A nonlinear singular eigenvalue problem for a linear system of ordinary differential equations with redundant conditions

A nonlinear eigenvalue problem for a linear system of ordinary differential equations is examined on a semi-infinite interval. The problem is supplemented by nonlocal conditions specified by a Stieltjes integral. At infinity, the solution must be bounded. In addition to these basic conditions, the solution must satisfy certain redundant conditions, which are also nonlocal. A numerically stable method for solving such a singular overdetermined eigenvalue problem is proposed and analyzed. The essence of the method is that this overdetermined problem is replaced by an auxiliary problem consistent with all the above conditions.     

Second-order sufficient conditions for control problems with mixed control-state constraints

References 1–4 develop second-order sufficient conditions for local minima of optimal control problems with state and control constraints. These second-order conditions tighten the gap between necessary and sufficient conditions by evaluating a positive-definiteness criterion on the tangent space of the active constraints. The purpose of this paper is twofold. First, we extend the methods in Refs. 3, 4 and include general boundary conditions. Then, we relate the approach to the two-norm approach developed in Ref. 5. A direct sufficiency criterion is based on a quadratic function that satisfies a Hamilton-Jacobi inequality. A specific form of such a function is obtained by applying the second-order sufficient conditions to a parametric optimization problem. The resulting second-order positive-definiteness conditions can be verified by solving Riccati equations.The authors wish to thank K. Malanowski for helpful discussions.     

Nonlinear spectral problem for a Hamiltonian system of differential equations with redundant conditions

We consider a nonlinear spectral problem for a self-adjoint Hamiltonian system of differential equations. The boundary conditions correspond to a self-adjoint problem. It is assumed that the input data (the matrix of the system and the matrices of the boundary conditions) satisfy certain conditions of monotonicity with respect to the spectral parameter. In addition to the main boundary conditions, a redundant nonlocal condition given by a Stieltjes integral is imposed on the solution. For the nontrivial solvability of the over-determined problem thus obtained, the original problem is replaced by an auxiliary problem that is consistent with the entire set of conditions. This auxiliary problem is obtained from the original one by allowing a discrepancy of a specific form. We study the resulting problem and give a numerical method for its solution.     

Investigation of variational problems by direct methods

A direct method is proposed for solving variational problems in which an extremal is represented by an infinite series in terms of a complete system of basis functions. Taking into account the boundary conditions gives all the necessary conditions of the classical calculus of variations, that is, the Euler-Lagrange equations, transversality conditions, Erdmann-Weierstrass conditions, etc. The penalty function method reduces conditional extremum problems to variational ones in which the isoperimetric conditions described by constraint equations are taken into account by Lagrangian multipliers. The direct method proposed is applied to functionals depending on functions of one or two variables.     

Conjugate-point conditions for variational problems with delayed argument

A variational problem with delayed argument is investigated. The existing necessary conditions are first reviewed. New results, two conjugate-point conditions, are then derived for this problem. The method of proof is similar to that used by Bliss for the classical problem. An example shows that the two conditions are not equivalent, and that the first-order necessary conditions, the strengthened Legendre conditions, and the conjugate-point conditions do not in general constitute a set of sufficient conditions for the delay problem. It is shown that a special case, referred to as the separated-integrand problem, leads to considerable simplification of the results for the general problem.     

The exact penalty principle

The exact penalty approach aims at replacing a constrained optimization problem by an equivalent unconstrained optimization problem. Most results in the literature of exact penalization are mainly concerned with finding conditions under which a solution of the constrained optimization problem is a solution of an unconstrained penalized optimization problem, and the reverse property is rarely studied. In this paper, we study the reverse property. We give the conditions under which the original constrained (single and/or multiobjective) optimization problem and the unconstrained exact penalized problem are exactly equivalent. The main conditions to ensure the exact penalty principle for optimization problems include the global and local error bound conditions. By using variational analysis, these conditions may be characterized by using generalized differentiation.     

Second Order Sufficient Conditions for Optimal Control Problems with Non-unique Minimizers: An Abstract Framework

Standard second order sufficient conditions in optimal control theory provide not only the information that an extremum is a weak local minimizer, but also tell us that the extremum is locally unique. It follows that such conditions will never cover problems in which the extremum is continuously embedded in a family of constant cost extrema. Such problems arise in periodic control, when the cost is invariant under time translations, in shape optimization, where the cost is invariant under Euclidean transformations (translations and rotations of the extremal shape), and other areas where the domain of the optimization problem does not really comprise elements in a linear space, but rather an equivalence class of such elements. We supply a set of sufficient conditions for minimizers that are not locally unique, tailored to problems of this nature. The sufficient conditions are in the spirit of earlier conditions for ‘non-isolated’ minima, in the context of general infinite dimensional nonlinear programming problems provided by Bonnans, Ioffe and Shapiro, and require coercivity of the second variation in directions orthogonal to the constant cost set. The emphasis in this paper is on the derivation of directly verifiable sufficient conditions for a narrower class of infinite dimensional optimization problems of special interest. The role of the conditions in providing easy-to-use tests of local optimality of a non-isolated minimum, obtained by numerical methods, is illustrated by an example in optimal control.     

Eine abstrakte Theorie der Kegel- und Segmentbedingungen

We develop an abstract theory of geometric regularity conditions for subsets of normed linear spaces, of the type which occurs in the theory of Sobolev spaces (cone conditions, …). The theory is to systematize the diversity of existing conditions, to replace complicated conditions by simpler ones, and to clarify the interplay between different conditions. Our main result is a very general decomposition theorem.     

Multi-Lagrange-Multiplier Problems: Desensitized Pole Assignment With Minimal Controller Matrix Norm for Networked Control Systems and Constraints in High-order Mechatronics

From a computational viewpoint, state controllers are implemented in fixed-point microcontrollers with matrices small in norm sense. Inaccuracies when implementing K in networked or remote control are anticipated by including a particular desensitization term. A direct approach for minimizing the Frobenius norm of the controller matrix is addressed including the conditions of predetermined eigenvalues of the closed-loop system. In mechatronics, there is a challenging demand on optimization augmented by a considerable number of conditions. The problem is solvable with several equality conditions included by Lagrange multipliers and interpolation techniques.     

A second-order nonlinear problem with two-point and integral boundary conditions

The paper gives sufficient conditions for the existence and nonuniqueness of monotone solutions of a nonlinear ordinary differential equation of the second order subject to two nonlinear boundary conditions one of which is two-point and the other is integral. The proof is based on an existence result for a problem with functional boundary conditions obtained by the author in [6].     

Towards efficient interface conditions for a Schwarz domain decomposition algorithm for an advection equation with biharmonic diffusion

This paper addresses the problem of deriving efficient interface conditions for solving biharmonic diffusion–advection equations using a Schwarz global-in-time domain decomposition algorithm. General interface conditions are proposed, which lead to well-posed problems on each subdomain. The equation is then studied in the simplified 1D case. Exact non-local absorbing boundary conditions are derived, and are approximated by optimized local interface conditions, the efficiency of which is illustrated by numerical experiments.     

End conditions for cubic spline interpolation

End conditions are shown to be generated from the conditions on the derivatives of a class of piecewise cubic interpolatory polynomial approximations to the given function near the two end points. The new approach is illustrated by obtaining a number of end conditions, which include those discussed with special interest by Behforooz and Papamichael.     

一类非线性边值问题激波位置的变动

在适当的条件下,利用奇摄动理论和引入调节函数的技巧讨论了一类非线性问题的激波位置．探讨了边界条件对于激波位置的影响．得出了当边界条件有微小变动时,激波位置将产生较大的变化,甚至改变激波位置的内部层或边界层属性．     

Numerical Leak Detection in a Pipeline Network of Complex Structure with Unsteady Flow

An inverse problem for a pipeline network of complex loopback structure is solved numerically. The problem is to determine the locations and amounts of leaks from unsteady flow characteristics measured at some pipeline points. The features of the problem include impulse functions involved in a system of hyperbolic differential equations, the absence of classical initial conditions, and boundary conditions specified as nonseparated relations between the states at the endpoints of adjacent pipeline segments. The problem is reduced to a parametric optimal control problem without initial conditions, but with nonseparated boundary conditions. The latter problem is solved by applying first-order optimization methods. Results of numerical experiments are presented.     

The finiteness of the number of symmetrical extensions of a locally finite tree by a finite graph

The problem of incidence of an acoustic wave on the interface between media with impedance interface conditions is considered. An approximate method is proposed for calculating the result of diffraction under such conditions. The method is implemented as a computer program, and the result is compared with the analytical solution for the impedance conditions and with the calculations by a program for the contact boundary conditions. Good accuracy of the method and high computation speed are demonstrated, which allow one to apply the proposed approximate method to solving both direct and inverse problems of acoustics.     

Second-order and related extremality conditions in nonlinear programming

This paper is concerned with the problem of characterizing a local minimum of a mathematical programming problem with equality and inequality constraints. The main object is to derive second-order conditions, involving the Hessians of the functions, or related results where some other curvature information is used. The necessary conditions are of the Fritz John type and do not require a constraint qualification. Both the necessary conditions and the sufficient conditions are given in equivalent pairs of primal and dual formulations.This research was partly supported by Project No. NR-947-021, ONR Contract No. N00014-75-0569, with the Center for Cybernetic Studies, and by the National Science Foundation, Grant No. NSF-ENG-76-10260.     

A Modified BFGS Formula Maintaining Positive Definiteness with Armijo-Goldstein Steplengths

1.IntroductionAlinesearchmethodforminimizingarealfunctionfgeneratesasequencex1,x2,.-.ofpointsbyapplyingtheiterationxk+i=xk+akpk,k=1,2,....(1)Inaquasi-NewtonmethodthesearchdirectionpkischosensothatBkpk=-gk,whereBkis(usually)apositivedefiIiltematrirandgkdenotesVf(xk)-FortheBFGSupdate,(see[21,forexample),thematricesBkaredefinedbytheformulawheresk=xk+1-xkandyk=gk+1-gk'ItiswellknownthatifB1ispositivedefiniteands[Y*>O(3)thenallmatricesBk+1,k=1,2,...generatedby(2)arepositivedefiinte.Thuspkisadi…     

Explicit stability conditions for integro-differential equations with periodic coefficients

New explicit stability conditions are derived for a linear integro-differential equation with periodic operator coefficients. The equation under consideration describes oscillations of thin-walled viscoelastic structural members driven by periodic loads. To develop stability conditions two approaches are combined. The first is based on the direct Lyapunov method of constructing stability functionals. It allows stability conditions to be derived for unbounded operator coefficients, but fails to correctly predict the critical loads for high-frequency excitations. The other approach is based on transforming the equation under consideration in such a way that an appropriate ‘differential’ part of the new equation would possess some reserve of stability. Stability conditions for the transformed equation are obtained by using a technique of integral estimates. This method provides acceptable estimates of the critical forces for periodic loads, but can be applied to equations with bounded coefficients only. Combining these two approaches, we derive explicit stability conditions which are close to the Floquet criterion when the integral term vanishes. These conditions are applied to the stability problem for a viscoelastic bar compressed by periodic forces. The effect of material and structural parameters on the critical load is studied numerically. © 1998 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Fenchel-Lagrange Duality Versus Geometric Duality in Convex Optimization

We present a new duality theory to treat convex optimization problems and we prove that the geometric duality used by Scott and Jefferson in different papers during the last quarter of century is a special case of it. Moreover, weaker sufficient conditions to achieve strong duality are considered and optimality conditions are derived. Next, we apply our approach to some problems considered by Scott and Jefferson, determining their duals. We give weaker sufficient conditions to achieve strong duality and the corresponding optimality conditions. Finally, posynomial geometric programming is viewed also as a particular case of the duality approach that we present. Communicated by V. F. Demyanov The first author was supported in part by Gottlieb Daimler and Karl Benz Stiftung 02-48/99. The second author was supported in part by Karl und Ruth Mayer Stiftung.