Abstract:
Regularization of the classical optimality conditions — the Lagrange principle and the Pontryagin maximum principle — in a convex optimal control problem subject to functional equality and inequality constraints is considered. The controlled system is described by a linear functional-operator equation of second kind of the general form in the space Lm2. The main operator on the right-hand side of the equation is assumed to be quasi-nilpotent. The objective functional to be minimized is strongly convex. The derivation of the regularized classical optimality conditions is based on the use of the dual regularization method. The main purpose of the regularized Lagrange principle and regularized Pontryagin maximum principle is to stably generate minimizing approximate solutions in the sense of J. Warga. As an application of the results obtained for the general linear functional-operator equation of second kind, two examples of concrete optimal control problems related to a system of delay equations and to an integro-differential transport equation are discussed.
The study of the first author was funded by RFBR, project number 20–01–00199_a. The study of the second author was funded by RFBR, project number 20–01–00199_a.
Citation:
V. I. Sumin, M. I. Sumin, “On regularization of the Lagrange principle in the optimization problems for linear distributed Volterra type systems with operator constraints”, Izv. IMI UdGU, 59 (2022), 85–113
\Bibitem{SumSum22}
\by V.~I.~Sumin, M.~I.~Sumin
\paper On regularization of the Lagrange principle in the optimization problems for linear distributed Volterra type systems with operator constraints
\jour Izv. IMI UdGU
\yr 2022
\vol 59
\pages 85--113
\mathnet{http://mi.mathnet.ru/iimi430}
\crossref{https://doi.org/10.35634/2226-3594-2022-59-07}
Linking options:
https://www.mathnet.ru/eng/iimi430
https://www.mathnet.ru/eng/iimi/v59/p85
This publication is cited in the following 2 articles:
V. I. Sumin, M. I. Sumin, “On regularization of the classical optimality conditions in the convex optimization problems for Volterra-type systems with operator constraints”, Differencialʹnye uravneniâ, 60:2 (2024), 237
V. I. Sumin, M. I. Sumin, “Regulyarizatsiya klassicheskikh uslovii optimalnosti \žadachakh optimizatsii lineinykh raspredelennykh sistem volterrova tipa s potochechnymi fazovymi ogranicheniyami”, Vestnik rossiiskikh universitetov. Matematika, 29:148 (2024), 455–484