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Optimal solutions of multivariate coupling problems

Ludger Rüschendorf (1995)

Applicationes Mathematicae

Some necessary and some sufficient conditions are established for the explicit construction and characterization of optimal solutions of multivariate transportation (coupling) problems. The proofs are based on ideas from duality theory and nonconvex optimization theory. Applications are given to multivariate optimal coupling problems w.r.t. minimal l p -type metrics, where fairly explicit and complete characterizations of optimal transportation plans (couplings) are obtained. The results are of interest...

Optimal transportation for multifractal random measures and applications

Rémi Rhodes, Vincent Vargas (2013)

Annales de l'I.H.P. Probabilités et statistiques

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is intuitively some kind of multistep transportation. Applications are given for construction of multifractal random changes of times and to the existence of random metrics, the volume forms of which coincide with the multifractal random measures.

Optimal transportation for the determinant

Guillaume Carlier, Bruno Nazaret (2008)

ESAIM: Control, Optimisation and Calculus of Variations

Among ℝ 3 -valued triples of random vectors (X,Y,Z) having fixed marginal probability laws, what is the best way to jointly draw (X,Y,Z) in such a way that the simplex generated by (X,Y,Z) has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.

Optimal transportation networks as free Dirichlet regions for the Monge-Kantorovich problem

Giuseppe Buttazzo, Eugene Stepanov (2003)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

In the paper the problem of constructing an optimal urban transportation network in a city with given densities of population and of workplaces is studied. The network is modeled by a closed connected set of assigned length, while the optimality condition consists in minimizing the Monge-Kantorovich functional representing the total transportation cost. The cost of trasporting a unit mass between two points is assumed to be proportional to the distance between them when the transportation is carried...

Optimality and sensitivity for semilinear bang-bang type optimal control problems

Ursula Felgenhauer (2004)

International Journal of Applied Mathematics and Computer Science

In optimal control problems with quadratic terminal cost functionals and systems dynamics linear with respect to control, the solution often has a bang-bang character. Our aim is to investigate structural solution stability when the problem data are subject to perturbations. Throughout the paper, we assume that the problem has a (possibly local) optimum such that the control is piecewise constant and almost everywhere takes extremal values. The points of discontinuity are the switching points. In...

Optimality conditions for a class of mathematical programs with equilibrium constraints: strongly regular case

Jiří V. Outrata (1999)

Kybernetika

The paper deals with mathematical programs, where parameter-dependent nonlinear complementarity problems arise as side constraints. Using the generalized differential calculus for nonsmooth and set-valued mappings due to B. Mordukhovich, we compute the so-called coderivative of the map assigning the parameter the (set of) solutions to the respective complementarity problem. This enables, in particular, to derive useful 1st-order necessary optimality conditions, provided the complementarity problem...

Optimality Conditions for a Nonlinear Boundary Value Problem Using Nonsmooth Analysis

Mohamed Akkouchi, Abdellah Bounabat, Manfred Goebel (2003)

Annales mathématiques Blaise Pascal

We study in this paper a Lipschitz control problem associated to a semilinear second order ordinary differential equation with pointwise state constraints. The control acts as a coefficient of the state equation. The nonlinear part of the equation is governed by a Nemytskij operator defined by a Lipschitzian but possibly nonsmooth function. We prove the existence of optimal controls and obtain a necessary optimality conditions looking somehow to the Pontryagin’s maximum principle. These conditions...

Optimality Conditions for D.C. Vector Optimization Problems under D.C. Constraints

Gadhi, N., Metrane, A. (2004)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: Primary 90C29; Secondary 49K30.In this paper, we establish necessary optimality conditions and sufficient optimality conditions for D.C. vector optimization problems under D.C. constraints. Under additional conditions, some results of [9] and [15] are also recovered.

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