73,381 research outputs found
Optimal control of unilateral obstacle problem with a source term
We consider an optimal control problem for the obstacle problem with an
elliptic variational inequality. The obstacle function which is the control
function is assumed in . We use an approximate technique to introduce a
family of problems governed by variational equations. We prove optimal
solutions existence and give necessary optimality conditions
The Hahn Quantum Variational Calculus
We introduce the Hahn quantum variational calculus. Necessary and sufficient
optimality conditions for the basic, isoperimetric, and Hahn quantum Lagrange
problems, are studied. We also show the validity of Leitmann's direct method
for the Hahn quantum variational calculus, and give explicit solutions to some
concrete problems. To illustrate the results, we provide several examples and
discuss a quantum version of the well known Ramsey model of economics.Comment: Submitted: 3/March/2010; 4th revision: 9/June/2010; accepted:
18/June/2010; for publication in Journal of Optimization Theory and
Application
Optimization and Equilibrium Problems with Equilibrium Constraints
The paper concerns optimization and equilibrium problems with the so-called equilibrium constraints (MPEC and EPEC), which frequently appear in applications to operations research. These classes of problems can be naturally unified in the framework of multiobjective optimization with constraints governed by parametric variational systems (generalized equations, variational inequalities, complementarity problems, etc.). We focus on necessary conditions for optimal solutions to MPECs and EPECs under general assumptions in finite-dimensional spaces. Since such problems are intrinsically nonsmooth, we use advanced tools of generalized differentiation to study optimal solutions by methods of modern variational analysis. The general results obtained are concretized for special classes of MPECs and EPECs important in applications
Set-optimization meets variational inequalities
We study necessary and sufficient conditions to attain solutions of
set-optimization problems in therms of variational inequalities of Stampacchia
and Minty type. The notion of a solution we deal with has been introduced Heyde
and Loehne, for convex set-valued objective functions. To define the set-valued
variational inequality, we introduce a set-valued directional derivative and we
relate it to the Dini derivatives of a family of linearly scalarized problems.
The optimality conditions are given by Stampacchia and Minty type Variational
inequalities, defined both by the set valued directional derivative and by the
Dini derivatives of the scalarizations. The main results allow to obtain known
variational characterizations for vector valued optimization problems
Optimal control of the sweeping process over polyhedral controlled sets
The paper addresses a new class of optimal control problems governed by the
dissipative and discontinuous differential inclusion of the sweeping/Moreau
process while using controls to determine the best shape of moving convex
polyhedra in order to optimize the given Bolza-type functional, which depends
on control and state variables as well as their velocities. Besides the highly
non-Lipschitzian nature of the unbounded differential inclusion of the
controlled sweeping process, the optimal control problems under consideration
contain intrinsic state constraints of the inequality and equality types. All
of this creates serious challenges for deriving necessary optimality
conditions. We develop here the method of discrete approximations and combine
it with advanced tools of first-order and second-order variational analysis and
generalized differentiation. This approach allows us to establish constructive
necessary optimality conditions for local minimizers of the controlled sweeping
process expressed entirely in terms of the problem data under fairly
unrestrictive assumptions. As a by-product of the developed approach, we prove
the strong -convergence of optimal solutions of discrete
approximations to a given local minimizer of the continuous-time system and
derive necessary optimality conditions for the discrete counterparts. The
established necessary optimality conditions for the sweeping process are
illustrated by several examples
Variational Principles for Set-Valued Mappings with Applications to Multiobjective Optimization
This paper primarily concerns the study of general classes of constrained multiobjective optimization problems (including those described via set-valued and vector-valued cost mappings) from the viewpoint of modern variational analysis and generalized differentiation. To proceed, we first establish two variational principles for set-valued mappings, which~being certainly of independent interest are mainly motivated by applications to multiobjective optimization problems considered in this paper. The first variational principle is a set-valued counterpart of the seminal derivative-free Ekeland variational principle, while the second one is a set-valued extension of the subdifferential principle by Mordukhovich and Wang formulated via an appropriate subdifferential notion for set-valued mappings with values in partially ordered spaces. Based on these variational principles and corresponding tools of generalized differentiation, we derive new conditions of the coercivity and Palais-Smale types ensuring the existence of optimal solutions to set-valued optimization problems with noncompact feasible sets in infinite dimensions and then obtain necessary optimality and suboptimality conditions for nonsmooth multiobjective optmization problems with general constraints, which are new in both finite-dimensional and infinite-dimensional settings
Ekeland's variational principle for vector optimization with variable ordering structure
There are many generalizations of Ekeland's variational principle for vector optimization problems with fixed ordering structures, i.e., ordering cones. These variational principles are useful for deriving optimality conditions, epsilon-Kolmogorov conditions in approximation theory, and epsilon-maximum principles in optimal control. Here, we present several generalizations of Ekeland's variational principle for vector optimization problems with respect to variable ordering structures. For deriving these variational principles we use nonlinear scalarization techniques. Furthermore, we derive necessary conditions for approximate solutions of vector optimization problems with respect to variable ordering structures using these variational principles and the subdifferential calculus by Mordukhovich
Methods of Variational Analysis in Multiobjective Optimization
The paper concerns new applications of advanced methods of variational analysis and generalized differentiation to constrained problems of multiobjective/vector optimization. We pay the main attention to general notions of optimal solutions for multiobjective problems that are induced by geometric concepts. of extremality in variational analysis while covering various notions of Pareto and other type of optimality/efficiency conventional in multiobjective optimization. Based on the extremal principles in variational analysis and on appropriate tools of generalized differentiation with well-developed calculus rules, we derive necessary optimality conditions for broad classes of constrained multiobjective problems in the framework of infinite-dimensional spaces. Applications of variational techniques in infinite dimensions require certain normal compactness properties of sets and set-valued mappings, which play a crucial rcile in deriving the main results of this paper
Minimax Control of Constrained Parabolic Systems
In this paper we formulate and study a minimax control problem for a class of parabolic systems with controlled Dirichlet boundary conditions and uncertain distributed perturbations under pointwise control and state constraints. We prove an existence theorem for minimax solutions and develop effective penalized procedures to approximate state constraints. Based on a careful variational analysis, we establish convergence results and optimality conditions for approximating problems that allow us to characterize suboptimal solutions to the original minimax problem with hard constraints. Then passing to the limit in approximations, we prove necessary optimality conditions for the minimax problem considered under proper constraint qualification conditions
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