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Articles 1 - 9 of 9
Full-Text Articles in Physical Sciences and Mathematics
Generalized Differentiation Of Parameter-Dependent Sets And Mappings, Boris S. Mordukhovich, Bingwu Wang
Generalized Differentiation Of Parameter-Dependent Sets And Mappings, Boris S. Mordukhovich, Bingwu Wang
Mathematics Research Reports
The paper concerns new aspects of generalized differentiation theory that plays a crucial role in many areas of modern variational analysis, optimization, and their applications. In contrast to the majority of previous developments, we focus here on generalized differentiation of parameter-dependent objects (sets, set-valued mappings, and nonsmooth functions), which naturally appear, e.g., in parametric optimization and related topics. The basic generalized differential constructions needed in this case are different for those known in parameter-independent settings, while they still enjoy comprehensive calculus rules developed in this paper.
Optimal Control Of Nonconvex Differential Inclusions, Boris S. Mordukhovich
Optimal Control Of Nonconvex Differential Inclusions, Boris S. Mordukhovich
Mathematics Research Reports
The paper concerns new aspects of generalized differentiation theory that plays a crucial role in many areas of modern variational analysis, optimization, and their applications. In contrast to the majority of previous developments, we focus here on generalized differentiation of parameter-dependent objects (sets, set-valued mappings, and nonsmooth functions), which naturally appear, e.g., in parametric optimization and related topics. The basic generalized differential constructions needed in this case are different for those known in parameter-independent settings, while they still enjoy comprehensive calculus rules developed in this paper.
Multiobjective Optimization Problems With Equilibrium Constraints, Boris S. Mordukhovich
Multiobjective Optimization Problems With Equilibrium Constraints, Boris S. Mordukhovich
Mathematics Research Reports
The paper is devoted to new applications of advanced tools of modern variational analysis and generalized differentiation to the study of broad classes of multiobjective optimization problems subject to equilibrium constraints in both finite-dimensional and infinite-dimensional settings. Performance criteria in multiobjectivejvector optimization are defined by general preference relationships satisfying natural requirements, while equilibrium constraints are described by parameterized generalized equations/variational conditions in the sense of Robinson. Such problems are intrinsically nonsmooth and are handled in this paper via appropriate normal/coderivativejsubdifferential constructions that exhibit full calculi. Most of the results obtained are new even in finite dimensions, while the case of …
Necessary Conditions In Multiobjective Optimization With Equilibrium Constraints, Truong Q. Bao, Panjak Gupta, Boris S. Mordukhovich
Necessary Conditions In Multiobjective Optimization With Equilibrium Constraints, Truong Q. Bao, Panjak Gupta, Boris S. Mordukhovich
Mathematics Research Reports
In this paper we study multiobjective optimization problems with equilibrium constraints (MOECs) described by generalized equations in the form 0 is an element of the set G(x,y) + Q(x,y), where both mappings G and Q are set-valued. Such models particularly arise from certain optimization-related problems governed by variational inequalities and first-order optimality conditions in nondifferentiable programming. We establish verifiable necessary conditions for the general problems under consideration and for their important specifications using modern tools of variational analysis and generalized differentiation. The application of the obtained necessary optimality conditions is illustrated by a numerical example from bilevel programming with convex …
Charactarizations Of Linear Suboptimality For Mathematical Programs With Equilibrium Constraints, Boris S. Mordukhovich
Charactarizations Of Linear Suboptimality For Mathematical Programs With Equilibrium Constraints, Boris S. Mordukhovich
Mathematics Research Reports
The paper is devoted to the study of a new notion of linear suboptimality in constrained mathematical programming. This concept is different from conventional notions of solutions to optimization-related problems, while seems to be natural and significant from the viewpoint of modern variational analysis and applications. In contrast to standard notions, it admits complete characterizations via appropriate constructions of generalized differentiation in nonconvex settings. In this paper we mainly focus on various classes of mathematical programs with equilibrium constraints (MPECs), whose principal role has been well recognized in optimization theory and its applications. Based on robust generalized differential calculus, we …
Methods Of Variational Analysis In Multiobjective Optimization, Boris S. Mordukhovich
Methods Of Variational Analysis In Multiobjective Optimization, Boris S. Mordukhovich
Mathematics Research Reports
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 …
Variational Analysis In Nonsmooth Optimization And Discrete Optimal Control, Boris S. Mordukhovich
Variational Analysis In Nonsmooth Optimization And Discrete Optimal Control, Boris S. Mordukhovich
Mathematics Research Reports
The paper is devoted to applications of modern methods of variational· analysis to constrained optimization and control problems generally formulated in infinite-dimensional spaces. The main attention is paid to the study of problems with nonsmooth structures, which require the usage of advanced tools of generalized differentiation. In this way we derive new necessary optimality conditions in optimization problems with functional and. operator constraints and then apply them to optimal control problems governed by discrete-time inclusions in infinite dimensions. The principal difference between finite-dimensional and infinite-dimensional frameworks of optimization and control consists of the "lack of compactness" in infinite dimensions, which …
Variational Analysis Of Evolution Inclusions, Boris S. Mordukhovich
Variational Analysis Of Evolution Inclusions, Boris S. Mordukhovich
Mathematics Research Reports
The paper is devoted to optimization problems of the Bolza and Mayer types for evolution systems governed by nonconvex Lipschitzian differential inclusions in Banach spaces under endpoint constraints described by finitely many equalities and inequalities. with generally nonsmooth functions. We develop a variational analysis of such roblems mainly based on their discrete approximations and the usage of advanced tools of generalized differentiation satisfying comprehensive calculus rules in the framework of Asplund (and hence any reflexive Banach) spaces. In this way we establish extended results on stability of discrete approximations (with the strong W^1,2-convergence of optimal solutions under consistent perturbations of …
Decentralized Convex-Type Equilibrium In Nonconvex Models Of Welfare Economics Via Nonlinear Prices, Boris S. Mordukhovich
Decentralized Convex-Type Equilibrium In Nonconvex Models Of Welfare Economics Via Nonlinear Prices, Boris S. Mordukhovich
Mathematics Research Reports
The paper is devoted to applications of modern tools of variational analysis to equilibrium models of welfare economics involving nonconvex economies with infinite-dimensional commodity spaces. The main results relate to generalized/ extended second welfare theorems ensuring an equilibrium price support at Pareto optimal allocations. Based on advanced tools of generalized differentiation, we establish refined results of this type with the novel usage of nonlinear prices at the three types to optimal allocations: weak Pareto, Pareto, and strong Pareto. The usage of nonlinear (vs. standard linear) prices allow us to decentralized price equilibria in fully nonconvex models similarly to linear prices …