Engineering topics
Publications and source records attributed to Chan, W. L..
A dual extremum principle for the Verhulst-Pearl population equation is constructed using a complementary variational technique. The dual formulation utilizes a minimum principle recently developed by Leitmann to convert the functional optimization problem into a parameter optimization problem.
A discrete complementary variational principle is developed and applied to linear and nonlinear discrete-time optimal control systems. Using the variational approach, a primal-dual relationship is established. This relationship provides a precise measure of system suboptimality independent of any a priori knowledge of the optimal solution.
The relationship between the complementary variational principle and duality in mathematical programming is demonstrated through a geometric approach in a Hilbert space setting. A necessary and sufficient condition for the existence of such a principle is given in the case of a convex functional constrained by linear dynamics. Its relationship to the Kuhn-Tucker saddle point theory is indicated. Applications to various programming and control problems are discussed.
Dual variational techniques developed by Chan and Leininger (1972) are summarized, and duality theory in the form of the Complementary Variational Principle is employed to provide a suboptimal measure for the singular and epsilon-coupled perturbation methods proposed by Kokotovic and Cruz. The suboptimal measure is independent of any a priori knowledge of the optimal solution, thereby providing an absolute estimate of the performance loss rather than an estimate relative to the unknown optimal solution.
The complementary variational principle developed in a Hilbert space setting provides a duality principle in the calculus of variations with dynamic constraints. This concept is adopted in this paper to investigate dual characterizations of optimal control systems. Systems under consideration include those with dynamics governed by linear ordinary differential equations, linear partial differential equations and non-linear ordinary differential equations.