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Section: New Results

Trajectory optimization

First and second order optimality conditions for optimal control problems of state constrained integral equations

Participants : Frédéric Bonnans, Xavier Dupuis.

In this work performed with Constanza De La Vega (U. Buenos Aires), and published as Inria report 7961 [26] , we deal with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions.

Sensitivity analysis for relaxed optimal control problems with final-state constraints

Participants : Frédéric Bonnans, Laurent Pfeiffer.

In this work, performed with Oana Serea (U. Perpignan), and published as Inria report 7977 [27] , we compute a second-order expansion of the value function of a family of relaxed optimal control problems with final-state constraints, parameterized by a perturbation variable. The sensitivity analysis is performed for controls that we call R-strong solutions. They are optimal solutions with respect to the set of feasible controls with a uniform norm smaller than a given R and having an associated trajectory in a small neighborhood for the uniform norm. In this framework, relaxation enables us to consider a wide class of perturbations and therefore to derive sharp estimates of the value function.

Sensitivity analysis for the outages of nuclear power plants

Participants : Frédéric Bonnans, Laurent Pfeiffer.

In this work, performed with Kengy Barty (EDF), and published as Inria report 7884 [24] . Nuclear power plants must be regularly shut down in order to perform refueling and maintenance operations. The scheduling of the outages is the first problem to be solved in electricity production management. It is a hard combinatorial problem for which an exact solving is impossible.

Our approach consists in modelling the problem by a two-level problem. First, we fix a feasible schedule of the dates of the outages. Then, we solve a low-level problem of optimization of elecricity production, by respecting the initial planning. In our model, the low-level problem is a deterministic convex optimal control problem.

Given the set of solutions and Lagrange multipliers of the low-level problem, we can perform a sensitivity analysis with respect to dates of the outages. The approximation of the value function which is obtained could be used for the optimization of the schedule with a local search algorithm.

Optimization of the anaerobic digestion of microalgae in a coupled process

Participant : Pierre Martinon.

In this work in collaboration with Terence Bayen (U. Monptellier) and Francis Mairet (Inria Sophia), submitted to ECC13 [30] , we study the maximization of the production of methane in a bioreactor coupling an anaerobic digester and a culture of micro-algae limited by light. The decision parameter is the dilution rate which is chosen as a control, and we enforce periodic constraints in order to repeat the same operation every day. The system is gathered into a three-dimensional system taking into account a day-night model of the light in the culture of micro-algae. Applying Pontryagin maximum principle, the necessary conditions on optimal trajectories indicate that the control consists of bang and/or singular arcs. We provide numerical simulations by both direct and indirect methods, which show the link between the light model and the structure of optimal solutions.