共查询到20条相似文献,搜索用时 31 毫秒
1.
D. A. Carlson 《Journal of Optimization Theory and Applications》1993,78(3):465-491
In this paper, we consider the Lagrange problem of optimal control defined on an unbounded time interval in which the traditional convexity hypotheses are not met. Models of this form have been introduced into the economics literature to investigate the exploitation of a renewable resource and to treat various aspects of continuous-time investment. An additional distinguishing feature in the models considered is that we do not assume a priori that the objective functional (described by an improper integral) is finite, and so we are led to consider the weaker notions of overtaking and weakly overtaking optimality. To treat these models, we introduce a relaxed optimal control problem through the introduction of chattering controls. This leads us naturally to consider the relationship between the original problem and the convexified relaxed problem. In particular, we show that the relaxed problem may be viewed as a limiting case for the original problem. We also present several examples demonstrating the applicability of our results. 相似文献
2.
D. A. Carlson 《Journal of Optimization Theory and Applications》1986,49(2):207-225
In this paper, we are concerned with the question of the existence of optimal solutions for infinite-horizon optimal control problems of Lagrange type. In such problems, the objective or cost functional is described by an improper integral. As dictated by applications arising in mathematical economics, we do nota priori assume that this improper integral converges. This leads us to consider a weaker type of optimality, known as catching-up optimality. The results presented here utilize the classical convexity and seminormality conditions typically imposed in the existence theory for the case of finite intervals. These conditions are significantly weaker than those imposed by other authors; as a consequence, their existence results are contained as special cases of the results presented here. The method of proof utilizes the Carathéodory-Hamilton-Jacobi theory previously developed by the author for infinite-horizon optimal control problems.This research forms part of the author's doctoral dissertation written at the University of Delaware, Newark, Delaware under the supervision of Professor T. S. Angell. 相似文献
3.
《Optimization》2012,61(11):2417-2440
We investigate necessary conditions of optimality for the Bolza-type infinite horizon problem with free right end. The optimality is understood in the sense of weakly uniformly overtaking optimal control. No previous knowledge in the asymptotic behaviour of trajectories or adjoint variables is necessary. Following Seierstad’s idea, we obtain the necessary boundary condition at infinity in the form of a transversality condition for the maximum principle. Those transversality conditions may be expressed in the integral form through an Aseev–Kryazhimskii-type formulae for co-state arcs. The connection between these formulae and limiting gradients of pay-off function at infinity is identified; several conditions under which it is possible to explicitly specify the co-state arc through those Aseev–Kryazhimskii-type formulae are found. For infinite horizon problem of Bolza type, an example is given to clarify the use of the Aseev–Kryazhimskii formula as an explicit expression of the co-state arc. 相似文献
4.
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. 相似文献
5.
W. Alt 《Journal of Optimization Theory and Applications》1991,70(3):443-466
This paper considers a class of nonlinear differentiable optimization problems depending on a parameter. We show that, if constraint regularity, a second-order sufficient optimality condition, and a stability condition for the Lagrange multipliers hold, then for sufficiently smooth perturbations of the constraints and the objective function the optimal solutions locally obey a type of Lipschitz condition. The results are applied to finite-dimensional problems, equality constrained problems, and optimal control problems. 相似文献
6.
Tomás Prieto-Rumeau Onésimo Hernández-Lerma 《Mathematical Methods of Operations Research》2009,70(3):527-540
This paper deals with denumerable-state continuous-time controlled Markov chains with possibly unbounded transition and reward
rates. It concerns optimality criteria that improve the usual expected average reward criterion. First, we show the existence
of average reward optimal policies with minimal average variance. Then we compare the variance minimization criterion with
overtaking optimality. We present an example showing that they are opposite criteria, and therefore we cannot optimize them
simultaneously. This leads to a multiobjective problem for which we identify the set of Pareto optimal policies (also known
as nondominated policies). 相似文献
7.
In this work we characterize objective functions which do not change the set of efficient solutions (weakly efficient solutions, properly efficient solutions). Necessary and sufficient conditions for an objective function to be weakly nonessential (properly nonessential) are presented. We establish relations between weakly nonessential, properly nonessential and nonessential functions. 相似文献
8.
9.
Q. L. Wang 《Numerical Functional Analysis & Optimization》2013,34(1):94-112
In this article, by using the generalized second-order contingent (adjacent) epiderivatives of set-valued maps, we obtain necessary optimality conditions and sufficient optimality conditions for weakly efficient solutions, Henig efficient solutions to the set-valued vector equilibrium problems with constraints. Some results of this article improve the corresponding results in literatures by lessening the assumption of convexity. 相似文献
10.
We study an optimal control problem with quadratic objective functional for the three dimensional Navier-Stokes-Voigt equations in bounded domains. We show the existence of optimal solutions, the necessary optimality conditions and the sufficient optimality conditions. The second-order optimality conditions obtained in the article seem to be optimal. 相似文献
11.
12.
Optimality and duality with generalized convexity 总被引:4,自引:0,他引:4
N. G. Rueda M. A. Hanson C. Singh 《Journal of Optimization Theory and Applications》1995,86(2):491-500
Hanson and Mond have given sets of necessary and sufficient conditions for optimality and duality in constrained optimization by introducing classes of generalized convex functions, called type I and type II functions. Recently, Bector defined univex functions, a new class of functions that unifies several concepts of generalized convexity. In this paper, optimality and duality results for several mathematical programs are obtained combining the concepts of type I and univex functions. Examples of functions satisfying these conditions are given. 相似文献
13.
This paper considers optimal solutions of general interval linear programming problems. The new concepts of optimal solutions are introduced in a unified framework. Some existed optimal solution concepts of interval linear program such as weak and strong optimal solutions are special cases in this framework. Necessary and sufficient conditions for checking optimality are developed. Also, the features of the proposed methods are illustrated by some examples. 相似文献
14.
Optimality and Duality in Nondifferentiable and Multiobjective Programming under Generalized d-Invexity 总被引:1,自引:1,他引:0
In this paper, we are concerned with the nondifferentiable multiobjective programming problem with inequality constraints. We introduce four new classes of generalized d-type-I functions. By utilizing the new concepts, Antczak type Karush-Kuhn-Tucker sufficient optimality conditions, Mond-Weir type and general Mond-Weir type duality results are obtained for non-differentiable and multiobjective programming. 相似文献
15.
Liubao Deng Jinzhong Shen Yuefen Chen 《Mathematical Methods in the Applied Sciences》2020,43(17):10054-10069
How to choose the optimization criterion of the objective function is an important issue for uncertain optimal control. The Hurwicz criterion is a flexible optimization criterion attempting to find the intermediate area between the extremes posed by the optimistic and pessimistic criteria. Based on uncertainty theory, in this paper, we establish a new uncertain optimal control model with jump by making use of Hurwicz criterion to optimize an uncertain objective function. By applying Bellman's principle of optimality, the principle of optimality for the proposed model is presented and then the equation of optimality is derived. Finally, an example is given to show the the effectiveness of the results obtained. 相似文献
16.
A study is made of the conditions sufficient for the existence of overtaking trajectories for a class of infinite time-horizon, time-variant optimal control systems. Nonautonomy is restricted to disturbances with limits at infinity. The convergence property of the overtaking trajectories to the optimal steady-state limit is shown. 相似文献
17.
18.
A class of optimal control problems for a semilinear elliptic partial differential equation with mixed control-state constraints
is considered. Existence results of an optimal control and necessary optimality conditions are stated. Moreover, a projection
formula is derived that is equivalent to the necessary optimality conditions. As main result, the Lipschitz continuity of
the optimal control is obtained. 相似文献
19.
Z. Y. Wu 《Journal of Global Optimization》2007,39(3):427-440
In this paper, we present sufficient global optimality conditions for weakly convex minimization problems using abstract convex
analysis theory. By introducing (L,X)-subdifferentials of weakly convex functions using a class of quadratic functions, we first obtain some sufficient conditions
for global optimization problems with weakly convex objective functions and weakly convex inequality and equality constraints.
Some sufficient optimality conditions for problems with additional box constraints and bivalent constraints are then derived.
相似文献
20.
Olga Brezhneva Alexey A. Tret’yakov 《Journal of Optimization Theory and Applications》2017,174(2):367-387
In this paper, we present higher-order analysis of necessary and sufficient optimality conditions for problems with inequality constraints. The paper addresses the case when the constraints are not assumed to be regular at a solution of the optimization problems. In the first two theorems derived in the paper, we show how Karush–Kuhn–Tucker necessary conditions reduce to a specific form containing the objective function only. Then we present optimality conditions of the Karush–Kuhn–Tucker type in Banach spaces under new regularity assumptions. After that, we analyze problems for which the Karush–Kuhn–Tucker form of optimality conditions does not hold and propose necessary and sufficient conditions for those problems. To formulate the optimality conditions, we introduce constraint qualifications for new classes of nonregular nonlinear optimization. The approach of p-regularity used in the paper can be applied to various degenerate nonlinear optimization problems due to its flexibility and generality. 相似文献