Mixed duality without a constraint qualification for minimax fractional programming

Without the need of a constraint qualification, we establish the necessary and sufficient optimality conditions for minimax fractional programming. Using these optimality conditions, we construct a mixed dual model which unifies the Mond–Weir dual, Wolfe dual and a parameter dual models. Several duality theorems are established. Consequently, this article partly solves the problem posed by Lai et al. [H.C. Lai, J.C. Liu and K. Tanaka (1999). Duality without a constraint qualification for minimax fractional programming. Journal of Optimization Theory and Applications, 101, 109–125.].     

Necessary optimality conditions for infinite dimensional state constrained control problems

This paper is concerned with first order necessary optimality conditions for state constrained control problems in separable Banach spaces. Assuming inward pointing conditions on the constraint, we give a simple proof of Pontryagin maximum principle, relying on infinite dimensional neighboring feasible trajectories theorems proved in [20]. Further, we provide sufficient conditions guaranteeing normality of the maximum principle. We work in the abstract semigroup setting, but nevertheless we apply our results to several concrete models involving controlled PDEs. Pointwise state constraints (as positivity of the solutions) are allowed.     

On the Kantorovich–Rubinstein theorem

The Kantorovich–Rubinstein theorem provides a formula for the Wasserstein metric W₁ on the space of regular probability Borel measures on a compact metric space. Dudley and de Acosta generalized the theorem to measures on separable metric spaces. Kellerer, using his own work on Monge–Kantorovich duality, obtained a rapid proof for Radon measures on an arbitrary metric space. The object of the present expository article is to give an account of Kellerer’s generalization of the Kantorovich–Rubinstein theorem, together with related matters. It transpires that a more elementary version of Monge–Kantorovich duality than that used by Kellerer suffices for present purposes. The fundamental relations that provide two characterizations of the Wasserstein metric are obtained directly, without the need for prior demonstration of density or duality theorems. The latter are proved, however, and used in the characterization of optimal measures and functions for the Kantorovich–Rubinstein linear programme. A formula of Dobrushin is proved.     

On the Jordan–Kinderlehrer–Otto variational scheme and constrained optimization in the Wasserstein metric

We prove the monotonicity of the second-order moments of the discrete approximations to the heat equation arising from the Jordan–Kinderlehrer–Otto (JKO) variational scheme. This issue appears in the study of constrained optimization in the 2-Wasserstein metric performed by Carlen and Gangbo for the kinetic Fokker–Planck equation. As an alternative to their duality method, we provide the details of a direct approach, via Lagrange multipliers. Estimates for the fourth-order moments in the constrained case, which are essential to the subsequent alternate analysis, are also obtained. Partial support provided by NSF grant DMS 0305794.     

On the existence of positive solutions and their continuous dependence on functional parameters for some class of elliptic problems

We discuss the existence and the dependence on functional parameters of solutions of the Dirichlet problem for a kind of the generalization of the balance of a membrane equation. Since we shall propose an approach based on variational methods, we treat our equation as the Euler-Lagrange equation for a certain integral functional J. We will not impose either convexity or coercivity of the functional. We develop a duality theory which relates the infimum on a special set X of the energy functional associated with the problem, to the infimum of the dual functional on a corresponding set X^d. The links between minimizers of both functionals give a variational principle and, in consequence, their relation to our boundary value problem. We also present the numerical version of the variational principle. It enables the numerical characterization of approximate solutions and gives a measure of a duality gap between primal and dual functional for approximate solutions of our problem.     

Mesh-independence of semismooth Newton methods for Lavrentiev-regularized state constrained nonlinear optimal control problems

A class of nonlinear elliptic optimal control problems with mixed control-state constraints arising, e.g., in Lavrentiev-type regularized state constrained optimal control is considered. Based on its first order necessary optimality conditions, a semismooth Newton method is proposed and its fast local convergence in function space as well as a mesh-independence principle for appropriate discretizations are proved. The paper ends by a numerical verification of the theoretical results including a study of the algorithm in the case of vanishing Lavrentiev-parameter. The latter process is realized numerically by a combination of a nested iteration concept and an extrapolation technique for the state with respect to the Lavrentiev-parameter.     

Symmetric duality for a class of multiobjective fractional programming problems

This paper is concerned with symmetric duality for a class of nondifferentiable multiobjective fractional programming problems. Two weak duality theorems and two strong duality theorems are proved. Discussion on some special cases shows that results in this paper extend previous work in this area.     

Spatial critical points not moving along the heat flow II: The centrosymmetric case

We consider solutions of initial-boundary value problems for the heat equation on bounded domains in and their spatial critical points as in the previous paper [MS]. In Dirichlet, Neumann, and Robin homogeneous initial-boundary value problems on bounded domains, it is proved that if the origin is a spatial critical point never moving for sufficiently many compactly supported initial data being centrosymmetric with respect to the origin, then the domain must be centrosymmetric with respect to the origin. Furthermore, we consider spatial zero points instead of spatial critical points, and prove some similar symmetry theorems. Also, it is proved that these symmetry theorems hold for initial-boundary value problems for the wave equation. Received October 31, 1997; in final form February 3, 1998     

Existence of solutions on weak vector equilibrium problems

Weak vector equilibrium problems with bi-variable mappings from product space of two bounded complete locally convex Hausdorff topological vector spaces to another topological vector space are studied. The existence theorems of solutions are proved by the FKKM fixed point theorem. Viscosity principle of vector equilibrium problems is dealt with. The relations between solutions of the vector equilibrium problem and those of its perturbation problem are presented.     

On nontrivial solutions of critical polyharmonic elliptic systems

In the present work, we consider elliptic systems involving polyharmonic operators and critical exponents. We discuss the existence and nonexistence of nontrivial solutions to these systems. Our theorems improve and/or extend the ones established by Bartsch and Guo [T. Bartsch, Y. Guo, Existence and nonexistence results for critical growth polyharmonic elliptic systems, J. Differential Equations 220 (2006) 531-543] in both aspects of spectral interaction and regularity of lower order perturbations.     

Φ-Conjugation and noneonvex optimization. a survey (part III)

In the present paper, which is part III of our review concerning the theory of Φ-conjugate functions, we consider Lagrangians, duality theorems are proved and the connection to saddle point theorems is shown. By a fundamental inequality, duality theorems are proved and the connection to saddle point theorems is shown. By a fundamental inequality, duality theorems can be obtained, where results are modified given in part I and part II of our paper.     

On mathematical foundation of the Brownian motor theory

The paper contains mathematical justification of basic facts concerning the Brownian motor theory. The homogenization theorems are proved for the Brownian motion in periodic tubes with a constant drift. The study is based on an application of the Bloch decomposition. The effective drift and effective diffusivity are expressed in terms of the principal eigenvalue of the Bloch spectral problem on the cell of periodicity as well as in terms of the harmonic coordinate and the density of the invariant measure. We apply the formulas for the effective parameters to study the motion in periodic tubes with nearly separated dead zones.     

Global higher integrability for parabolic quasiminimizers in nonsmooth domains

We study the global higher integrability of the gradient of a parabolic quasiminimizer with quadratic growth conditions. We show that if the lateral boundary satisfies a capacity density condition and if boundary and initial values are smooth enough, then quasiminimizers globally belong to a higher Sobolev space than assumed a priori. We derive estimates near the lateral and the initial boundaries.     

Second-Order Duality for Nondifferentiable Multiobjective Programming Problems

This paper is concerned with second-order duality for a class of nondifferentiable multiobjective programming problems. Usual duality theorems are proved for Mangasarian type and general Mond–Weir type vector duals under generalized bonvexity assumptions.     

Duality for nondifferentiable minimax programming in complex spaces

Employing the optimality (necessary and sufficient) conditions of a nondifferentiable minimax programming problem in complex spaces, we formulate a one-parametric dual and a parameter free dual problems. On both dual problems, we establish three duality theorems: weak, strong, and strict converse duality theorem, and prove that there is no duality gap between the two dual problems with respect to the primal problem under some generalized convexities of complex functions in the complex programming problem.     

Parameter-Free Dual Models for Fractional Programming with Generalized Invexity

By parameter-free approach, we establish sufficient optimality conditions for nondifferentiable fractional variational programming under certain specific structure of generalized invexity. Employing the sufficient optimality conditions, two parameter-free dual models are formulated. The weak duality, strong duality and strict converse duality theorems are proved in the framework of generalized invexity.     

Second-order analysis for optimal control problems with pure state constraints and mixed control-state constraints

This paper deals with the optimal control problem of an ordinary differential equation with several pure state constraints, of arbitrary orders, as well as mixed control-state constraints. We assume (i) the control to be continuous and the strengthened Legendre–Clebsch condition to hold, and (ii) a linear independence condition of the active constraints at their respective order to hold. We give a complete analysis of the smoothness and junction conditions of the control and of the constraints multipliers. This allows us to obtain, when there are finitely many nontangential junction points, a theory of no-gap second-order optimality conditions and a characterization of the well-posedness of the shooting algorithm. These results generalize those obtained in the case of a scalar-valued state constraint and a scalar-valued control.     

Generalization of some duality theorems in nonlinear programming

Pseudoconvexity of a function on one set with respect to some other set is defined and duality theorems are proved for nonlinear programming problems by assuming a certain kind of convexity property for a particular linear combination of functions involved in the problem rather than assuming the convexity property for the individual functions as is usually done. This approach generalizes some of the well-known duality theorems and gives some additional strict converse duality theorems which are not comparable with the earlier duality results of this type. Further it is shown that the duality theory for nonlinear fractional programming problems follows as a particular case of the results established here.     

Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: vanishing lagrangians,eikonal equations,and shape-from-shading

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique bounded-from-below viscosity solution of the Hamilton-Jacobi equation that is null on the target. The result applies to problems with the property that all trajectories satisfying a certain integral condition must stay in a bounded set. We allow problems for which the Lagrangian is not uniformly bounded below by positive constants, in which the hypotheses of the known uniqueness results for Hamilton-Jacobi equations are not satisfied. We apply our theorems to eikonal equations from geometric optics, shape-from-shading equations from image processing, and variants of the Fuller Problem.     

Waveform relaxation for reaction-diffusion equations

We report a new waveform relaxation (WR) algorithm for general semi-linear reaction-diffusion equations. The superlinear rate of convergence of the new WR algorithm is proved, and we also show the advantages of the new approach superior to the classical WR algorithms by the estimation on iteration errors. The corresponding discrete WR algorithm for reaction-diffusion equations is presented, and further the parallelism of the discrete WR algorithm is analyzed. Moreover, the new approach is extended to handle the coupled reaction-diffusion equations. Numerical experiments are carried out to verify the effectiveness of the theoretic work.