Giovanni Colombo, Boris S. Mordukhovich, Dao Nguyen, Trang Nguyen
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Discrete Approximations and Optimality Conditions for Controlled Free-Time Sweeping Processes
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type involving the duration of the dynamic process into optimization. We develop a novel version of the method of discrete approximations of its own qualitative and numerical values with establishing its well-posedness and strong convergence to optimal solutions of the controlled sweeping process. Using advanced tools of first-order and second-order variational analysis and generalized differentiation allows us to derive new necessary conditions for optimal solutions of the discrete-time problems and then, by passing to the limit in the discretization procedure, for designated local minimizers in the original problem of sweeping optimal control. The obtained results are illustrated by a numerical example.
期刊介绍:
The Applied Mathematics and Optimization Journal covers a broad range of mathematical methods in particular those that bridge with optimization and have some connection with applications. Core topics include calculus of variations, partial differential equations, stochastic control, optimization of deterministic or stochastic systems in discrete or continuous time, homogenization, control theory, mean field games, dynamic games and optimal transport. Algorithmic, data analytic, machine learning and numerical methods which support the modeling and analysis of optimization problems are encouraged. Of great interest are papers which show some novel idea in either the theory or model which include some connection with potential applications in science and engineering.