Second-order necessary optimality conditions for semilinear elliptic optimal control problems

This paper deals with the necessary optimality conditions for semilinear elliptic optimal control problems with a pure pointwise state constraint and mixed pointwise constraints. By computing the so-called ‘sigma-term’, we obtain the second-order necessary optimality conditions for the problems, which is sharper than some previously established results in the literature. Besides, we give a condition which relaxes the Slater condition and guarantees that the Lagrangian is normalized.     

A necessary optimality condition for nondifferentiable constrained extremum problems

The purpose of this paper is to establish a necessary optimality condition for a certain class of nondifferentiable extremum problems. The analysis is developed via image-space approach and the result generalizes, in finite-dimensional spaces, the classical results concerning locally Lipschitz mathematical programming.     

A necessary extremality condition for a set-valued stochastic control problem

For a controlled stochastic dynamic system with set-valued drift coefficient and a terminal cost functional we derive a necessary extremality condition in form of a minimum principle.     

First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function

The paper deals with a nonlinear discrete-time optimal control problem with a vector-valued objective function of terminal type. For the admissible controls of the problem under consideration which satisfy the additional regularity condition of the Lyusternik type we prove the first and second necessary optimality conditions extending such the classical optimality conditions as the Euler condition and the negativity of second variation of the objective function.     

A new necessary condition for optimality of systems with time delay

A new necessary condition for optimality of nonsingular control problems with time delay is developed. This condition accounts for the interaction of the different delays in the control vector. A necessary condition for optimality of singular control problems with time delay is also obtained as a corollary of the new condition.     

Criteria of optimality in the infinite-time optimal control problem

The present paper gives a systematic presentation of different definitions of optimality in the infinite-time optimal control problem. Some of these definitions are new, while others have been used throughout the literature, sometimes with different names. The logical implications between them are clearly stated, corresponding comparison criteria for solutions are defined, and other relations as well as two types of equivalence relations are established.This work was supported in part by Simmons College Fund for Research, Grant No. 201.     

Second-order optimality conditions in a discrete optimal control problem

Discrete optimal control problems with variable endpoints and with inequality type constraints on control are considered. We derive first- and second-order necessary optimality conditions that are meaningful without a priori normality assumptions.     

A discrete optimality system for an optimal harvesting problem

In this paper, we obtain the discrete optimality system of an optimal harvesting problem. While maximizing a combination of the total expected utility of the consumption and of the terminal size of a population, as a dynamic constraint, we assume that the density of the population is modeled by a stochastic quasi-linear heat equation. Finite-difference and symplectic partitioned Runge–Kutta (SPRK) schemes are used for space and time discretizations, respectively. It is the first time that a SPRK scheme is employed for the optimal control of stochastic partial differential equations. Monte-Carlo simulation is applied to handle expectation appearing in the cost functional. We present our results together with a numerical example. The paper ends with a conclusion and an outlook to future studies, on further research questions and applications.     

Sequence-based necessary second-order optimality conditions for semilinear elliptic optimal control problems with nonsmooth data

Positivity - The main goal of this note is to formulate sequence-based necessary second-order optimality conditions for a semilinear elliptic optimal control problem, with a pointwise pure state...     

A new necessary and sufficient global optimality condition for canonical DC problems

The paper proposes a new necessary and sufficient global optimality condition for canonical DC optimization problems. We analyze the rationale behind Tuy’s standard global optimality condition for canonical DC problems, which relies on the so-called regularity condition and thus can not deal with the widely existing non-regular instances. Then we show how to modify and generalize the standard condition to a new one that does not need regularity assumption, and prove that this new condition is equivalent to other known global optimality conditions. Finally, we show that the cutting plane method, when associated with the new optimality condition, could solve the non-regular canonical DC problems, which significantly enlarges the application of existing cutting plane (outer approximation) algorithms.     

Generalized controls: A necessary condition for optimality in a Banach space

A necessary condition is established for optimality in the case of problems where the constraints are simultaneously functions of the trajectory and the control (Problem 3.1, Theorem 5.7); this condition holds for generalized controls with values in a Hausdorff space and for a state space which is a Banach space. To demonstrate the result a new technique is used, based on the differentiability of the trajectory (Theorem 2.6) and the introduction of the notion of pseudosolution (Definition 2.8). These results are then applied to calculus of variations problems in a Banach space (Theorem 6.3).     

Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition

In this paper we study conditions for optimality of a deterministic control problem where the state of the system is required to stop at the boundary. Using the Clarke generalized gradient, we refine the classical verification theorem and show that it is not only sufficient but also necessary for optimality. It is also shown that the solution to the generalized Bellman-Jacobi-Hamilton equation involving the Clarke generalized gradient is unique among the class of regular functions.     

No-gap optimality conditions for an optimal control problem with pointwise control-state constraints

An optimal control problem with pointwise mixed constraints of the instationary three-dimensional Navier–Stokes–Voigt equations is considered. We derive second-order optimality conditions and show that there is no gap between second-order necessary optimality conditions and second-order sufficient optimality conditions. In addition, the second-order sufficient optimality conditions for the problem where the objective functional does not contain a Tikhonov regularization term are also discussed.     

A new sufficient condition of optimality for the two-machine flowshop problem

This paper focuses on the characterization of a subset of optimal sequences for the famous two-machine flowshop problem. Based on the relative order of the job processing times, two particular interval structures are defined so that each job is associated with an interval. Then, using the Allen’s algebra, the interval relationships are analysed and a sufficient optimality condition is established providing a characterization of a large subset of optimal sequences. This set necessarily includes any Johnson’s sequences together with numerous other optimal job sequences.     

A necessary and sufficient condition for the nirenberg problem

We seek metrics conformal to the standard ones on Sⁿ having prescribed Gaussian curvature in case n = 2 (the Nirenberg Problem), or prescribed scalar curvature for n ≧ 3 (the Kazdan-Warner problem). There are well-known Kazdan-Warner and Bourguignon-Ezin necessary conditions for a function R(x) to be the scalar curvature of some conformally related metric. Are those necessary conditions also sufficient? This problem has been open for many years. In a previous paper, we answered the question negatively by providing a family of counter examples. In this paper, we obtain much stronger results. We show that, in all dimensions, if R(x) is rotationally symmetric and monotone in the region where it is positive, then the problem has no solution at all. It follows that, on S², for a non-degenerate, rotationally symmetric function R(θ), a necessary and sufficient condition for the problem to have a solution is that Rθ changes signs in the region where it is positive. This condition, however, is still not sufficient to guarantee the existence of a rotationally symmetric solution, as will be shown in this paper. We also consider similar necessary conditions for non-symmetric functions. ©1995 John Wiley & Sons, Inc.