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r –convex transformability in nonlinear programming problems

Elżbieta Galewska, Marek Galewski (2005)

Commentationes Mathematicae Universitatis Carolinae

We show that for r -convex transformable nonlinear programming problems the Karush-Kuhn-Tucker necessary optimality conditions are also sufficient and we provide a method of solving such problems with the aid of associated r -convex ones.

Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints

Abdelkrim El Mouatasim, Rachid Ellaia, Eduardo Souza de Cursi (2011)

International Journal of Applied Mathematics and Computer Science

We present a random perturbation of the projected variable metric method for solving linearly constrained nonsmooth (i.e., nondifferentiable) nonconvex optimization problems, and we establish the convergence to a global minimum for a locally Lipschitz continuous objective function which may be nondifferentiable on a countable set of points. Numerical results show the effectiveness of the proposed approach.

Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization

Abdelkrim El Mouatasim, Rachid Ellaia, José Souza de Cursi (2006)

International Journal of Applied Mathematics and Computer Science

We consider the global optimization of a nonsmooth (nondifferentiable) nonconvex real function. We introduce a variable metric descent method adapted to nonsmooth situations, which is modified by the incorporation of suitable random perturbations. Convergence to a global minimum is established and a simple method for the generation of suitable perturbations is introduced. An algorithm is proposed and numerical results are presented, showing that the method is computationally effective and stable....

Rank 1 convex hulls of isotropic functions in dimension 2 by 2

Miroslav Šilhavý (2001)

Mathematica Bohemica

Let f be a rotationally invariant (with respect to the proper orthogonal group) function defined on the set M 2 × 2 of all 2 by 2 matrices. Based on conditions for the rank 1 convexity of f in terms of signed invariants of 𝔸 (to be defined below), an iterative procedure is given for calculating the rank 1 convex hull of a rotationally invariant function. A special case in which the procedure terminates after the second step is determined and examples of the actual calculations are given.

Rate independent Kurzweil processes

Pavel Krejčí, Matthias Liero (2009)

Applications of Mathematics

The Kurzweil integral technique is applied to a class of rate independent processes with convex energy and discontinuous inputs. We prove existence, uniqueness, and continuous data dependence of solutions in B V spaces. It is shown that in the context of elastoplasticity, the Kurzweil solutions coincide with natural limits of viscous regularizations when the viscosity coefficient tends to zero. The discontinuities produce an additional positive dissipation term, which is not homogeneous of degree...

Receding horizon optimal control for infinite dimensional systems

Kazufumi Ito, Karl Kunisch (2002)

ESAIM: Control, Optimisation and Calculus of Variations

The receding horizon control strategy for dynamical systems posed in infinite dimensional spaces is analysed. Its stabilising property is verified provided control Lyapunov functionals are used as terminal penalty functions. For closed loop dissipative systems the terminal penalty can be chosen as quadratic functional. Applications to the Navier–Stokes equations, semilinear wave equations and reaction diffusion systems are given.

Receding horizon optimal control for infinite dimensional systems

Kazufumi Ito, Karl Kunisch (2010)

ESAIM: Control, Optimisation and Calculus of Variations

The receding horizon control strategy for dynamical systems posed in infinite dimensional spaces is analysed. Its stabilising property is verified provided control Lyapunov functionals are used as terminal penalty functions. For closed loop dissipative systems the terminal penalty can be chosen as quadratic functional. Applications to the Navier–Stokes equations, semilinear wave equations and reaction diffusion systems are given.

Recent advances in the analysis of pointwise state-constrained elliptic optimal control problems

Eduardo Casas, Fredi Tröltzsch (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Optimal control problems for semilinear elliptic equations with control constraints and pointwise state constraints are studied. Several theoretical results are derived, which are necessary to carry out a numerical analysis for this class of control problems. In particular, sufficient second-order optimality conditions, some new regularity results on optimal controls and a sufficient condition for the uniqueness of the Lagrange multiplier associated with the state constraints are presented.

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