Geometric interpretation of the optimality conditions in multifacility location and applications

Geometrical optimality conditions are developed for the minisum multifacility location problem involving any norm. These conditions are then used to derive sufficient conditions for coincidence of facilities at optimality; an example is given to show that these coincidence conditions seem difficult to generalize.     

Generalized boundary conditions on representative volume elements and their use in determining the effective material properties

We discuss generalized boundary conditions for representative volume elements (RVE), which include the classical boundary conditions as special cases. From the generalization, stochastic boundary conditions are derived. These allows to adjust the the stiffness of the boundary conditions smoothly between the extremal cases of homogeneous strain and homogeneous stress boundary conditions. We found that it needs to be distinguished between the resistance of the boundary conditions against homogeneous and inhomogeneous RVE deformation. The stochastic BC can combine the moderate stiffness of the well known periodic boundary conditions with the high resistance against localization of the homogeneous strain boundary conditions. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

New bifurcation theorems via the second-order optimality conditions

We derive new sufficient conditions for bifurcation relying on subtle second-order necessary optimality conditions for abnormal equality-constrained optimization problems. We relate these conditions to the known ones, and demonstrate the cases when the new conditions are easier to verify.     

Ultimate boundedness with respect to part of the variables of solutions of systems of differential equations with partly controlled initial conditions

We introduce the notions of equiultimate boundedness and uniform ultimate boundedness with respect to part of the variables for solutions with partly controlled initial conditions. We obtain sufficient conditions for the equiultimate boundedness and uniform ultimate boundedness with respect to part of the variables of solutions with partly controlled initial conditions. We introduce the notions of equiboundedness and uniform boundedness with respect to part of the variables for solutions of systems with partly controlled initial conditions. We obtain sufficient conditions for the equiboundedness and uniform boundedness with respect to part of the variables of solutions with partly controlled initial conditions.     

On strong and weak second-order necessary optimality conditions for nonlinear programming

Second-order necessary optimality conditions play an important role in optimization theory. This is explained by the fact that most numerical optimization algorithms reduce to finding stationary points satisfying first-order necessary optimality conditions. As a rule, optimization problems, especially the high dimensional ones, have a lot of stationary points so one has to use second-order necessary optimality conditions to exclude nonoptimal points. These conditions are closely related to second-order constraint qualifications, which guarantee the validity of second-order necessary optimality conditions. In this paper, strong and weak second-order necessary optimality conditions are considered and their validity proved under so-called critical regularity condition at local minimizers.     

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.     

On state dependent non-local conditions

We introduce a new type of non-local conditions, which we call state dependent non-local conditions, and we study existence and uniqueness of solutions for abstract differential equation subjected to this class of conditions. The non-local condition proposed generalizes several types of non-local conditions studied in the literature. Some examples are given to illustrate our theory.     

Alternative Second-Order Conditions in Constrained Optimization

New formulations are given for the second-order necessary conditions in parameter optimization with equality constraints. The new conditions are shown to be equivalent to previously known conditions by using the properties of projection matrices. The various conditions require different computational tools. As one of the obtained conditions requires standard computational tools (i.e., matrix inversion and eigenvalue computation), it might be useful in applications (e.g., real-time optimization schemes), when these standard tools are already in use.     

Necessary and sufficient conditions in constrained optimization

Additional conditions are attached to the Kuhn-Tucker conditions giving a set of conditions which are both necessary and sufficient for optimality in constrained optimization, under appropriate constraint qualifications. Necessary and sufficient conditions are also given for optimality of the dual problem. Duality and converse duality are treated accordingly.     

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.     

Lagrange multiplier necessary conditions for global optimality for non-convex minimization over a quadratic constraint via S-lemma

In this paper, we present Lagrange multiplier necessary conditions for global optimality that apply to non-convex optimization problems beyond quadratic optimization problems subject to a single quadratic constraint. In particular, we show that our optimality conditions apply to problems where the objective function is the difference of quadratic and convex functions over a quadratic constraint, and to certain class of fractional programming problems. Our necessary conditions become necessary and sufficient conditions for global optimality for quadratic minimization subject to quadratic constraint. As an application, we also obtain global optimality conditions for a class of trust-region problems. Our approach makes use of outer-estimators, and the powerful S-lemma which has played key role in control theory and semidefinite optimization. We discuss numerical examples to illustrate the significance of our optimality conditions. The authors are grateful to the referees for their useful comments which have contributed to the final preparation of the paper.     

Second-order conditions in c1, 1 optimization with applications

Second-order necessary conditions for inequality and equality constrained C^{1, 1} optimization problems are derived. A constraint qualification condition which uses the recent generalized second-order directional derivative is employed to obtain these conditions. Various second-order sufficient conditions are given under appropriate conditions on the generalized second-order directional derivative in a neighborhood of a given point. An application of the secondorder conditions to a new class of nonsmooth C^{1, 1} optimization problems with infinitely many constraints is presented.     

Solution continuity in variational conditions

We present some results about Lipschitzian behavior of solutions to variational conditions when the sets over which the conditions are posed, as well as the functions appearing in them, may vary. These results rely on calmness and inner semicontinuity, and we describe some conditions under which those conditions hold, especially when the sets involved in the variational conditions are convex and polyhedral. We then apply the results to find error bounds for solutions of a strongly monotone variational inequality in which both the constraining polyhedral multifunction and the monotone operator are perturbed.      

Optimality conditions for strongly monotone variational inequalities

Necessary conditions for optimal controls have been obtained for strongly monotone variational inequalities by the penalty method, Ekeland's Variational Principle, and lower-semicontinuity of set-valued mappings. It has been shown that these conditions are easy to apply and can imply some known necessary conditions. They also yield new optimality conditions.     

Immersed Interface Finite Element Methods for Elasticity Interface Problems with Non-Homogeneous Jump Conditions

<正>In this paper,a class of new immersed interface finite element methods (IIFEM) is developed to solve elasticity interface problems with homogeneous and non-homogeneous jump conditions in two dimensions.Simple non-body-fitted meshes are used.For homogeneous jump conditions,both non-conforming and conforming basis functions are constructed in such a way that they satisfy the natural jump conditions. For non-homogeneous jump conditions,a pair of functions that satisfy the same non-homogeneous jump conditions are constructed using a level-set representation of the interface.With such a pair of functions,the discontinuities across the interface in the solution and flux are removed;and an equivalent elasticity interface problem with homogeneous jump conditions is formulated.Numerical examples are presented to demonstrate that such methods have second order convergence.     

Necessary conditions for stochastic dominance: A general approach

In this paper a general method for developing necessary conditions for all degrees of stochastic dominance is derived. The method, a minimization of the expected value of certain functions of the random variable, is used to rederive known necessary conditions for dominance and is then used to derive new necessary conditions. Some of the old and new conditions are then compared empirically using a data set of security returns.     

Optimal shape design for systems governed by variational inequalities,part 3: Necessary conditions in the elliptic case

General optimality conditions are obtained for optimal shape design for systems governed by a class of elliptic variational inequalities. The conditions are established by making use of the necessary conditions for optimal control of systems governed by strongly monotone variational inequalities. These conditions are then applied to an electrochemical machining problem.     

非全局Lipschitz条件下随机延迟微分方程Euler方法的收敛性

大多数随机延迟微分方程数值解的结果是在全局Lipschitz条件下获得的.许多延迟方程不满足全局Lipschitz条件,研究非全局Lipschitz条件下的数值解的性质,具有重要的意义.本文证明了漂移系数满足单边Lipschitz条件和多项式增长条件,扩散系数满足全局Lipschitz条件的一类随机延迟微分方程的Eul...     

Approximate optimality conditions for minimax programming problems

In this article we study non-smooth Lipschitz programming problems with set inclusion and abstract constraints. Our aim is to develop approximate optimality conditions for minimax programming problems in absence of any constraint qualification. The optimality conditions are worked out not exactly at the optimal solution but at some points in a neighbourhood of the optimal solution. For this reason, we call the conditions as approximate optimality conditions. Later we extend the results in terms of the limiting subdifferentials in presence of an appropriate constraint qualification thereby leading to the optimality conditions at the exact optimal point.     

Positive diagonal scaling of a nonnegative tensor to one with prescribed slice sums

In this paper we give necessary and sufficient conditions on a nonnegative tensor to be diagonally equivalent to a tensor with prescribed slice sums. These conditions are variations of Bapat-Raghavan and Franklin-Lorenz conditions.