A numerical approach to optimization problems with variational inequality constraints

Optimization problems with variational inequality constraints are converted to constrained minimization of a local Lipschitz function. To this minimization a non-differentiable optimization method is used; the required subgradients of the objective are computed by means of a special adjoint equation. Besides tests with some academic examples, the approach is applied to the computation of the Stackelberg—Cournot—Nash equilibria and to the numerical solution of a class of quasi-variational inequalities.Corresponding author.     

A variational approach to transonic potential flow problems

This paper continues considerations of transonic potential flow problems by variational methods. A functional which is associated with a boundary value problem for the (full) potential equation and which possesses a real physical meaning is minimized over a class of admissible functions. These functions have to satisfy a non‐linear local entropy condition and a certain boundness constraint. Though this class is not a compact set of the underlying Hilbert space and though the functional need not be convex, the existence of a solution to the established variational problem can be proved by direct methods of the calculus of variations. Furthermore, some properties of minimizers concerning uniqueness, relation to the potential equation, and behaviour on supersonic regions are derived. Copyright © 2000 John Wiley & Sons, Ltd.     

A variational approach to stochastic nonlinear parabolic problems

This work is concerned with an optimal control approach to stochastic nonlinear parabolic diffusion equations with monotonically increasing nonlinearity. This approach leads to sharper existence and uniqueness results under minimal growth conditions on nonlinear diffusion coefficients.     

Linear-programming approach to nonconvex variational problems

Summary. In nonconvex optimization problems, in particular in nonconvex variational problems, there usually does not exist any classical solution but only generalized solutions which involve Young measures. In this paper, after reviewing briefly the relaxation theory for such problems, an iterative scheme leading to a sequential linear programming (=SLP) scheme is introduced, and its convergence is proved by a Banach fixed-point technique. Then an approximation scheme is proposed and analyzed, and calculations of an illustrative 2D broken-extremal example are presented.Mathematics Subject Classification (2000): 49M05, 65K10, 65N30Acknowledgement S.B. gratefully acknowledges support by the DFG through the priority program 1095 Analysis, Modeling and Simulation of Multiscale Problems while T.R.s research was partly covered by the grants A 107 5005 (GA AV R), and MSM 11320007 (MMT R).     

A numerical approach to variational problems subject to convexity constraint

Summary. We describe an algorithm to approximate the minimizer of an elliptic functional in the form on the set of convex functions u in an appropriate functional space X. Such problems arise for instance in mathematical economics [4]. A special case gives the convex envelope of a given function . Let be any quasiuniform sequence of meshes whose diameter goes to zero, and the corresponding affine interpolation operators. We prove that the minimizer over is the limit of the sequence , where minimizes the functional over . We give an implementable characterization of . Then the finite dimensional problem turns out to be a minimization problem with linear constraints. Received November 24, 1999 / Published online October 16, 2000     

A variational approach to stochastic nonlinear diffusion problems with dynamical boundary conditions

We study a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise; we allow stochastic boundary conditions that depend on the time derivative of the solution on the boundary. This work provides the existence and uniqueness of the solution and it shows the existence of an ergodic invariant measure for the corresponding transition semigroup; furthermore, under suitable additional assumptions, uniqueness and strong asymptotic stability of the invariant measure are proved.     

A variational approach to singular quasilinear elliptic problems with sign changing nonlinearities

We obtain positive solutions of singular p-Laplacian problems with sign changing nonlinearities using variational methods.     

A new approach to agglomeration problems

In this paper, we study a location problem with positive externalities. We define a new transferable utility game, considering there is no restriction on the transfer of benefits between firms. We prove that the core of this game is non-empty, provide an expression for it, and an axiomatic characterization. We also study several core allocations, selected by means of a certain bankruptcy problem.     

A variational approach to some boundary value problems in the half-line

We study the existence of solutions for two kinds of boundary value problem in the interval [0,[. The problems are suggested by models in Mathematical Physics. In the first kind of problem the condition at the left endpoint is u(0) =  while in the second kind a homogeneous Neumann condition u = 0 is imposed. In both cases solutions should satisfy u(+) = 0. Our approach is variational, solutions being obtained as minimizers or mountain pass critical points of some functional.     

A variational approach to define robustness for parametric multiobjective optimization problems

In contrast to classical optimization problems, in multiobjective optimization several objective functions are considered at the same time. For these problems, the solution is not a single optimum but a set of optimal compromises, the so-called Pareto set. In this work, we consider multiobjective optimization problems that additionally depend on an external parameter ${\lambda \in \mathbb{R}}$ , so-called parametric multiobjective optimization problems. The solution of such a problem is given by the λ-dependent Pareto set. In this work we give a new definition that allows to characterize λ-robust Pareto points, meaning points which hardly vary under the variation of the parameter λ. To describe this task mathematically, we make use of the classical calculus of variations. A system of differential algebraic equations will turn out to describe λ-robust solutions. For the numerical solution of these equations concepts of the discrete calculus of variations are used. The new robustness concept is illustrated by numerical examples.     

A variational approach to some boundary value problems in the half-line

We study the existence of solutions for two kinds of boundary value problem in the interval [0,[. The problems are suggested by models in Mathematical Physics. In the first kind of problem the condition at the left endpoint is u(0) = while in the second kind a homogeneous Neumann condition u = 0 is imposed. In both cases solutions should satisfy u(+) = 0. Our approach is variational, solutions being obtained as minimizers or mountain pass critical points of some functional.Received: October 21, 2003; revised: June 2, 2004Supported by Fundção para a Ciência e a Tecnologia, program POCTI (Portugal/FEDER-EU).     

A variational inequality approach to constrained control problems for parabolic equations

A distributed optimal control problem for parabolic systems with constraints in state is considered. The problem is transformed to control problem without constraints but for systems governed by parabolic variational inequalities. The new formulation presented enables the efficient use of a standard gradient method for numerically solving the problem in question. Comparison with a standard penalty method as well as numerical examples are given.     

A variational approach to optimal control problems for elastic body motions

The initial-boundary problem for the linear theory of elasticity is considered. Based on the method of integrodifferential relations a new dynamical variational principle in which displacement, stress, and momentum functions are varied is proposed and discussed. To minimize the nonnegative functional under initial, boundary, and partial differential constraints arising in this approach a regular algorithm for approximation of the unknown functions is worked out. The algorithm gives us the possibility to estimate explicitly the local and integral quality of obtained numerical solutions. An effective numerical method for the optimization problems of controlled motions of elastic bodies with quadratic objective functionals is developed. As example, the 3D problems of optimal longitudinal motions of a rectilinear elastic prism with a quadratic cross section are considered for the terminal total mechanical energy to be minimized. The numerical results and their error estimates are presented and discussed. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An intrinsic approach to manifold constrained variational problems

Motivated by some questions in continuum mechanics and analysis in metric spaces, we give an intrinsic characterization of sequentially weak lower semicontinuous functionals defined on Sobolev maps with values into manifolds without embedding the target into Euclidean spaces.     

Local path fitting: A new approach to variational integrators

A new approach for constructing variational integrators is presented. In the general case, the estimation of the action integral in a time interval [_tk,_tk+1]$[t_k,t_{k+1}]$ is used to construct a symplectic map (_qk,_qk+1)→(_qk+1,_qk+2)$(q_k,q_{k+1})\to (q_{k+1},q_{k+2})$. The basic idea, is that only the partial derivatives of the estimated action integral of the Lagrangian are needed in the general theory. The analytic calculation of these derivatives, gives rise to a new integral that depends on the Euler–Lagrange vector itself (which in the continuous and exact case vanishes) and not on the Lagrangian. Since this new integral can only be computed through a numerical method based on some internal grid points, we can locally fit the exact curve by demanding the Euler–Lagrange vector to vanish at these grid points. Thus, the integral vanishes, and the process dramatically simplifies the calculation of high order approximations. The new technique is tested in high order solutions of the two-body problem with high eccentricity (up to 0.99) and of the outer planets of the solar system.     

A new variational approach to the stability of gravitational systems

We consider the three-dimensional gravitational Vlasov–Poisson system which describes the mechanical state of a stellar system subject to its own gravity. A well-known conjecture in astrophysics is that the steady state solutions which are nonincreasing functions of their microscopic energy are nonlinearly stable by the flow. This was proved at the linear level by Antonov in 1961. Since then, standard variational techniques based on concentration compactness methods as introduced by P.-L. Lions in 1984 have led to the nonlinear stability of subclasses of stationary solutions of ground state type. In this Note, we propose a new variational approach based on the minimization of the Hamiltonian under equimeasurable constraints, which are conserved by the nonlinear transport flow, and recognize any steady state solution which is a nonincreasing function of its microscopic energy as a local minimizer. The outcome is the proof of its nonlinear stability under radially symmetric perturbations. To cite this article: M. Lemou et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

A general approach to nonlinear multiple control problems with perturbation consideration

In this paper, we consider a general nonlinear optimal control problem involving multiple criteria. We show that the problem can be transformed into a standard optimal control problem, and hence, is solvable by conventional techniques. However, the optimal control so obtained is of open loop nature and is rather sensitive to perturbations. Based on the first-order approximation, neighboring extremal approach is used to obtain a local linear feedback correction control law, leading to a combined controller. Two numerical examples are solved using the proposed method to demonstrate the effectiveness of the combined control.     

A nonlinear multiple scales approach to modelling almost third harmonic interfaces

The evolution of third harmonic resonant narrow bandwidth capillary-gravity waves on an interface of two fluids is considered. The method of multiple scales is utilised in order to derive a set of first order coupled nonlinear partial differential equations which model the evolution of the wavepacket. Some solution families are exhibited.     

A new algorithm for solving certain variational problems

A technique for finding the solution of discrete, multistate dynamic programming problems is applied to solve certain variational problems. The algorithm is a method of successive approximations using a general two-stage solution. The advantage of the method is that it provides a means of reducing Bellman's curse of dimensionality. An example on the Plateau problem or the minimal surface area problem is considered, and the algorithm is found to be computationally efficient.This research was supported in part by NRC—Canada, Grant No. A-4051.The authors wish to thank the referees for helpful comments and also for bringing to their attention the method of local variations.     

A variational approach to dislocation problems for periodic Schrödinger operators

As a simple model for lattice defects like grain boundaries in solid state physics we consider potentials which are obtained from a periodic potential V=V(x,y) on R² with period lattice Z² by setting Wt(x,y)=V(x+t,y) for x<0 and Wt(x,y)=V(x,y) for x?0, for t∈[0,1]. For Lipschitz-continuous V it is shown that the Schrödinger operators Ht=−Δ+Wt have spectrum (surface states) in the spectral gaps of H₀, for suitable t∈(0,1). We also discuss the density of these surface states as compared to the density of the bulk. Our approach is variational and it is first applied to the well-known dislocation problem (Korotyaev (2000, 2005) [15] and [16]) on the real line. We then proceed to the dislocation problem for an infinite strip and for the plane. In Appendix A, we discuss regularity properties of the eigenvalue branches in the one-dimensional dislocation problem for suitable classes of potentials.