Nonsmooth Problems of Calculus of Variations via Codifferentiation
ESAIM: Control, Optimisation and Calculus of Variations (2014)
- Volume: 20, Issue: 4, page 1153-1180
- ISSN: 1292-8119
Access Full Article
topAbstract
topHow to cite
topDolgopolik, Maxim. "Nonsmooth Problems of Calculus of Variations via Codifferentiation." ESAIM: Control, Optimisation and Calculus of Variations 20.4 (2014): 1153-1180. <http://eudml.org/doc/272835>.
@article{Dolgopolik2014,
abstract = {In this paper multidimensional nonsmooth, nonconvex problems of the calculus of variations with codifferentiable integrand are studied. Special classes of codifferentiable functions, that play an important role in the calculus of variations, are introduced and studied. The codifferentiability of the main functional of the calculus of variations is derived. Necessary conditions for the extremum of a codifferentiable function on a closed convex set and its applications to the nonsmooth problems of the calculus of variations are described. Necessary optimality conditions in the main problem of the calculus of variations and in the problem of Bolza in the nonsmooth case are derived. Examples comparing presented results with other approaches to nonsmooth problems of the calculus of variations are given.},
author = {Dolgopolik, Maxim},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {nonsmooth analysis; calculus of variations; codifferentiable function; problem of bolza; codifferentiable functions; Bolza problem; necessary optimality conditions},
language = {eng},
number = {4},
pages = {1153-1180},
publisher = {EDP-Sciences},
title = {Nonsmooth Problems of Calculus of Variations via Codifferentiation},
url = {http://eudml.org/doc/272835},
volume = {20},
year = {2014},
}
TY - JOUR
AU - Dolgopolik, Maxim
TI - Nonsmooth Problems of Calculus of Variations via Codifferentiation
JO - ESAIM: Control, Optimisation and Calculus of Variations
PY - 2014
PB - EDP-Sciences
VL - 20
IS - 4
SP - 1153
EP - 1180
AB - In this paper multidimensional nonsmooth, nonconvex problems of the calculus of variations with codifferentiable integrand are studied. Special classes of codifferentiable functions, that play an important role in the calculus of variations, are introduced and studied. The codifferentiability of the main functional of the calculus of variations is derived. Necessary conditions for the extremum of a codifferentiable function on a closed convex set and its applications to the nonsmooth problems of the calculus of variations are described. Necessary optimality conditions in the main problem of the calculus of variations and in the problem of Bolza in the nonsmooth case are derived. Examples comparing presented results with other approaches to nonsmooth problems of the calculus of variations are given.
LA - eng
KW - nonsmooth analysis; calculus of variations; codifferentiable function; problem of bolza; codifferentiable functions; Bolza problem; necessary optimality conditions
UR - http://eudml.org/doc/272835
ER -
References
top- [1] R.A. Adams, Sobolev Spaces. Academic Press, New York (1975). Zbl1098.46001MR450957
- [2] J.-P. Aubin and H. Frankowska, Set-valued analysis. Birkhauser, Boston (1990). Zbl1168.49014MR1048347
- [3] A.M. Bagirov, A. Nazari Ganjehlou, J. Ugon and A.H. Tor, Truncated codifferential method for nonsmooth convex optimization. Pacific. J. Optim.6 (2010) 483–496. Zbl1203.90122MR2743039
- [4] A.M. Bagirov and J. Ugon, Codifferential method for minimizing DC functions. J. Glob. Optim.50 (2011) 3–22. Zbl1242.90172MR2787550
- [5] F.H. Clarke, The generalized problem of Bolza. SIAM J. Control Optim.14 (1976) 469–478. Zbl0333.49023MR412926
- [6] F.H. Clarke, The Erdmann condition and Hamiltonian inclusions in optimzal control and the calculus of variations. Can. J. Math.23 (1980) 494–509. Zbl0461.49007MR571941
- [7] F.H. Clarke, Optimization and Nonsmooth Analysis. Wiley-Interscience, New York (1983). Zbl0582.49001MR709590
- [8] B. Dacorogna, Direct Methods in the Calculus of Variations. Springer Science+Business Media, LCC, New York (2008). Zbl1140.49001MR2361288
- [9] V.F. Demyanov, On codifferentiable functions. Vestn. Leningr. Univ., Math. 21 (1988) 27–33. Zbl0671.49014MR965096
- [10] V.F. Demyanov, Continuous generalized gradients for nonsmooth functions, in Lect. Notes Econ. Math. Systems, edited by A. Kurzhanski, K. Neumann and D. Pallaschke, vol. 304. Springer Verlag, Berlin (1988) 24–27. MR1120086
- [11] V.F. Demyanov and A.M. Rubinov, Constructive Nonsmooth Analysis. Peter Lang, Frankfurt am Main (1995). Zbl0887.49014MR1325923
- [12] V.F. Demyanov, A.M. Bagirov and A.M. Rubinov, A method of truncated codifferential with application to some problems of cluster analysis. J. Glob. Optim.23 (2002) 63–80. Zbl1034.49009MR1884966
- [13] M.V. Dolgopolik, Codifferential Calculus in Normed Spaces. J. Math. Sci.173 (2011) 441–462. Zbl1290.46033MR2839880
- [14] A.D. Ioffe, Euler–Lagrange and Hamiltonian formalism in dynamic optimization. Trans. Amer. Math. Soc.349 (1997) 2871–2900. Zbl0876.49024MR1389779
- [15] A.D. Ioffe and R.T. Rockafellar, The Euler and Weierstrass conditions for nonsmooth variational problems. Calc. Var. Partial Differ. Equ.4 (1996) 59–87. Zbl0838.49015MR1379193
- [16] A.D. Ioffe and V.M. Tihomirov, Theory of Extremal Problems. North-Holland, Amsterdam (1979). Zbl0407.90051MR528295
- [17] P.D. Loewen and R.T. Rockafellar, New Necessary Conditions for the Generalized Problem of Bolza. SIAM J. Control Optim.34 (1996) 1496–1511. Zbl0871.49023MR1404843
- [18] B. Mordukhovich, On variational analysis of differential inclusions, in Optimization and Nonlinear Analysis, edited by A. Ioffe, M. Marcus and S. Reich, vol. 244. Pitman Res. Notes Math. Ser. Longman, Harlow, Essex (1992) 199–214. Zbl0761.49003MR1184644
- [19] B. Mordukhovich, Discrete approximations and refined Euler–Lagrange conditions for nonconvex differential inclusions. SIAM J. Control Optim.33 (1995) 882–915. Zbl0844.49017MR1327242
- [20] D. Pallaschke and R. Urbański, Reduction of quasidifferentials and minimal representations. Math. Program.66 (1994) 161–180. Zbl0824.49016MR1297060
- [21] R.T. Rockafellar, Conjugate convex functions in optimal control and the calculus of variations. J. Math. Anal. Appl.32 (1970) 174–222. Zbl0218.49004MR266020
- [22] R.T. Rockafellar, Generalized Hamiltonian equations for convex problems of Lagrange. Pacific. J. Math.33 (1970) 411–428. Zbl0199.43002MR276853
- [23] R.T. Rockafellar, Existence and duality theorems for convex problems of Bolza. Trans. Amer. Math. Soc.159 (1971) 1–40. Zbl0255.49007MR282283
- [24] S. Scholtes, Minimal pairs of convex bodies in two dimensions. Mathematika39 (1992) 267–273. Zbl0759.52004MR1203283
- [25] R. Vinter and H. Zheng, The Extended Euler–Lagrange Condition for Nonconvex Variation Problems. SIAM J. Control Optim.35 (1997) 56–77. Zbl0870.49014MR1430283
- [26] R. Vinter, Optimal Control. Birkhauser, Boston (2000). Zbl1215.49002MR1756410
- [27] K. Yosida, Functional Analysis. Springer-Verlag, New York (1980). Zbl0435.46002MR617913
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.