分布式volterra型系统凸优化问题的正则经典迭代最优性条件

Pub Date : 2021-06-01 DOI:10.35634/vm210208
V. Sumin, M. I. Sumin
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引用次数: 2

摘要

研究一类具有相等型和不等式型函数约束的凸最优控制问题的经典最优性条件(Lagrange原理和Pontryagin极大值原理)的正则化问题。在空间$L^m_2$上给出了待控制系统的第二类一般线性泛函算子方程,并假定方程右侧的主算子是拟无效的。该问题的目标泛函是强凸的。采用迭代对偶正则化方法得到迭代形式的正则化COCs。在迭代形式的工作中得到的正则拉格朗日原理和庞特里亚金极大原理的主要目的是稳定地生成J. Warga意义上的最小化近似解。将迭代形式的正则COCs表述为最小化近似解原问题的存在性定理。它们“克服”了coc的病态性质,是解决优化问题的正则化算法。作为一个说明性的例子,我们考虑与一阶微分方程双曲系统相关的最优控制问题。
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Regularized classical optimality conditions in iterative form for convex optimization problems for distributed Volterra-type systems
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.
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