Skip to main content
Log in

The sequential differentiation and its applications in the optimal control problems

  • Published:
Russian Mathematics Aims and scope Submit manuscript

Abstract

Using the sequential approach, we define a certain generalization of the operator derivative. We establish the necessary extremum condition in terms of the sequential derivative. As examples we consider the optimal control problems for systems governed by partial nonlinear differential equations of several kinds.

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

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. I. Ekeland and R. Temam, Convex Analysis and Variational Problems (North-Holland-Elsevier, Amsterdam, 1976; Mir, Moscow, 1979).

    MATH  Google Scholar 

  2. F. Clarke, Optimization and Nonsmooth Analysis (Wiley Interscience, New York 1983; Nauka, Moscow, 1988).

    MATH  Google Scholar 

  3. V. F. Dem’yanov and A. M. Rubinov, Fundamentals of Nonsmooth Analysis and Quasidifferential Calculus (Nauka, Moscow, 1990) [in Russian].

    Google Scholar 

  4. S. Ya. Serovajsky, “Calculation of Functional Gradients and Extended Differentiation of Operators,” J. of Inverse and Ill-Posed Problems 13(4), 383–396 (2005).

    Article  MATH  MathSciNet  Google Scholar 

  5. S. Ya. Serovaiskii, “Sequential Derivatives of Operators and Their Applications in Nonsmooth Problems of Optimal Control,” Izv. Vyssh. Uchebn. Zaved. Mat., No. 12, 75–87 (2006) [Russian Mathematics (Iz. VUZ) 50 (12), 73–84 (2006)].

  6. P. Antosik, J. Mikusińskii, and R. Sikorski, Theory of Distributions. The Sequential Approach (Elsevier, Amsterdam, 1973; Mir, Moscow, 1976).

    MATH  Google Scholar 

  7. S. Ya. Serovaiskii, “Approximate Solution of Optimal Control Problem for a Singular Elliptic Type Equation with Nonsmooth Nonlinearity,” Izv. Vyssh. Uchebn. Zaved. Mat., No. 1, 80–86 (2004). [Russian Mathematics (Iz. VUZ) 48 (1), 77–83 (2004)].

  8. J.-L. Lions, Quelques Méthodes de Résolution des Problèmes aux Limites non Linéaires (Dunod, Paris, 1969; Mir, Moscow, 1972).

    MATH  Google Scholar 

  9. V. I. Ivanenko and V. S. Mel’nik, Variational Methods in Control Problems for Systems with Distributed Parameters (Naukova Dumka, Kiev, 1988) [in Russian].

    MATH  Google Scholar 

  10. U. E. Raitum, Optimal Control Problems for Elliptic Equations (Zinatne, Riga, 1989) [in Russian].

    Google Scholar 

  11. H. Maurer and H. Mittelmann, “Optimization Techniques for Solving Elliptic Control Problems with Control and State Constraints. Pt. 1. Boundary Control,” Comput. Optimiz. Appl. 16(1), 29–55 (2000).

    Article  MATH  MathSciNet  Google Scholar 

  12. T. Slawig, “Shape Optimization for Semilinear Elliptic Equations Based on an Embedding Domain Method,” Appl. Math. Optim. 49(2), 183–199 (2004).

    MATH  MathSciNet  Google Scholar 

  13. J.-L. Lions, Contrôle des Systèmes Distribués Singuliers (Gauthier-Villars, Paris, 1983; Nauka, Moscow, 1987).

    MATH  Google Scholar 

  14. A. V. Fursikov, Optimal Control of Distributed Systems. Theory and Applications (Nauchnaya Kniga, Novosibirsk, 1999) [in Russian].

    MATH  Google Scholar 

  15. S. Ya. Serovaiskii, “Optimal Control of an Elliptic Equation with Nonsmooth Nonlinearity,” Differents. Uravneniya 39(4), 1420–1424 (2003).

    MathSciNet  Google Scholar 

  16. L. V. Kantorovich and G. P. Akilov, Functional Analysis (Nauka, Moscow, 1977) [in Russian].

    Google Scholar 

  17. V. Barbu, “Necessary Conditions for Distributed Control Problems Governed by Parabolic Variational Inequalities,” SIAM J. Contr. Optim. 19(1), 64–68 (1981).

    Article  MATH  MathSciNet  Google Scholar 

  18. S. Ya. Serovaiskii, “Regularization Method in the Optimal Control Problem for a Nonlinear Hyperbolic System,” Differents. Uravneniya 28(12), 2188–2190 (1992).

    MathSciNet  Google Scholar 

  19. M. B. Suryanarayana, “Necessary Conditions for Optimal Problems with Hyperbolic Partial Differential Equations,” SIAM J. Contr. 11(1), 130–147 (1973).

    Article  MATH  MathSciNet  Google Scholar 

  20. D. Tiba, “Optimal Control for Second Order Semilinear Hyperbolic Equations,” Contr. Theory Adv. Techn. 3(1), 33–46 (1987).

    MathSciNet  Google Scholar 

  21. J. Ha and S. Nakagiri, “Optimal Control Problem for Nonlinear Hyperbolic Distributed Parameter Systems with Damping Terms,” Funct. Equat. 47(1), 1–23 (2004).

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to S. Ya. Serovaiskii.

Additional information

Original Russian Text © S.Ya. Serovaiskii, 2008, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2008, No. 7, pp. 45–56.

About this article

Cite this article

Serovaiskii, S.Y. The sequential differentiation and its applications in the optimal control problems. Russ Math. 52, 38–47 (2008). https://doi.org/10.3103/S1066369X08070062

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.3103/S1066369X08070062

Key words

Navigation