EE6412: Optimal Control January - May 2023

Homework Set #3
1. Let V be a vector space of continuous functions defined over the interval [a, b] equipped with the
max norm defined by
||f ||∞ := max |f (x)|
a≤x≤b

Show that ||.||∞ satisfies the requirements of a norm.

2. Show that if a functional is Fréchet differentiable then this implies that the functional has a Gateaux
variation.

3. Exercise 2.2 [T1].

4. Exercise 2.3 [T1]. Hint: Provide an example through the existence of a function y(x) 6= 0 such
that the functional takes negative values.

5. Consider the Brachistochrone problem with kinetic friction included. Then the problem becomes
ˆ bs
1 + (y 0 (x))2
min dx,
y(.) a y(x) − µx
such that y(a) = A , y(b) = B and µ is the friction constant. Write the Euler-Lagrange equation
as a second order non-linear differential equation and explain how the curve y(x) can be obtained
using the initial and terminal conditions.

6. Nature is an analog computer: Consider the soap film suspended between hoops as shown in the
figure below. The shape of the soap film satisfies the following property: the surface area of the

(a) (b)

Figure 1: Soap Film

shape has the least possible area spanning two parallel circular hoops sharing a common axis.
Figure 1(b) shows the axial cross-section of the surface of revolution spanning the two hoops at
x = ±a of radius. Revolving the graph of y = f (x) around the x-axis yields the surface area
ˆ a p
Area[y] = J(y) = y(x) 1 + (y 0 (x))2 dx.
−a

1
 Nature “finds” y(x) (seen as the soap film) which minimizes the above integral subject to the
boundary conditions y(−a) = y(a) = b. How did Nature find or calculate y(x)? Provide the
analytical expression of y(x)?

7. Derive the first order necessary conditions for the extermum for the problem
ˆ b
J(y) = G(b, y(b)) + L(x, y(x), y 0 (x)) dx,
a

where G : R × R → R is a terminal cost, and the boundary conditions satisfy {a, b, y(a)} are fixed
and y(b) is free.

8. Find the curve for which the functional

ˆ b
J(y) = L(x, y(x), y 0 (x)) dx, y(a) = A, y(b) = B
a

has an extremum if the curve can arrive at (b, B) only after touching a given curve ϕ(x).

9. Find the curves for which the functional

ˆ 10
J(y) = y 0 (x)3 dx, y(0) = 0, y(10) = 0
0

can have extrema, given that the admissible curves cannot penetrate the interior of the circle with
equation (x − 5)2 + y 2 = 9.