjx-c></mjx-c></mjx-mi></mjx-script></mjx-msub></mjx-mrow></mjx-semantics></mjx-math><mjx-assistive-mml aria-hidden=\"true\" display=\"inline\" unselectable=\"on\"><math altimg=\"urn:x-wiley:01432087:media:oca3088:oca3088-math-0001\" display=\"inline\" location=\"graphic/oca3088-math-0001.png\" overflow=\"scroll\" xmlns=\"http://www.w3.org/1998/Math/MathML\"><semantics><mrow><msub data-semantic-=\"\" data-semantic-children=\"0,1\" data-semantic-role=\"latinletter\" data-semantic-speech=\"upper H Subscript normal infinity\" data-semantic-type=\"subscript\"><mi data-semantic-=\"\" data-semantic-annotation=\"clearspeak:simple\" data-semantic-font=\"italic\" data-semantic-parent=\"2\" data-semantic-role=\"latinletter\" data-semantic-type=\"identifier\">H</mi><mi data-semantic-=\"\" data-semantic-font=\"normal\" data-semantic-parent=\"2\" data-semantic-role=\"unknown\" data-semantic-type=\"identifier\" mathvariant=\"normal\">∞</mi></msub></mrow>$$ {H}_{infty } $$</annotation></semantics></math></mjx-assistive-mml></mjx-container> cluster synchronization theory for complex networks with external disturbances, the stability of two-lane car-following model with lateral friction is studied when the vehicles is subjected to random external disturbance. Finally, the numerical simulation is carried out by using Matlab simulation technology, the results show that the two-lane car-following model with lateral friction is rapidly stabilizing and congestion phenomenon is effectively alleviated under the controller designed.","PeriodicalId":501055,"journal":{"name":"Optimal Control Applications and Methods","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138689512","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This study explores the development of dynamic observer (HDO) for discrete-time nonlinear systems (DTNLS) with time-varying delay (TVD) and disturbances. The approach is to construct an augmented Lyapunov–Krasovskii function (LKF) with double summation terms, using the generalized reciprocally convex matrix inequality (GRCMI), as well as the Jensen-based inequality (JBI) and the Wirtinger-based inequality (WBI). These lead to less conservative time-dependent conditions, represented as a set of linear matrix inequalities (LMIs) that can be efficiently solved using the LMI or YALMIP toolboxes. In addition, the proposed observer includes the widely used proportional observer (PO) and proportional integral observer (PIO) as specific cases. Two examples are presented to demonstrate the validity and effectiveness of the results.
{"title":"H∞ dynamic observer design for a class of Lipschitz nonlinear discrete-time systems with time varying delays","authors":"Ghali Naami, Mohamed Ouahi","doi":"10.1002/oca.3081","DOIUrl":"https://doi.org/10.1002/oca.3081","url":null,"abstract":"This study explores the development of <mjx-container aria-label=\"Menu available. Press control and space , or space\" ctxtmenu_counter=\"0\" ctxtmenu_oldtabindex=\"1\" jax=\"CHTML\" role=\"application\" sre-explorer- style=\"font-size: 103%; position: relative;\" tabindex=\"0\"><mjx-math aria-hidden=\"true\" location=\"graphic/oca3081-math-0003.png\"><mjx-semantics><mjx-mrow><mjx-msub data-semantic-children=\"0,1\" data-semantic- data-semantic-role=\"latinletter\" data-semantic-speech=\"upper H Subscript infinity\" data-semantic-type=\"subscript\"><mjx-mrow><mjx-mi data-semantic-annotation=\"clearspeak:simple\" data-semantic-font=\"italic\" data-semantic- data-semantic-parent=\"2\" data-semantic-role=\"latinletter\" data-semantic-type=\"identifier\"><mjx-c></mjx-c></mjx-mi></mjx-mrow><mjx-script style=\"vertical-align: -0.15em; margin-left: -0.057em;\"><mjx-mrow size=\"s\"><mjx-mi data-semantic- data-semantic-parent=\"2\" data-semantic-role=\"unknown\" data-semantic-type=\"identifier\"><mjx-c></mjx-c></mjx-mi></mjx-mrow></mjx-script></mjx-msub></mjx-mrow></mjx-semantics></mjx-math><mjx-assistive-mml aria-hidden=\"true\" display=\"inline\" unselectable=\"on\"><math altimg=\"urn:x-wiley:oca:media:oca3081:oca3081-math-0003\" display=\"inline\" location=\"graphic/oca3081-math-0003.png\" overflow=\"scroll\" xmlns=\"http://www.w3.org/1998/Math/MathML\"><semantics><mrow><msub data-semantic-=\"\" data-semantic-children=\"0,1\" data-semantic-role=\"latinletter\" data-semantic-speech=\"upper H Subscript infinity\" data-semantic-type=\"subscript\"><mrow><mi data-semantic-=\"\" data-semantic-annotation=\"clearspeak:simple\" data-semantic-font=\"italic\" data-semantic-parent=\"2\" data-semantic-role=\"latinletter\" data-semantic-type=\"identifier\">H</mi></mrow><mrow><mi data-semantic-=\"\" data-semantic-parent=\"2\" data-semantic-role=\"unknown\" data-semantic-type=\"identifier\">∞</mi></mrow></msub></mrow>$$ {H}_{infty } $$</annotation></semantics></math></mjx-assistive-mml></mjx-container> dynamic observer (HDO) for discrete-time nonlinear systems (DTNLS) with time-varying delay (TVD) and disturbances. The approach is to construct an augmented Lyapunov–Krasovskii function (LKF) with double summation terms, using the generalized reciprocally convex matrix inequality (GRCMI), as well as the Jensen-based inequality (JBI) and the Wirtinger-based inequality (WBI). These lead to less conservative time-dependent conditions, represented as a set of linear matrix inequalities (LMIs) that can be efficiently solved using the LMI or YALMIP toolboxes. In addition, the proposed observer includes the widely used proportional observer (PO) and proportional integral observer (PIO) as specific cases. Two examples are presented to demonstrate the validity and effectiveness of the results.","PeriodicalId":501055,"journal":{"name":"Optimal Control Applications and Methods","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138628624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Jens Göbel, Paulo Renato Da Costa Mendes, Andreas Wirsen, Tobias Damm
We present a straightforward way to solve a model predictive control problem for a power network system given as a nonlinear differential-algebraic equation (DAE) in a distributed way using the consensus alternating directions method of multipliers (consensus ADMM) algorithm. While no convergence- or stability results are available for fully nonlinear DAE models, this gives unprecedented experimental evidence that power network systems of the presented structure allow to be controlled in this way, unlocking the numerous combined advantages of distributed and predictive control schemes in the context of energy distribution networks, as well as broadening the field of use for the consensus ADMM algorithm to nonlinear DAE models.
{"title":"Distributed model predictive control based on the alternating directions method of multipliers applied to voltage and frequency control in power systems","authors":"Jens Göbel, Paulo Renato Da Costa Mendes, Andreas Wirsen, Tobias Damm","doi":"10.1002/oca.3083","DOIUrl":"https://doi.org/10.1002/oca.3083","url":null,"abstract":"We present a straightforward way to solve a model predictive control problem for a power network system given as a nonlinear differential-algebraic equation (DAE) in a distributed way using the consensus alternating directions method of multipliers (consensus ADMM) algorithm. While no convergence- or stability results are available for fully nonlinear DAE models, this gives unprecedented experimental evidence that power network systems of the presented structure allow to be controlled in this way, unlocking the numerous combined advantages of distributed and predictive control schemes in the context of energy distribution networks, as well as broadening the field of use for the consensus ADMM algorithm to nonlinear DAE models.","PeriodicalId":501055,"journal":{"name":"Optimal Control Applications and Methods","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138628699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, the problem of state estimation for a fractional-order neural networks system with uncertainties is studied by a sampled-data controller. First, considering the convenience of digital field, such as anti-interference, not affected by noise, a novel sampled-data controller is designed for the fractional-order neural network system of uncertainties with changeable sampling time. In the light of the input delay approach, the sampled-data control system of fractional-order is simulated by the delay system. The main purpose of the presented method is to obtain a sampled-data controller gain