Optimal Control of Discrete Models Suzanne Lenhart University of - - PowerPoint PPT Presentation

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Optimal Control of Discrete Models Suzanne Lenhart University of - - PowerPoint PPT Presentation

Optimal Control of Discrete Models Suzanne Lenhart University of Tennessee, Knoxville Department of Mathematics SL5 p.1/15 Introduction For many populations, births and growth occur in regular times each year (or each cycle). Discrete


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SLIDE 1

Optimal Control of Discrete Models

Suzanne Lenhart University of Tennessee, Knoxville Department of Mathematics

SL5 – p.1/15

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SLIDE 2

Introduction

For many populations, births and growth occur in regular times each year (or each cycle). Discrete time models are well suited to describe the life histories of organisms with discrete reproduction and/or growth.

SL5 – p.2/15

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SLIDE 3

Another example

For example, the Beverton-Holt stock-recruitment model for a population

  • at time

is

✄ ☎ ✆
✞ ✝ ✟ ✄ ✠

SL5 – p.3/15

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SLIDE 4

Age structured models

A population may be divided into separate discrete age classes. At each time step, a certain proportion of each class may survive and enter the next age class. Individuals in the first age class originate through reproduction from other classes.

✡ ☛✌☞ ✍ ✎ ✏ ✡ ✡ ☛✌☞ ✎ ✑ ✑ ☛✌☞ ✎ ✒ ✒ ☛✌☞ ✎ ✑ ☛✌☞ ✓ ✎ ✏ ✔ ✡ ✡ ☛✌☞ ✎ ✒ ☛✌☞ ✍ ✎ ✏ ✔ ✑ ✑ ☛✌☞ ✎

SL5 – p.4/15

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SLIDE 5

Simple Control Problem

✕ ✖✘✗ ✙ ✚ ✛✢✜ ✣ ✤ ✥ ✦★✧ ✚ ✛ ✩ ✚ ✛ ✪

subject to

✧ ✛✬✫ ✭ ✮ ✧ ✛ ✩ ✛

for

✯ ✮ ✰ ✱ ✤ ✱ ✥ ✱ ✧ ✣ ✮ ✲ ✳

state

✧ ✣ ✱ ✧ ✭ ✱ ✧ ✚ ✱ ✧✵✴

control

✩ ✣ ✱ ✩ ✭ ✱ ✩ ✚

, one less component

SL5 – p.5/15

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SLIDE 6

Control Problem

Given a control

✶ ✷ ✸ ✶✌✹✻✺ ✶✌✼ ✺ ✽ ✽ ✽ ✺ ✶✿✾ ❀ ✼ ❁

and initial state

❂ ✹

, the state equation is given by the difference equation

❂❄❃✬❅ ✼ ✷ ❆ ✸ ❂ ❃ ✺ ✶ ❃ ✺ ❇ ❁

for

❇ ✷ ❈ ✺ ❉ ✺ ❊ ✺ ✽ ✽ ✽ ✺ ❋ ❉

. Note that the state has

  • ne more component than the control
❂ ✷ ✸ ❂ ✹✻✺ ❂ ✼ ✺ ✽ ✽ ✽ ✺ ❂ ✾ ❁ ✺

SL5 – p.6/15

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SLIDE 7

Goal

  • ❍❏■
❑ ▲ ❍❏▼ ◆ ❑ ◆P❖ ◗ ❘✢❙ ❚ ❍ ▼ ❘❱❯ ■ ❘ ❯ ❲ ❑

SL5 – p.7/15

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SLIDE 8

Hamiltonian

❳ ❨ ❩❏❬ ❳❱❭ ❪ ❳ ❭ ❫ ❴ ❵ ❳✬❛ ❜ ❝ ❩ ❬ ❳ ❭ ❪ ❳❱❭ ❫ ❴ ❭

for

❫ ❨ ❞ ❭ ❡ ❭❢ ❢ ❢ ❭ ❣ ❡

Notice the indexing on the adjoint. Necessary conditions

❵ ❳ ❨ ❤ ❳ ❤ ❬ ❳ ❵❥✐ ❨ ❦ ❩ ❬ ❧ ✐ ❴ ❤ ❳ ❤ ❪ ❳ ❨ ❞

at

❪ ❧ ❢

SL5 – p.8/15

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SLIDE 9

Simple Control Problem

♠ ♥✘♦ ♣ q r✢s t ✉ ✈ ✇★① q r ② q r ③

subject to

① r✬④ ⑤ ⑥ ① r ② r

for

⑦ ⑥ ⑧ ⑨ ✉ ⑨ ✈ ⑨ ① t ⑥ ⑩ ❶

The control is the input (growth or decay). What optimal control is expected? (min state and size of control)

SL5 – p.9/15

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SLIDE 10

Optimality Conditions

❷ ❸ ❹ ❺ ❻❽❼ ❾ ❷ ❿ ❾ ❷ ➀ ➁ ❷✬➂ ➃ ➄ ❼ ❷ ❿ ❷ ➅ ➆

Our necessary conditions are

➁ ❷ ❸ ➇ ❷ ➇ ❼ ❷ ❸ ❼ ❷ ➁ ❷✬➂ ➃

for

➈ ❸ ➉ ➊ ❹ ➊ ❺ ➊ ➁➌➋ ❸ ➉ ➊ ➉ ❸ ➇ ❷ ➇ ❿ ❷ ❸ ❿ ❷ ➁ ❷✬➂ ➃

at

❿ ➍ ❷ ➆

SL5 – p.10/15

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SLIDE 11

continuing

➎➐➏✬➑ ➒ ➓ ➎ ➏ ➔ → ➏✬➑ ➒

for

➣ ➓ ↔ ↕ ➙ ↕ ➛ ➜ →➞➝ ➓ ↔ ➎ ➝ ➓ ➎✵➟

and

→ ➟ ➓ ➎✵➟ ➜ ➎➠➟ ➓ ➎ ➒ ➔ → ➟

solve algebraic equations

SL5 – p.11/15

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SLIDE 12

Control Answers

  • ptimal state values
➡ ➢➥➤ ➦ ➧ ➨ ➡ ➢➥➩ ➦ ➫

,

➡ ➢➥➭ ➦ ➫
  • ptimal control values
➯ ➢➥➲ ➦ ➳ ➵

,

➯ ➢➥➤ ➦ ➳ ➫

,

➯ ➢➥➩ ➦ ➸

.

SL5 – p.12/15

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SLIDE 13

System Case

➺✌➻➽➼ ➾✬➚ ➪ ➶ ➹ ➻ ➘ ➺ ➪ ➼ ➾❱➴➷ ➷ ➷ ➴ ➺P➬ ➼ ➾ ➴ ➮ ➪ ➼ ➾❱➴➷ ➷ ➷ ➴ ➮P➱ ➼ ➾❱➴ ✃ ❐

for

✃ ➶ ❒ ➴ ❮ ➴ ❰ ➴➷ ➷ ➷ ➴ Ï ❮ ➴ Ð ➶ ❮ ➴ ❰ ➴➷ ➷ ➷ ➴ Ñ

.

➺ ➻ ➶ ➘ ➺✌➻➽➼ Ò ➴ ➺✌➻➽➼ ➪ ➴ ➷ ➷ ➷ ➴ ➺✌➻➽➼ Ó ❐ ➷

There are

Ô

controls,

Ñ

states, and time steps. Define the objective functional as

Õ ➘ ➮ ❐ ➶ ➘ ➺ ➪ ➼ Ó ➴ ➷ ➷ ➷ ➴ ➺ ➬ ➼ Ó ❐ ÓPÖ ➪ ➾✢× Ò ➘ ➺ ➪ ➼ ➾ ➴➷ ➷ ➷ ➴ ➺ ➬ ➼ ➾Ø➴ ➮ ➪ ➼ ➾ ➴ ➷ ➷ ➷ ➴ ➮Ù➱ ➼ ➾ ➴ ✃ ❐

SL5 – p.13/15

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SLIDE 14

continued

Ú Û Ü❏Ý✌Þ ß Ú❱àá á á à Ý â ß Ú à ã Þ ß Ú❱àá á á à ãPä ß Ú à å æ â çéè Þ ê ç ß Ú✬ë Þ ì ç Ü Ý✵Þ ß Ú àá á á à Ý â ß Ú à ã Þ ß ÚØàá á á à ãÙä ß Ú à å æ ê ç ß Ú Û í Ú í Ý ç ß Ú ê ç ß î Û í í Ý ç ß î Ü❏Ý✌Þ ß î à á á á à Ý â ß î æ í Ú í ã✌ï ß Ú Û ð

at

Ü ã ñ Þ ß Úòàá á á à ã ñ ä ß Ú æ

SL5 – p.14/15

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SLIDE 15

Simple pest control problem

ó

good population and

ô

pest population to be controlled with

õ

.

ö ÷ ø ù ú û✢ü ý þ ÿ
  • ó
û ✁ õ ✂ û ✄ ó û✆☎ ✝ ✞ ó û ó û ✟ þ ✁ ó û ✠ ✁ ó û ô û

for

✡ ✞ ☛ ☞ þ ☞✌ ✌ ✌ ☞ ☞ ô û✆☎ ✝ ✞ ô û ó û ô û ✁ õ û ô û

for

✡ ✞ ☛ ☞ þ ☞ ✌ ✌ ✌ ☞ ☞ ó ý ✞ ✍ ☞ ô ý ✞ þ ☛ ☞ ☛ õ û þ

for

✡ ✞ ☛ ☞ þ ☞ ✌ ✌ ✌ ☞ ✌

SL5 – p.15/15