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Optimality conditions for nonconvex variational problems relaxed in terms of Young measures

Tomáš Roubíček (1998)

Kybernetika

The scalar nonconvex variational problems of the minimum-energy type on Sobolev spaces are studied. As the Euler–Lagrange equation dramatically looses selectivity when extended in terms of the Young measures, the correct optimality conditions are sought by means of the convex compactification theory. It turns out that these conditions basically combine one part from the Euler–Lagrange equation with one part from the Weierstrass condition.

Regularization of linear least squares problems by total bounded variation

G. Chavent, K. Kunisch (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We consider the problem : (P) Minimize λ 2 over u ∈ K ∩ X, where α≥ 0, β > 0, K is a closed convex subset of L2(Ω), and the last additive term denotes the BV-seminorm of u, T is a linear operator from L2 ∩ BV into the observation space Y. We formulate necessary optimality conditions for (P). Then we show that (P) admits, for given regularization parameters α and β, solutions which depend in a stable manner on the data z. Finally we study the asymptotic behavior when α = β → 0. The regularized...

Relaxation of vectorial variational problems

Tomáš Roubíček (1995)

Mathematica Bohemica

Multidimensional vectorial non-quasiconvex variational problems are relaxed by means of a generalized-Young-functional technique. Selective first-order optimality conditions, having the form of an Euler-Weiestrass condition involving minors, are formulated in a special, rather a model case when the potential has a polyconvex quasiconvexification.

Second-order sufficient optimality conditions for the optimal control of Navier-Stokes equations

Fredi Tröltzsch, Daniel Wachsmuth (2006)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper sufficient optimality conditions are established for optimal control of both steady-state and instationary Navier-Stokes equations. The second-order condition requires coercivity of the Lagrange function on a suitable subspace together with first-order necessary conditions. It ensures local optimality of a reference function in a L s -neighborhood, whereby the underlying analysis allows to use weaker norms than L ∞ .

Second-order sufficient optimality conditions for the optimal control of Navier-Stokes equations

Fredi Tröltzsch, Daniel Wachsmuth (2005)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper sufficient optimality conditions are established for optimal control of both steady-state and instationary Navier-Stokes equations. The second-order condition requires coercivity of the Lagrange function on a suitable subspace together with first-order necessary conditions. It ensures local optimality of a reference function in a Ls-neighborhood, whereby the underlying analysis allows to use weaker norms than L∞.

Stochastic evolution equations on Hilbert spaces with partially observed relaxed controls and their necessary conditions of optimality

N.U. Ahmed (2014)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we consider the question of optimal control for a class of stochastic evolution equations on infinite dimensional Hilbert spaces with controls appearing in both the drift and the diffusion operators. We consider relaxed controls (measure valued random processes) and briefly present some results on the question of existence of mild solutions including their regularity followed by a result on existence of partially observed optimal relaxed controls. Then we develop the necessary conditions...

Currently displaying 61 – 80 of 108