Abstract
We present several formulae for the proximal and Fréchet subdifferentials of the minimal time function defined by a linear control system and a target set. At every point inside the target set, the proximal/Fréchet subdifferential is the intersection of the proximal/Fréchet normal cone of the target set and an upper level set of a so-called Hamiltonian function which depends only on the linear control system. At every point outside the target set, under a mild assumption, proximal/Fréchet subdifferential is the intersection of the proximal/Fréchet normal cone of an enlargement of the target set and a level set of the Hamiltonian function.
Similar content being viewed by others
References
Alvarez O., Koike S., Nakayama I.: Uniqueness of lower semicontinuous viscosity solutions for the minimum time problem. SIAM J. Control Optim. 38, 470–481 (2000)
Bardi M.: A boundary value problem for the minimal time problem. SIAM J. Control Optim. 27, 776–785 (1989)
Bounkhel M., Thibault L.: On various notions of regularity of sets in nonsmooth analysis. Nonlinear Anal. 48, 223–246 (2002)
Burke J.V., Ferris M.C., Qian M.: On the Clarke subdifferential of the distance function of a closed set. J. Math. Anal. Appl. 166, 199–213 (1992)
Clarke F.H.: Optimization and Nonsmooth Analysis. Wiley, New York (1983)
Clarke F.H., Loewen P.D.: The value function in optimal control: Sensitivity, controllability and time-optimality. SIAM J. Control Optim. 24, 243–263 (1986)
Clarke F.H., Stern R.J., Wolenski P.R.: Proximal smoothness and the lower-C 2 property. J. Convex Anal. 2, 117–144 (1995)
Cesari L.: Optimization Theory and Applications. Springer, New York (1983)
Colombo G., Marigonda A., Wolenski P.R.: Some new regularity properties for the minimal time function. SIAM J. Control Optim. 44, 2285–2290 (2006)
Colombo G., Wolenski P.R.: The subgradient formula for the minimal time function in the case of constant dynamics in Hilbert space. J. Global Optim. 28, 269–282 (2004)
Colombo G., Wolenski P.R.: Variational analysis for a class of minimal time functions in Hilbert spaces. J. Convex Anal. 11, 335–361 (2004)
Hager W.W., Pardalos P.M.: Optimal Control: Theory, Algorithms, and Applications. Kluwer Academic Publishers, Dordrecht (1998)
He Y.R., Ng K.F.: Subdifferentials of a minimum time function in Banach spaces. J. Math. Anal. Appl. 321, 896–910 (2006)
Ioffe A.D.: Proximal analysis and approximate subdifferentials. J. London Math. Soc. 2, 175–192 (1990)
Jiang Y., He Y.R.: Subdifferentials of a minimum time function in normed spaces. J. Math. Anal. Appl. 358, 410–418 (2009)
Kaya C.Y., Noakes J.L.: Computational method for time-optimal switching control. J. Optim. Theory Appl. 117, 69–92 (2003)
Lee H.W.J., Teo K.L., Rehbock V., Jennings L.S: Control parametrization enhancing technique for time-optimal control. Dyn. Systems Appl. 6, 243–262 (1997)
Maurer H., Buskens C., Kim J.H., Kaya Y.R.: Optimization methods for the verification of second order sufficient conditions for bang-bang controls. Optim. Control Appl. Methods. 26, 129–156 (2005)
Mordukhovich B.S.: Variational Analysis and Generalized Differentiation, I: Basic Theory. Springer, Berlin (2006)
Mordukhovich B.S., Nam N.M.: Limiting subgradients of minimal time functions in Banach spaces. J. Global Optim. 46, 615–633 (2009)
Pardalos P.M., Yatsenko V.: Optimization and Control of Bilinear Systems. Springer, New York (2009)
Pardalos P.M., Tseveendorj I., Enkhbat R.: Optimization and Optimal Control. World Scientific, Singapore (2003)
Rockafellar R.T.: Proximal subgradients, marginal values and augmented Lagrangians in nonconvex optimization. Math. Oper. Res. 6, 427–437 (1981)
Soravia P.: Discontinuous viscosity solutions to Dirichlet problems for Hamilton-Jacobi equations with convex Hamiltonians. Commun. Partial Differ. Equ. 18, 1493–1514 (1993)
Soravia P.: Generalized motion of a front propagating along its normal direction: A differential games approach. Nonlinear Anal. 22, 1247–1262 (1994)
Wolenski P.R., Zhuang Y.: Proximal analysis and the minimal time function. SIAM J. Control Optim. 36, 1048–1072 (1998)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Jiang, Y., He, Y.R. & Sun, J. Subdifferential properties of the minimal time function of linear control systems. J Glob Optim 51, 395–412 (2011). https://doi.org/10.1007/s10898-010-9633-6
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-010-9633-6