Necessary optimality conditions for bilevel set optimization problems

Bilevel programming problems are hierarchical optimization problems where in the upper level problem a function is minimized subject to the graph of the solution set mapping of the lower level problem. In this paper necessary optimality conditions for such problems are derived using the notion of a convexificator by Luc and Jeyakumar. Convexificators are subsets of many other generalized derivatives. Hence, our optimality conditions are stronger than those using e.g., the generalized derivative due to Clarke or Michel-Penot. Using a certain regularity condition Karush-Kuhn-Tucker conditions are obtained.      

Dual finite element analysis for some elliptic variational equations and inequalities

In some boundary-value problems the gradient or the cogradient of the solution is more important than the solution itself. Dual variational formulation of elliptic problems is utilized to define finiteelement approximations of the cogradient. A priori error estimates are presented for a class of second-order elliptic problems, including problems of elastostatics. If the boundary conditions are classical (i.e., of Dirichlet, Neumann. Newton, or mixed type), the primal and dual formulations are equivalent with variational equations, whereas the unilateral boundary conditions lead to variational inequalities. The paper has a surveyable character.     

Infinite horizon multiobjective optimal control problems in the discrete time case

This article studies multiobjective optimal control problems in the discrete time framework and in the infinite horizon case. The functions appearing in the problems satisfy smoothness conditions. This article generalizes to the multiobjective case results obtained for single-objective optimal control problems in that framework. The dynamics are governed by difference equations or difference inequations. Necessary conditions of Pareto optimality are presented, namely Pontryagin maximum principles in the weak form and in the strong form. Sufficient conditions are also provided. Other notions of Pareto optimality are defined when the infinite series do not necessarily converge.     

Nondifferentiability Detection and Dimensionality Reduction in Minisum Multifacility Location Problems

The minisum multifacility location problem is regarded as hard to solve, due to nondifferentiabilities whenever two or more facilities coincide. Recently, several authors have published conditions for the coincidence of facilities. In the present paper, these conditions are extended to more general location problems and improved with respect to new sufficient coincidence conditions for location problems with mixed asymmetric gauges. Some of these conditions are formulated only in terms of the given weights and certain values from a preprocessing step.     

On some inverse problems for elliptic equations and systems

Under study are the inverse problems of determining the right-hand side of a particular form and the solution for elliptic systems, including a series of elasticity systems. (On the boundary of the domain the solution satisfies either the Dirichlet conditions or mixed Dirichlet-Neumann conditions.) We assume that on a system of planes the normal derivatives of the solution can have discontinuities of the first kind. The conjugating boundary conditions on the discontinuity surface are analogous to the continuity conditions for the fields of displacements and stresses for a horizontally laminated medium. The overdetermination conditions are integral (the average of the solution over some domain is specified) or local (the values of the solution on some lines are specified). We study the solvability conditions for these problems and their Fredholm property.     

Sturm-Liouville problems with boundary conditions depending quadratically on the eigenparameter

We study Sturm-Liouville problems with right-hand boundary conditions depending on the spectral parameter in a quadratic manner. A modified Crum-Darboux transformation is used to produce chains of problems almost isospectral with the given one. The problems in the chain have boundary conditions which in various cases are affine or bilinear in the spectral parameter, and in all cases culminate in a problem with constant boundary conditions. This extends recent work of Binding, Browne, Code and Watson when the right-hand condition is either an affine function of the spectral parameter with negative leading coefficient or a Herglotz function.     

Weakly efficient solutions and pseudoinvexity in multiobjective control problems

In this paper, we introduce new pseudoinvexity conditions on functionals involved in a multiobjective control problem, called W-KT-pseudoinvexity and W-FJ-pseudoinvexity. We prove that all Kuhn-Tucker or Fritz-John points are weakly efficient solutions if and only if these conditions are fulfilled. We relate weakly efficient solutions to optimal solutions of weighting control problems. We generalize recently obtained optimality results of known mathematical programming problems and control problems. We illustrate these results with an example.     

Inverse Problem for a Fourth-Order Differential Operator with Nonseparated Boundary Conditions

Uniqueness theorems are proved for two inverse problems for a fourth-order differential operator with nonseparated boundary conditions. The first of the problems, which has technical applications, is the problem of identification of a differential equation and two boundary conditions, and the second problem is the problem of identification of a differential equation and four boundary conditions. One of two data sets is used as the spectral data of the problem. The first data set is the spectrum of the problem itself (or three of its eigenvalues) and the spectral data of a system of three problems, and the second data set is the spectrum of the problem itself (or three of its eigenvalues) and the spectra of ten boundary value problems.     

Problems and methods of averaged optimization

Typical extremal problems containing the mean values of unknowns or of some functions of unknowns are considered. Relationships between these problems and cyclic modes of dynamical systems are revealed, and optimality conditions for such modes are found.     

Solving elliptic control problems with interior point and SQP methods: control and state constraints

We study optimal control problems for semilinear elliptic equations subject to control and state inequality constraints. Both boundary control and distributed control problems are considered with boundary conditions of Dirichlet or Neumann type. By introducing suitable discretization schemes, the control problem is transcribed into a nonlinear programming problem. Necessary conditions of optimality are discussed both for the continuous and the discretized control problem. It is shown that the recently developed interior point method LOQO of [35] is capable of solving these problems even for high discretizations. Four numerical examples with Dirichlet and Neumann boundary conditions are provided that illustrate the performance of the algorithm for different types of controls including bang–bang controls.     

Iterative procedures for nonlinear second order boundary value problems

Summary Questions of the existence of positive solutions of second order nonlinear boundary value problems with separated boundary conditions are investigated. The nonlinearities are such that the linearization about the trivial solution does not exist or is trivial. The methods are thus applicable when shooting methods or ordinary bifurcation techniques cannot be applied. The conditions on the nonlinearity are quite modest and both super and sublinear problems can be included.This research was performed while the author was visiting at Emory University.Research supported by AFOSR 87-0140.     

Optimization Techniques for Solving Elliptic Control Problems with Control and State Constraints: Part 1. Boundary Control

We study optimal control problems for semilinear elliptic equations subject to control and state inequality constraints. In a first part we consider boundary control problems with either Dirichlet or Neumann conditions. By introducing suitable discretization schemes, the control problem is transcribed into a nonlinear programming problem. It is shown that a recently developed interior point method is able to solve these problems even for high discretizations. Several numerical examples with Dirichlet and Neumann boundary conditions are provided that illustrate the performance of the algorithm for different types of controls including bang-bang and singular controls. The necessary conditions of optimality are checked numerically in the presence of active control and state constraints.     

Well-Posedness Under Relaxed Semicontinuity for Bilevel Equilibrium and Optimization Problems with Equilibrium Constraints

Bilevel equilibrium and optimization problems with equilibrium constraints are considered. We propose a relaxed level closedness and use it together with pseudocontinuity assumptions to establish sufficient conditions for well-posedness and unique well-posedness. These conditions are new even for problems in one-dimensional spaces, but we try to prove them in general settings. For problems in topological spaces, we use convergence analysis while for problems in metric cases we argue on diameters and Kuratowski’s, Hausdorff’s, or Istrǎtescu’s measures of noncompactness of approximate solution sets. Besides some new results, we also improve or generalize several recent ones in the literature. Numerous examples are provided to explain that all the assumptions we impose are very relaxed and cannot be dropped.     

On Il’in-Moiseev type solvability conditions for nonlocal vector boundary value problems

Solvability conditions are obtained for a class of nonlocal boundary value problems for a nonoscillating system of ordinary differential equations with integral or many-point boundary conditions.     

Solving some problems of elasticity theory by the integral equation method for a holomorphic vector

Under study are some problems of elasticity theory with nonclassical boundary value conditions. We assume that the load and displacement vectors are given on a part of the boundary, while on the other parts of the boundary, the load vector or the displacement vector may be given separately, and no conditions are imposed on the remaining part of the surface (of some nonzero measure).We consider the questions of uniqueness for the solutions to these problems. Solving the nonclassical problems is reduced to a system of singular integral equations for a holomorphic vector.     

Non-Euler–Lagrangian Pareto-optimality Conditions for Dynamic Multiple Criterion Decision Problems

In this paper the problem of verifying the Pareto-optimality of a given solution to a dynamic multiple-criterion decision (DMCD) problem is investigated. For this purpose, some new conditions are derived for Pareto-optimality of DMCD problems. In the literature, Pareto-optimality is characterized by means of Euler-Lagrangian differential equations. There exist problems in production and inventory control to which these conditions cannot be applied directly (Song 1997). Thus, it is necessary to explore new conditions for Pareto-optimality of DMCD problems. With some mild assumptions on the objective functionals, we develop necessary and/or sufficient conditions for Pareto-optimality in the sprit of optimization theory. Both linear and non-linear cases are considered.     

线性约束三次规划问题的全局最优性必要条件和最优化算法

讨论了带线性不等式约束三次规划问题的最优性条件和最优化算法. 首先, 讨论了带有线性不等式约束三次规划问题的 全局最优性必要条件. 然后, 利用全局最优性必要条件, 设计了解线性约束三次规划问题的一个新的局部最优化算法(强局部最优化算法). 再利用辅助函数和所给出的新的局部最优化算法, 设计了带有线性不等式约束三 规划问题的全局最优化算法. 最后, 数值算例说明给出的最优化算法是可行的、有效的.     

A fictitious domain model for the Stokes/Brinkman problem with jump embedded boundary conditions

We present and analyze a new fictitious domain model for the Brinkman or Stokes/Brinkman problems in order to handle general jump embedded boundary conditions (J.E.B.C.) on an immersed interface. Our model is based on algebraic transmission conditions combining the stress and velocity jumps on the interface Σ separating two subdomains: they are well chosen to get the coercivity of the operator. It is issued from a generalization to vector elliptic problems of a previous model stated for scalar problems with jump boundary conditions (Angot (2003, 2005) [2], [3]). The proposed model is first proved to be well-posed in the whole fictitious domain and some sub-models are identified. A family of fictitious domain methods can be then derived within the same unified formulation which provides various interface or boundary conditions, e.g. a given stress of Neumann or Fourier type or a velocity Dirichlet condition. In particular, we prove the consistency of the given-traction E.B.C. method including the so-called do nothing outflow boundary condition.     

On optimality conditions of relaxed non-convex variational problems

Non-convex variational problems in many situations lack a classical solution. Still they can be solved in a generalized sense, e.g., they can be relaxed by means of Young measures. Various sets of optimality conditions of the relaxed non-convex variational problems can be introduced. For example, the so-called “variations” of Young measures lead to a set of optimality conditions, or the Weierstrass maximum principle can be the base of another set of optimality conditions. Moreover the second order necessary and sufficient optimality conditions can be derived from the geometry of the relaxed problem. In this article the sets of optimality conditions are compared. Illustrative examples are included.     

Generalized Kojima–Functions and Lipschitz Stability of Critical Points

In this paper we consider systems of equations which are defined by nonsmooth functions of a special structure. Functions of this type are adapted from Kojima's form of the Karush–Kuhn–Tucker conditions for C²—optimization problems. We shall show that such systems often represent conditions for critical points of variational problems (nonlinear programs, complementarity problems, generalized equations, equilibrium problems and others). Our main purpose is to point out how different concepts of generalized derivatives lead to characterizations of different Lipschitz properties of the critical point or the stationary solution set maps.