Bilevel programming problems with simple convex lower level

This article is dedicated to the study of bilevel optimal control problems equipped with a fully convex lower level of special structure. In order to construct necessary optimality conditions, we consider a general bilevel programming problem in Banach spaces possessing operator constraints, which is a generalization of the original bilevel optimal control problem. We derive necessary optimality conditions for the latter problem using the lower level optimal value function, ideas from DC-programming and partial penalization. Afterwards, we apply our results to the original optimal control problem to obtain necessary optimality conditions of Pontryagin-type. Along the way, we derive a handy formula, which might be used to compute the subdifferential of the optimal value function which corresponds to the lower level parametric optimal control problem.     

Expressions for subdifferential and optimization problems defined by nonsmooth homogeneous functions

In this paper, we prove a theoretical expression for subdifferentials of lower semicontinuous and homogeneous functions. The theoretical expression is a generalization of the Euler formula for differentiable homogeneous functions. As applications of the generalized Euler formula, we consider constrained optimization problems defined by nonsmooth positively homogeneous functions in smooth Banach spaces. Some results concerning Karush–Kuhn–Tucker points and necessary optimality conditions for the optimization problems are obtained.     

A lagrange multiplier theorem for control problems with state constraints

We prove an existence theorem of Lagrange multipliers for an abstract control problem in Banach spaces. This theorem may be applied to obtain optimality conditions for control problems governed by partial differential equations in the presence of pointwise state constraints.     

Sesquilinear quantum stochastic analysis in Banach space

A theory of quantum stochastic processes in Banach space is initiated. The processes considered here consist of Banach space valued sesquilinear maps. We establish an existence and uniqueness theorem for quantum stochastic differential equations in Banach modules, show that solutions in unital Banach algebras yield stochastic cocycles, give sufficient conditions for a stochastic cocycle to satisfy such an equation, and prove a stochastic Lie–Trotter product formula. The theory is used to extend, unify and refine standard quantum stochastic analysis through different choices of Banach space, of which there are three paradigm classes: spaces of bounded Hilbert space operators, operator mapping spaces and duals of operator space coalgebras. Our results provide the basis for a general theory of quantum stochastic processes in operator spaces, of which Lévy processes on compact quantum groups is a special case.     

Optimal Secant-Type Methods for Operator Equations

We prove an existence and uniqueness theorem for operator equations in Banach spaces with (generally non-differentiable) operators whose divided differences are Lipschitz continuous on operator's domain. The theorem makes possible to apply the concept of entropy optimality of iterative methods introduced in our earlier work to the class of secant-type methods. Using this concept, we show that it is feasible to get a method that needs the same information (one value of the operator) per iteration but exhibits a faster convergence than the secant and secant-update methods.     

Optimal Convergence Rates Results for Linear Inverse Problems in Hilbert Spaces

In this article, we prove optimal convergence rates results for regularization methods for solving linear ill-posed operator equations in Hilbert spaces. The results generalizes existing convergence rates results on optimality to general source conditions, such as logarithmic source conditions. Moreover, we also provide optimality results under variational source conditions and show the connection to approximative source conditions.     

Extragradient Methods for Solving Equilibrium Problems,Variational Inequalities,and Fixed Point Problems

In this paper, we propose the new extragradient algorithms for an α-inverse-strongly monotone operator and a relatively nonexpansive mapping in Banach spaces. We prove convergence theorems by this methods under suitable conditions. Applying our algorithms, we find a zero paint of maximal monotone operators. Using FMINCON optimization toolbox in MATLAB, we give an example to illustrate the usability of our results.     

Necessary optimality conditions for a special class of bilevel programming problems with unique lower level solution

We consider a bilevel programming problem in Banach spaces whose lower level solution is unique for any choice of the upper level variable. A condition is presented which ensures that the lower level solution mapping is directionally differentiable, and a formula is constructed which can be used to compute this directional derivative. Afterwards, we apply these results in order to obtain first-order necessary optimality conditions for the bilevel programming problem. It is shown that these optimality conditions imply that a certain mathematical program with complementarity constraints in Banach spaces has the optimal solution zero. We state the weak and strong stationarity conditions of this problem as well as corresponding constraint qualifications in order to derive applicable necessary optimality conditions for the original bilevel programming problem. Finally, we use the theory to state new necessary optimality conditions for certain classes of semidefinite bilevel programming problems and present an example in terms of bilevel optimal control.     

Evolution equations of higher order in banach spaces

The present paper deals with a minimal extension of the classical semigroup theory for equations of any order in Banach spaces with closed densely defined linear operators as coefficients. We do not ask anymore from our operators than in the case of first-order equations, i.e., Semigroups. We present here a generalization of Myadera-Phillips--Feller theorem, of Hille theorem and some other results. The method is quite general. We focus our attention on a particular operator solution (main propagator or abstract initial value Green function) and we assume some properties about it. From this we can obtain all needed information about complementary operator solutions, among others.     

On global continuability of solutions of infinite-dimensional ordinary differential equations

We prove necessary and sufficient conditions for global in time existence of solutions of ordinary differential equations on infinite dimensional Banach spaces and manifolds under some natural additional hypotheses, in particular, for equations with right-hand sides, given on everywhere dense subsets of phase spaces.     

Positive solutions for nonlinear operator equations and several classes of applications

In this paper, we study a class of nonlinear operator equations x = Ax + x ₀ on ordered Banach spaces, where A is a monotone generalized concave operator. Using the properties of cones and monotone iterative technique, we establish the existence and uniqueness of solutions for such equations. In particular, we do not demand the existence of upper-lower solutions and compactness and continuity conditions. As applications, we study first-order initial value problems and two-point boundary value problems with the nonlinear term is required to be monotone in its second argument. In the end, applications to nonlinear systems of equations and to nonlinear matrix equations are also considered.     

Mappings of higher order and nonlinear equations in some spaces of almost periodic functions

In the first part of the paper we examine mappings of higher order from a general point of view, that is, in normed spaces of bounded real-valued functions defined on R$\mathbb{R}$. Particular attention is paid to the relation of such mappings with the so-called autonomous superposition operators. Next we investigate mappings of higher order in Banach spaces of almost periodic functions and their perturbations. We also give necessary and sufficient conditions guaranteeing that a nonautonomous superposition operator acts in the space of almost periodic functions in the sense of Levitan and is uniformly continuous. In the Banach space of bounded almost periodic functions in the sense of Levitan we discuss mappings of higher order and a convolution operator. Some applications to nonlinear differential and integral equations are given.     

Unbounded perturbation of the controllability for evolution equations

In this paper we prove that the controllability for evolution equations in Banach spaces is not destroyed, if we perturb the equation by “small” unbounded linear operator. This is done by employing a perturbation principle from linear operator theory and a characterization of surjective operators in Banach spaces. Finally, we apply these to a control system governed by partial integro-differential equations.     

On the maximum principle for time-optimal controls for a class of distributed-boundary control problems

In this note, we present the necessary conditions of optimality for time-optimal controls for a class of distributed-boundary control problems in general Banach spaces using the semigroup theory. Theorem 3.1 is based on a recent general maximum principle due to Barbu (Ref. 1), which was proved for strictly convex reflexive Banach spaces. Theorem 3.2 generalizes this result (for time-optimal control problems) by lifting the assumption.This work was supported by the National Science and Engineering Council of Canada under Grant No. 7109.     

Optimal Solutions to Relaxation in Multiple Control Problems of Sobolev Type with Nonlocal Nonlinear Fractional Differential Equations

We introduce the optimality question to the relaxation in multiple control problems described by Sobolev-type nonlinear fractional differential equations with nonlocal control conditions in Banach spaces. Moreover, we consider the minimization problem of multi-integral functionals, with integrands that are not convex in the controls, of control systems with mixed nonconvex constraints on the controls. We prove, under appropriate conditions, that the relaxation problem admits optimal solutions. Furthermore, we show that those optimal solutions are in fact limits of minimizing sequences of systems with respect to the trajectory, multicontrols, and the functional in suitable topologies.     

The nonlocal Cauchy problem for nonlinear fractional integrodifferential equations in Banach spaces

In this paper we prove the existence of solutions of certain kinds of nonlinear fractional integrodifferential equations in Banach spaces. Further, Cauchy problems with nonlocal initial conditions are discussed for the aforementioned fractional integrodifferential equations. At the end, an example is presented.     

Existence results for operator equations in partially ordered sets and applications

In this paper, we prove existence results for operator equations in partially ordered sets, and apply the obtained results to operator equations in ordered Banach spaces and to semilinear functional parabolic and elliptic problems involving discontinuous nonlinearities.     

Dual nonlinear programming problems in partially ordered Banach spaces

Summary The concept of duality plays an important role in mathematical programming and has been studied extensively in a finite dimensional Eucledian space, (see e.g. [13, 4, 6, 8]). More recently various dual problems with functionals as objective functions have been studied in infinite dimensional vector spaces [5, 7, 1, 10, 12].In this note we consider a nonlinear minimization problem in a partially ordered Banach space. It is assumed that the objective function of this problem is given by a (nonlinear) operator and that its feasible domain is defined by a system of (nonlinear) operator inequalities. In analogy to the finite dimensional case we associate with this minimization problem a dual maximization problem which is defined in the Cartesian product of certain Banach spaces. It is shown that under suitable assumptions the main results of the finite dimensional duality theory can be extended to this general case. This extension is based on optimality conditions obtained in [11].     

Error bounds for systems of lower semicontinuous functions in Asplund spaces

In this paper, using the Fréchet subdifferential, we derive several sufficient conditions ensuring an error bound for inequality systems in Asplund spaces. As an application we obtain in the context of Banach spaces a global error bound for quadratic nonconvex inequalities and we derive necessary optimality conditions for optimization problems.     

Differentiable programming in Banach spaces

For an abstract differentiate mathematical programming problem defined in a Banach space we obtain generalized Kuhn-Tucker necessary conditions for optimality. We obtain these conditions by replacing the usual closed cone hypothesis by a closed range condition on a suitable linear operator. The latter condition is automatically satisfied in finite dimensions.