13 research outputs found
Optimal control of the sweeping process
We formulate and study an optimal control problem for the sweeping (Moreau) process, where control functions enter the moving sweeping set. To the best of our knowledge, this is the first study in the literature devoted to optimal control of the sweeping process. We first establish an existence theorem of optimal solutions and then derive necessary optimality conditions for this optimal control problem of a new type, where the dynamics is governed by discontinuous differential inclusions with variable right-hand sides. Our approach to necessary optimality conditions is based on the method of discrete approximations and advanced tools of variational analysis and generalized differentiation. The final results obtained are given in terms of the initial data of the controlled sweeping process and are illustrated by nontrivial examples
A Generalized Newton Method for Subgradient Systems
This paper proposes and develops a new Newton-type algorithm to solve
subdifferential inclusions defined by subgradients of extended-real-valued
prox-regular functions. The proposed algorithm is formulated in terms of the
second-order subdifferential of such functions that enjoys extensive calculus
rules and can be efficiently computed for broad classes of extended-real-valued
functions. Based on this and on metric regularity and subregularity properties
of subgradient mappings, we establish verifiable conditions ensuring
well-posedness of the proposed algorithm and its local superlinear convergence.
The obtained results are also new for the class of equations defined by
continuously differentiable functions with Lipschitzian derivatives
( functions), which is the underlying case of our
consideration. The developed algorithm for prox-regular functions is formulated
in terms of proximal mappings related to and reduces to Moreau envelopes.
Besides numerous illustrative examples and comparison with known algorithms for
functions and generalized equations, the paper presents
applications of the proposed algorithm to the practically important class of
Lasso problems arising in statistics and machine learning.Comment: 35 page
Second-order analysis of polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities
Abstract. This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly important for the study of optimization and equilibrium problems with equilibrium constraints. Systems of this type are described via variational inequalities over polyhedral convex sets and allow us to provide a comprehensive local analysis by using appropriate generalized differentiation of the normal cone mappings for such sets. In this paper we efficiently compute the required coderivatives of the normal cone mappings exclusively via the initial data of polyhedral sets in reflexive Banach spaces. This provides the main tools of second-order variational analysis allowing us, in particular, to deriv