Currently displaying 1 – 7 of 7

Showing per page

Order by Relevance | Title | Year of publication

Approximate maximum principle for discrete approximations of optimal control systems with nonsmooth objectives and endpoint constraints

Boris S. MordukhovichIlya Shvartsman — 2013

ESAIM: Control, Optimisation and Calculus of Variations

The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an intermediate position between continuous-time and discrete-time (with fixed steps) control processes and play a significant role in both qualitative and numerical aspects of optimal control. In this paper we derive an...

Optimal control of delay systems with differential and algebraic dynamic constraints

Boris S. MordukhovichLianwen Wang — 2005

ESAIM: Control, Optimisation and Calculus of Variations

This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential...

Optimal control of delay systems with differential and algebraic dynamic constraints

Boris S. MordukhovichLianwen Wang — 2010

ESAIM: Control, Optimisation and Calculus of Variations

This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential...

Existence of minimizers and necessary conditions in set-valued optimization with equilibrium constraints

Truong Q. BaoBoris S. Mordukhovich — 2007

Applications of Mathematics

In this paper we study set-valued optimization problems with equilibrium constraints (SOPECs) described by parametric generalized equations in the form 0 G ( x ) + Q ( x ) , where both G and Q are set-valued mappings between infinite-dimensional spaces. Such models particularly arise from certain optimization-related problems governed by set-valued variational inequalities and first-order optimality conditions in nondifferentiable programming. We establish general results on the existence of optimal solutions under...

Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification

Boris S. MordukhovichJiří V. Outrata — 2013

Kybernetika

The paper concerns the study of tilt stability of local minimizers in standard problems of nonlinear programming. This notion plays an important role in both theoretical and numerical aspects of optimization and has drawn a lot of attention in optimization theory and its applications, especially in recent years. Under the classical Mangasarian-Fromovitz Constraint Qualification, we establish relationships between tilt stability and some other stability notions in constrained optimization. Involving...

Page 1

Download Results (CSV)