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Locally Lipschitz vector optimization with inequality and equality constraints

Ivan Ginchev, Angelo Guerraggio, Matteo Rocca (2010)

Applications of Mathematics

The present paper studies the following constrained vector optimization problem: min C f ( x ) , g ( x ) - K , h ( x ) = 0 , where f : n m , g : n p are locally Lipschitz functions, h : n q is C 1 function, and C m and K p are closed convex cones. Two types of solutions are important for the consideration, namely w -minimizers (weakly efficient points) and i -minimizers (isolated minimizers of order 1). In terms of the Dini directional derivative first-order necessary conditions for a point x 0 to be a w -minimizer and first-order sufficient conditions for x 0 ...

Metric subregularity for nonclosed convex multifunctions in normed spaces

Xi Yin Zheng, Kung Fu Ng (2010)

ESAIM: Control, Optimisation and Calculus of Variations

In terms of the normal cone and the coderivative, we provide some necessary and/or sufficient conditions of metric subregularity for (not necessarily closed) convex multifunctions in normed spaces. As applications, we present some error bound results for (not necessarily lower semicontinuous) convex functions on normed spaces. These results improve and extend some existing error bound results.

Minimal invasion: An optimal L∞ state constraint problem

Christian Clason, Kazufumi Ito, Karl Kunisch (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In this work, the least pointwise upper and/or lower bounds on the state variable on a specified subdomain of a control system under piecewise constant control action are sought. This results in a non-smooth optimization problem in function spaces. Introducing a Moreau-Yosida regularization of the state constraints, the problem can be solved using a superlinearly convergent semi-smooth Newton method. Optimality conditions are derived, convergence of the Moreau-Yosida regularization is proved, and...

Minimal invasion: An optimal L∞ state constraint problem

Christian Clason, Kazufumi Ito, Karl Kunisch (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

In this work, the least pointwise upper and/or lower bounds on the state variable on a specified subdomain of a control system under piecewise constant control action are sought. This results in a non-smooth optimization problem in function spaces. Introducing a Moreau-Yosida regularization of the state constraints, the problem can be solved using a superlinearly convergent semi-smooth Newton method. Optimality conditions are derived, convergence of the Moreau-Yosida regularization is proved, and...

Multivalued backward stochastic differential equations with time delayed generators

Bakarime Diomande, Lucian Maticiuc (2014)

Open Mathematics

Our aim is to study the following new type of multivalued backward stochastic differential equation: - d Y t + φ Y t d t F t , Y t , Z t , Y t , Z t d t + Z t d W t , 0 t T , Y T = ξ , where ∂φ is the subdifferential of a convex function and (Y t, Z t):= (Y(t + θ), Z(t + θ))θ∈[−T,0] represent the past values of the solution over the interval [0, t]. Our results are based on the existence theorem from Delong Imkeller, Ann. Appl. Probab., 2010, concerning backward stochastic differential equations with time delayed generators.

Noncoercive hemivariational inequality and its applications in nonconvex unilateral mechanics

Daniel Goeleven (1996)

Applications of Mathematics

This paper is devoted to the study of a class of hemivariational inequalities which was introduced by P. D. Panagiotopoulos [31] and later by Z. Naniewicz [22]. These variational formulations are natural nonconvex generalizations [15–17], [22–33] of the well-known variational inequalities. Several existence results are proved in [15]. In this paper, we are concerned with some related results and several applications.

Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control

Mustapha Serhani, Nadia Raïssi (2009)

RAIRO - Operations Research

In this work, we study an optimal control problem dealing with differential inclusion. Without requiring Lipschitz condition of the set valued map, it is very hard to look for a solution of the control problem. Our aim is to find estimations of the minimal value, (α), of the cost function of the control problem. For this, we construct an intermediary dual problem leading to a weak duality result, and then, thanks to additional assumptions of monotonicity of proximal subdifferential, we give a more...

Nonsmooth equations approach to a constrained minimax problem

Yan Gao, Xuewen Li (2005)

Applications of Mathematics

An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b -differential for the corresponding function is developed.

Nonsmooth Problems of Calculus of Variations via Codifferentiation

Maxim Dolgopolik (2014)

ESAIM: Control, Optimisation and Calculus of Variations

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...

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