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Open Access. Powered by Scholars. Published by Universities.®

2003

Wayne State University

Applied Mathematics

Necessary optimality conditions

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Full-Text Articles in Physical Sciences and Mathematics

Necessary Conditions In Nonsmooth Minimization Via Lower And Upper Subgradients, Boris S. Mordukhovich Dec 2003

Necessary Conditions In Nonsmooth Minimization Via Lower And Upper Subgradients, Boris S. Mordukhovich

Mathematics Research Reports

The paper concerns first-order necessary optimality conditions for problems of minimizing nonsmooth functions under various constraints in infinite-dimensional spaces. Based on advanced tools of variational analysis and generalized differential calculus, we derive general results of two independent types called lower subdifferential and upper subdifferential optimality conditions. The former ones involve basic/limiting subgradients of cost functions, while the latter conditions are expressed via Frechetjregular upper subgradients in fairly general settings. All the upper subdifferential and major lower subdifferential optimality conditions obtained in the paper are new even in finite dimensions. We give applications of general optimality conditions to mathematical programs with …


Optimal Control Of Delayed Differential-Algebraic Inclusions, Boris S. Mordukhovich, Lianwen Wang Dec 2003

Optimal Control Of Delayed Differential-Algebraic Inclusions, Boris S. Mordukhovich, Lianwen Wang

Mathematics Research Reports

This paper concerns constrained dynamic optimization problems governed by delayed differential-algebraic systems. Dynamic constraints in such systems, which are particularly important for engineering applications, are described by interconnected delay-differential inclusions and algebraic equations. We pursue a two-hold goal: to study variational stability of such control systems with respect to discrete approximations and to derive necessary optimality conditions for both delayed differential-algebraic systems and their finite-difference counterparts using modern tools of variational analysis and generalized differentiation. We are not familiar with any results in these directions for differential-algebraic inclusions even in the delay-free case. In the first part of the paper …


Neumann Boundary Control Of Hyperbolic Equations With Pointwise State Constraints, Boris S. Mordukhovich, Jean-Pierre Raymond Nov 2003

Neumann Boundary Control Of Hyperbolic Equations With Pointwise State Constraints, Boris S. Mordukhovich, Jean-Pierre Raymond

Mathematics Research Reports

We consider optimal control problems for hyperbolic systems with controls in Neumann boundary conditions with pointwise (hard) constraints on control and state functions. Focusing on hyperbolic dynamics governed by the multidimensional wave equation with a nonlinear term, we derive new necessary optimality conditions in the pointwise form of the Pontryagin Maximum Principle for the state-constrained problem under consideration. Our approach is based on modern methods of variational analysis that allows us to obtain refined necessary optimality conditions with no convexity assumptions on integrands in the minimizing cost functional.


Subdifferential And Superdifferential Optimality Conditions In Nonsmooth Minimization, Boris S. Mordukhovich Apr 2003

Subdifferential And Superdifferential Optimality Conditions In Nonsmooth Minimization, Boris S. Mordukhovich

Mathematics Research Reports

The paper concerns first-order necessary optimality conditions for problems of minimizing nonsmooth functions under various constraints in infinite-dimensional spaces. Based on advanced tools of variational analysis and generalized differential calculus, we derive general results of two independent types called subdifferential and superdifferential optimality conditions. The former ones involve basic/limiting subgradients of cost functions, while the latter conditions are expressed via Frechet superdifferentials provided that they are not empty. All the superdifferential and major subdifferential optimality conditions obtained in the paper are new even in finite dimensions. We give applications of general optimality conditions to mathematical programs with equilibrium constraints.


Optimal Control Of Neutral Functional-Differential Inclusions, Boris S. Mordukhovich, Lianwen Wang Jan 2003

Optimal Control Of Neutral Functional-Differential Inclusions, Boris S. Mordukhovich, Lianwen Wang

Mathematics Research Reports

This paper deals with optimal control problems for dynamical systems governed by constrained functional-differential inclusions of neutral type. Such control systems contain time-delays not only in state variables but also in velocity variables, which make them essentially more complicated than delay-differential (or differential-difference) inclusions. Our main goal is to derive necessary optimality conditions for general optimal control problems governed by neutral functional-differential inclusions with endpoint constraints. While some results are available for smooth control systems governed by neutral functional-differential equations, we are not familiar with any results for neutral functional-differential inclusions, even with smooth cost functionals in the absence of …