On Normality of Lagrange Multipliers for State Constrained Optimal Control Problems

An optimal control problem for nonlinear ODEs, subject to mixed control-state and pure state constraints is considered. Sufficient conditions are formulated, under which unique normal Lagrange multipliers exist and are given by regular functions. These conditions include pointwise linear independence of gradients of f -active constraints and controllability of the linearized state equation. Under some additional assumptions, further regularity of the multipliers is shown.     

Differential stability of solutions to convex,control constrained optimal control problems

A family of convex, control constrained optimal control problems that depend on a real parameter is considered. It is shown that under some regularity conditions on data the solutions of these problems, as well as the associated Lagrange multipliers are directionally differentiable with respect to parameter. The respective right-derivatives are given as the solution and the associated Lagrange multipliers for some quadratic optimal control problem. If a condition of strict complementarity type hold, then directional derivatives become continuous ones.     

Regularity conditions for constrained extremum problems via image space

Exploiting the image-space approach, we give an overview of regularity conditions. A notion of regularity for the image of a constrained extremum problem is given. The relationship between image regularity and other concepts is also discussed. It turns out that image regularity is among the weakest conditions for the existence of normal Lagrange multipliers.     

Multipliers for the absolute euler summability of fourier series

In this paper, the author has investigated necessary and sufficient conditions for the absolute Euler summability of the Fourier series with miltipliers. These conditions are weaker than those obtained earlier by some workers. It is further shown that the multipliers are best possible in certain sense.     

高阶拉氏乘子法和弹性理论中更一般的广义变分原理

作者曾指出[1],弹性理论的最小位能原理和最小余能原理都是有约束条件限制下的变分原理采用拉格朗日乘子法,我们可以把这些约束条件乘上待定的拉氏乘子,计入有关变分原理的泛函内,从而将这些有约束条件的极值变分原理,化为无条件的驻值变分原理.如果把这些待定拉氏乘子和原来的变量都看作是独立变量而进行变分,则从有关泛函的驻值条件就可以求得这些拉氏乘子用原有物理变量表示的表达式.把这些表达式代入待定的拉氏乘子中,即可求所谓广义变分原理的驻值变分泛函.但是某些情况下,待定的拉氏乘子在变分中证明恒等于零.这是一种临界的变分状态.在这种临界状态中,我们无法用待定拉氏乘子法把变分约束条件吸收入泛函,从而解除这个约束条件.从最小余能原理出发,利用待定拉氏乘子法,企图把应力应变关系这个约束条件吸收入有关泛函时,就发生这种临界状态,用拉氏乘子法,从余能原理只能导出Hellinger-Reissner变分原理[2],[3],这个原理中只有应力和位移两类独立变量,而应力应变关系则仍是变分约束条件,人们利用这个条件,从变分求得的应力中求应变.所以Hellinger-Reissner变分原理仍是一种有条件的变分原理.     

On differentiability with respect to parameter of solutions to convex optimal control problems subject to state space constraints

A family of convex optimal control problems that depend on a real parameterh is considered. The optimal control problems are subject to state space constraints.It is shown that under some regularity conditions on data the solutions of these problems as well as the associated Lagrange multipliers are directionally-differentiable functions of the parameter.The respective right-derivatives are given as the solution and respective Lagrange multipliers for an auxiliary quadratic optimal control problem subject to linear state space constraints.If a condition of strict complementarity type holds, then directional derivatives become continuous ones.     

On optimality conditions for quasi-relative efficient solutions in set-valued optimization

In the paper, we establish necessary and sufficient optimality conditions for quasi-relative efficient solutions of a constrained set-valued optimization problem using the Lagrange multipliers. Many examples are given to show that our results and their applications are more advantageous than some existing ones in the literature.     

Dyadic Bivariate Fourier Multipliers for Multi-Wavelets in L2(R2)

The single 2 dilation orthogonal wavelet multipliers in one dimensional case and single A-dilation(where A is any expansive matrix with integer entries and|det A|=2) wavelet multipliers in high dimensional case were completely characterized by the Wutam Consortium(1998) and Z. Y. Li, et al.(2010). But there exist no more results on orthogonal multivariate wavelet matrix multipliers corresponding integer expansive dilation matrix with the absolute value of determinant not 2 in L~2(R~2). In this paper, we choose 2I2=(_0~2 _2~0)as the dilation matrix and consider the 2 I2-dilation orthogonal multivariate waveletΨ = {ψ_1, ψ_2, ψ_3},(which is called a dyadic bivariate wavelet) multipliers. We call the3 × 3 matrix-valued function A(s) = [ f_(i, j)(s)]_(3×3), where fi, jare measurable functions, a dyadic bivariate matrix Fourier wavelet multiplier if the inverse Fourier transform of A(s)( ψ_1(s), ψ_2(s), ψ_3(s)) ~T=( g_1(s), g_2(s), g_3(s))~ T is a dyadic bivariate wavelet whenever(ψ_1, ψ_2, ψ_3) is any dyadic bivariate wavelet. We give some conditions for dyadic matrix bivariate wavelet multipliers. The results extended that of Z. Y. Li and X. L.Shi(2011). As an application, we construct some useful dyadic bivariate wavelets by using dyadic Fourier matrix wavelet multipliers and use them to image denoising.     

Hankel and Toeplitz–Schur multipliers

We study the problem of characterizing Hankel–Schur multipliers and Toeplitz–Schur multipliers of Schatten–von Neumann class for . We obtain various sharp necessary conditions and sufficient conditions for a Hankel matrix to be a Schur multiplier of . We also give a characterization of the Hankel–Schur multipliers of whos e symbols have lacunary power series. Then the results on Hankel–Schur multipliers are used to obtain a characterization of the Toeplitz–Schur multipliers of . Finally, we return to Hankel–Schur multipliers and obtain new results in the case when the symbol of the Hankel matrix is a complex measure on the unit circle. Received: 16 February 2001 / revised version: 2 December 2001 / Published online: 27 June 2002 The first author is partially supported by Grant 99-01-00103 of Russian Foundation of Fundamental Studies and by Grant 326.53 of Integration. The second author is partially supported by NSF grant DMS 9970561.     

Updating the Multipliers Associated with Inequality Constraints in an Augmented Lagrangian Multiplier Method

This paper contributes to the development of the field of augmented Lagrangian multiplier methods for general nonlinear programming by introducing a new update for the multipliers corresponding to inequality constraints. The update maintains naturally the nonnegativity of the multipliers without the need for a positive-orthant projection, as a result of the verification of the first-order necessary conditions for the minimization of a modified augmented Lagrangian penalty function.In the new multiplier method, the roles of the multipliers are interchanged: the multipliers corresponding to the inequality constraints are updated explicitly, whereas the multipliers corresponding to the equality constraints are approximated implicitly. It is shown that the basic properties of local convergence of the traditional multiplier method are valid also for the proposed method.     

About negative efficiencies in Cross Evaluation BCC input oriented models

It will be shown in this paper that the input oriented DEA BCC model can generate negative efficiencies that are usually hidden in the model. The impact of these negative efficiencies becomes obvious when using input oriented Cross Evaluation models. With the help of an example with one input and one output, the conditions for the possible occurrence of negative efficiencies will be shown. Furthermore, we will show that a small intuitive change in the BCC multipliers model, previously presented in other papers, corrects this situation. We show why this change is used and compared it with an alternative formulation, which avoid negative efficiencies, namely the Non-Decreasing Returns to Scale (NDRS) model. We also show that the formulation studied in this paper is less restrictive than the NDRS model. The study of this variation in the DEA BCC model will be complemented with the formulation of the dual envelope model. This model changes the original frontier. Using the concept of non-observed DMUs, those variations can be graphically analyzed. We have also carried out some algebraic studies concerning benchmarks, multipliers and returns to scale.     

On the choice of the function spaces for some state-constrained control problems

We study a quadratic parabolic control problem with pointwise final state constraints. As the set of admissible states has an empty interior, the existence of Lagrange multipliers cannot be proved directly. We obtain, however some optimality conditions by expressing the fact that among a space of regular perturbations of the optimal control, the null perturbation is optimal. We show that the qualification hypothesis can be effectively checked in some examples and that the information given by the optimality conditions is useful because it allows to get some regularity results for the optimal control.     

On constraint qualifications for second-order optimality conditions depending on a single Lagrange multiplier

We present new constraint qualifications (CQs) to ensure the validity of some well-known second-order optimality conditions. Our main interest is on second-order conditions that can be associated with numerical methods for solving constrained optimization problems. Such conditions depend on a single Lagrange multiplier, instead of the whole set of Lagrange multipliers. For each condition, we characterize the weakest CQ that guarantees its fulfillment at local minimizers, while proposing new weak conditions implying them. Relations with other CQs are discussed.     

$$L^p$$ L p -Multipliers Sensitive to the Group Structure on Nilpotent Lie Groups

Journal of Fourier Analysis and Applications - We propose new sufficient conditions for $$L^p$$ -multipliers on homogeneous nilpotent groups. The multipliers generalise the flag multipliers of...     

Representation of Operators in the Time-Frequency Domain and Generalized Gabor Multipliers

Starting from a general operator representation in the time-frequency domain, this paper addresses the problem of approximating linear operators by operators that are diagonal or band-diagonal with respect to Gabor frames. A characterization of operators that can be realized as Gabor multipliers is given and necessary conditions for the existence of (Hilbert-Schmidt) optimal Gabor multiplier approximations are discussed and an efficient method for the calculation of an operator’s best approximation by a Gabor multiplier is derived. The spreading function of Gabor multipliers yields new error estimates for these approximations. Generalizations (multiple Gabor multipliers) are introduced for better approximation of overspread operators. The Riesz property of the projection operators involved in generalized Gabor multipliers is characterized, and a method for obtaining an operator’s best approximation by a multiple Gabor multiplier is suggested. Finally, it is shown that in certain situations, generalized Gabor multipliers reduce to a finite sum of regular Gabor multipliers with adapted windows.     

Preparation of papers

Recent studies are concerned with two types of questions in nonconvex optimization: (a) conditions for having bounded Lagrange multipliers, Refs. 1–2; (b) a priori bounds for such Lagrange multipliers, Ref. 3. Such topics have been investigated under suitable regularity assumptions. The purpose of this paper is to study the same problems for the generalized Lagrange multipliers of a locally Lipschitz programming.The author thanks the referees for helpful suggestions     

Relations between bilinear multipliers on ?n, \mathbbT \mathbb{T} n and ?n

In this paper we prove the bilinear analogue of de Leeuw’s result for periodic bilinear multipliers and some Jodeit type extension results for bilinear multipliers.     

Invertible Mappings of Nonlinear PDEs to Linear PDEs through Admitted Conservation Laws

An algorithmic method using conservation law multipliers is introduced that yields necessary and sufficient conditions to find invertible mappings of a given nonlinear PDE to some linear PDE and to construct such a mapping when it exists. Previous methods yielded such conditions from admitted point or contact symmetries of the nonlinear PDE. Through examples, these two linearization approaches are contrasted.      

Wandering vector multipliers for unitary groups

A wandering vector multiplier is a unitary operator which maps the set of wandering vectors for a unitary system into itself. A special case of unitary system is a discrete unitary group. We prove that for many (and perhaps all) discrete unitary groups, the set of wandering vector multipliers is itself a group. We completely characterize the wandering vector multipliers for abelian and ICC unitary groups. Some characterizations of special wandering vector multipliers are obtained for other cases. In particular, there are simple characterizations for diagonal and permutation wandering vector multipliers. Similar results remain valid for irrational rotation unitary systems. We also obtain some results concerning the wandering vector multipliers for those unitary systems which are the ordered products of two unitary groups. There are applications to wavelet systems.

     

On the existence and nonexistence of Lagrange multipliers in Banach spaces

The paper deals with the existence of Lagrange multipliers for a general nonlinear programming problem. Some regularity conditions are formulated which are, in a sense, the weakest to assure the existence of multipliers. A number of related conditions are discussed. The connection between the choice of suitable function spaces and the existence of multipliers is analyzed.This work was partly supported by the National Science Foundation, Grant No. GF-37298, to the Institute of Automatic Control, Technical University of Warsaw, Warsaw, Poland, and the Department of Computer and Control Sciences, University of Minnesota, Minneapolis, Minnesota.The author wishes to thank Professor A. P. Wierzbicki for many important remarks concerning the subject of this paper.