2,423 research outputs found
Optimality conditions for scalar and vector optimization problems with quasiconvex inequality constraints
Let X be a real linear space, X0 X a convex set, Y and Z topological real linear spaces. The constrained optimization problem minCf(x), g(x) 2 -K is considered, where f : X0 ! Y and g : X0 ! Z are given (nonsmooth) functions, and C Y and K Z are closed convex cones. The weakly efficient solutions (w-minimizers) of this problem are investigated. When g obeys quasiconvex properties, first-order necessary and first-order sufficient optimality conditions in terms of Dini directional derivatives are obtained. In the special case of problems with pseudoconvex data it is shown that these conditions characterize the global w-minimizers and generalize known results from convex vector programming. The obtained results are applied to the special case of problems with finite dimensional image spaces and ordering cones the positive orthants, in particular to scalar problems with quasiconvex constraints. It is shown, that the quasiconvexity of the constraints allows to formulate the optimality conditions using the more simple single valued Dini derivatives instead of the set valued ones. Key words: Vector optimization, nonsmooth optimization, quasiconvex vector functions, pseudoconvex vector functions, Dini derivatives, quasiconvex programming, Kuhn-Tucker conditions..
A Minty variational principle for set optimization
Extremal problems are studied involving an objective function with values in
(order) complete lattices of sets generated by so called set relations.
Contrary to the popular paradigm in vector optimization, the solution concept
for such problems, introduced by F. Heyde and A. L\"ohne, comprises the
attainment of the infimum as well as a minimality property. The main result is
a Minty type variational inequality for set optimization problems which
provides a sufficient optimality condition under lower semicontinuity
assumptions and a necessary condition under appropriate generalized convexity
assumptions. The variational inequality is based on a new Dini directional
derivative for set-valued functions which is defined in terms of a "lattice
difference quotient": A residual operation in a lattice of sets replaces the
inverse addition in linear spaces. Relationships to families of scalar problems
are pointed out and used for proofs: The appearance of improper scalarizations
poses a major difficulty which is dealt with by extending known scalar results
such as Diewert's theorem to improper functions
Quelques thèmes en l'analyse variationnelle et optimisation
In this thesis, we first study the theory of [gamma]-limits. Besides some basic properties of [gamma]-limits,expressions of sequential [gamma]-limits generalizing classical results of Greco are presented. These limits also give us a clue to a unified classification of derivatives and tangent cones. Next, we develop an approach to generalized differentiation theory. This allows us to deal with several generalized derivatives of set-valued maps defined directly in primal spaces, such as variational sets, radial sets, radial derivatives, Studniarski derivatives. Finally, we study calculus rules of these derivatives and applications related to optimality conditions and sensitivity analysis.Dans cette thèse, j’étudie d’abord la théorie des [gamma]-limites. En dehors de quelques propriétés fondamentales des [gamma]-limites, les expressions de [gamma]-limites séquentielles généralisant des résultats de Greco sont présentées. En outre, ces limites nous donnent aussi une idée d’une classification unifiée de la tangence et la différentiation généralisée. Ensuite, je développe une approche des théories de la différentiation généralisée. Cela permet de traiter plusieurs dérivées généralisées des multi-applications définies directement dans l’espace primal, tels que des ensembles variationnels,des ensembles radiaux, des dérivées radiales, des dérivées de Studniarski. Finalement, j’étudie les règles de calcul de ces dérivées et les applications liées aux conditions d’optimalité et à l’analyse de sensibilité
Shape optimisation for a class of semilinear variational inequalities with applications to damage models
The present contribution investigates shape optimisation problems for a class
of semilinear elliptic variational inequalities with Neumann boundary
conditions. Sensitivity estimates and material derivatives are firstly derived
in an abstract operator setting where the operators are defined on polyhedral
subsets of reflexive Banach spaces. The results are then refined for
variational inequalities arising from minimisation problems for certain convex
energy functionals considered over upper obstacle sets in . One
particularity is that we allow for dynamic obstacle functions which may arise
from another optimisation problems. We prove a strong convergence property for
the material derivative and establish state-shape derivatives under regularity
assumptions. Finally, as a concrete application from continuum mechanics, we
show how the dynamic obstacle case can be used to treat shape optimisation
problems for time-discretised brittle damage models for elastic solids. We
derive a necessary optimality system for optimal shapes whose state variables
approximate desired damage patterns and/or displacement fields
Greedy vector quantization
We investigate the greedy version of the -optimal vector quantization
problem for an -valued random vector . We show the
existence of a sequence such that minimizes
(-mean quantization error at level induced by
). We show that this sequence produces -rate
optimal -tuples ( the -mean
quantization error at level induced by goes to at rate
). Greedy optimal sequences also satisfy, under natural
additional assumptions, the distortion mismatch property: the -tuples
remain rate optimal with respect to the -norms, .
Finally, we propose optimization methods to compute greedy sequences, adapted
from usual Lloyd's I and Competitive Learning Vector Quantization procedures,
either in their deterministic (implementable when ) or stochastic
versions.Comment: 31 pages, 4 figures, few typos corrected (now an extended version of
an eponym paper to appear in Journal of Approximation
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