求解不等式约束最优化问题的MBF—ODE方法

１引言考虑用基于修正内罚函数的常微分方程（ＭＢＦ－ＯＤＥ）方法求解下列不等式约束极小化问题：其中ｆi∈ｃ２：Ｒ,ｉ=0,１,…,ｍ．求解无约束极小化问题的ＯＤＥ的一般形式是其中,φ（ｘ）∈Ｃ１：ΩＲｎ→Ｒ;ｓ（ｘ）∈Ｃ１：ΩＲｎ→Ｒｎ且满足φ（ｘ）＞０,ｓＴ（ｘ）ｆ（ｘ）＜０,ｆ（ｘ）∈Ｃ１：Ｒｎ→Ｒ为目标函数．为便于用ＯＤＥ方法求解（１．ｌ）,可藉助于罚函数将（１．ｌ）变换为无约束极小化问题（见［７］．但由于经典罚函数（ＣＢＦ）在计算上有较大的困难,我们采用修正内罚函数（ＭＢＦ）．其基本思想是用…     

Banach空间微分包含解的存在性和延拓定理

研究一类微分包含９集值微分方程）ｘ＇（ｔ）∈Ｆ（ｔ，ｚ），ｘ（ｔ０）＝ｘ０解的存在性，证明了解的存在和延拓定理。     

一类中立型泛函微分方程的周期解

本文考虑一类中立型微分差分方程ｘ′（ｔ）＋Ｃｘ′（ｔ－ｒ）＝Ａ（ｔ,ｘ）ｘ（ｔ）＋ｆ（ｔ,ｘ（ｔ－ｒ））,利用矩阵测度结合不动点定理的方法,得到其周期解存在的充分条件,所得定理改进或推广了「１－３」中的有关结果。     

变系数函数方程解的振动性

本文给出了变系数函数方程ｘ（ｇ（ｔ））＝Ｐ（ｔ）ｘ（ｔ）＋∑Ｑｉ（ｔ）ｘ（ｇｋ＋ｉ（ｔ））的一切解均ｉ＝１为振动的充分条件,其中Ｋ≥１为正整数．     

正线性算子对无穷区间上有界变差函数的点态逼近度

用ＢＶ［０，∞）表示在［０，∞）的每一有限子区间上为有界变差函数的函数构成的空间。用表示ＢＶ［０，∞）上的正线性算子，其中ｄｔＫｎ（ｘ，ｔ）是非负测度且，则有定理如果Ｌｎ（｜ｔ－ｘ｜β，ｘ）≤Ｃ（ｘ）／ｎｖ，，这里β＞０，ｖ≥１，Ｃ（ｘ）是一个与ｘ有关的常数，对ｆ∈ＢＶ［０，∞）和ｘ∈（０，∞）有这里作为应用，给出算子的逼近估计．     

一阶线性时滞微分不等式

研究了一阶线性时滞微分不等式ｘ‘（ｔ）＋ｐ（ｔ）ｘ（τ（ｔ））≤０正解的不存在性,其中ｐ（ｔ）τ（ｔ）∈Ｃ（〔ｔ０,∞）,〔０,∞））,τ（ｔ）≤ｔ所获充分条件改进了许多熟知的结论。     

调节熵函数法

１．引言 考虑如下极小极大问题这里ｆｉ（ｘ）是Ｒｎ中连续可微的函数,ｍ≥２是正整数（Ｐ）是一类比较典型的非光滑优化问题,是许多实际问题的数学模型．同时,线性规划的 Ｋａｒｍａｒｋａｒ标准型的对偶也是（Ｐ）的形式,光滑约束优化问题的一类重要罚函数法也是将问题化为类似（Ｐ）的形式．所以,如何有效地求解（Ｐ）,是一个重要问题．近些年发展起来的嫡函数法（或称凝聚函数法）是一种较新颖而实用的方法．它借助信息论中 Ｓｈａｎｎｏｎ熵的概念,推导出一族光滑的极大熵函数Ｆｐ（ｘ）,且Ｆｐ（ｘ）一致逼近要极小化的非光…     

一类沿曲面的奇异积分算子的（L^∞,BMO）—有界性

设ｎ≥３，定义Ｔｆ（ｘ，ｘｎ）＝Ｐ．Ｖ．∫Ｒ＾ｎ－１ｂ（ｔ）Ｋ（ｔ）ｆ（ｘ＝ｔ，ｘｎ－Г（│ｔ│））ｄｔ，其中ｘ∈Ｒ＾ｎ－１，ｂ（ｔ）为Ｒ＾ｎ－１上的有界函数，Ｋ（ｔ）为Ｒ＾ｎ－１上满足Ｈｏｒｍａｎｄｅｒ条件的函数，且Г（ｓ）为〔０，∞）上的任意函数。本文给出了Ｔ为（Ｌ∞（Ｒ＾ｎ），ＢＭＯ（Ｒ＾ｎ））一型，或等价地（Ｈ＾１（Ｒ＾ｎ），Ｌ＾１（Ｒ＾ｎ））一型时，ｂ所应满足的充分必要条件。     

奇阶中立型时滞微分方程解的振动性

１．引言考虑奇阶非线性泛函微分方程［ｘ（ｔ）－ｃｘ（ｔ—(）］（ｎ）＋ｐ（ｔ）ｆ（ｘ（ｔ－σ））＝０（１）对方程（１）我们作如下假设（Ｈ）：（Ｈ１）ｎ＞１是奇整数,ｐ∈Ｃ（（ｔ０,∞）,（ｔ０,∞））;（Ｈ２）τ＞０,σ＞０且０≤ｃ≤１;（Ｈ３）ｆ∈Ｃ（Ｒ,Ｒ）是单调增加,ｘｆ（ｘ）＞０,Ｘ≠０且当｜ｘ｜→∞时有｜ｆ（ｔ）｜→∞．设δ＝ｍａｘ｛τ,σ｝,∈Ｃ（［Ｔ－δ,Ｔ］,Ｒ）．方程（１）在［Ｔ,∞）上的解是指函数ｘ∈Ｃ（［Ｔ,∞）,Ｒ）,使得ｘ（ｔ）＝(（ｔ）,Ｔ－δ≤ｔ≤Ｔ,［ｘ（ｔ）－ｃｘ…     

由可逆线性系统确定的算子插值样条及其构造与连续性质

１．引言 样条理论与线性系统理论的相互联系与相互渗透,对促进样条理论与方法在随机过程最佳估计、极小能控制和数字信号处理等方面的应用有着重要的意义［１－４］．对于由一个线性微分算子确定的插值样条函数,它与线性系统及最优控制的联系是很明显的．设Ｌ（Ｄ）为线性微分算子,方程 Ｌ（Ｄ）ｙ（ｔ）＝ｕ（ｔ）总与一个能控规范型线性系统相对应, Ｌ（Ｄ）是从该系统的输出ｙ（ｔ）到输入ｕ（ｔ）的线性算子．在一个相应的再生核 Ｈｉｌｂｅｒｔ空间中,用范数｜｜Ｌ（Ｄ）ｙ（ｔ）｜｜在插值约束下的极小解定义微分算子插值样条．…     

One-sided Perron Differential Inclusions

The main qualitative properties of the solution set of almost lower (upper) semicontinuous one-sided Perron differential inclusion with state constraints in finite dimensional spaces are studied. Using the technique introduced by Veliov (Nonlinear Anal 23:1027–1038, 1994) we give sufficient conditions for the solution map of the above state constrained differential inclusion to be continuous in the sense of Hausdorff metric. An application on the propagation of the continuity of the state constrained minimum time function associated with the nonautonomous differential inclusion and the target zero is given. Some relaxation theorems are proved, which are used afterward to derive necessary and sufficient conditions for invariance.     

Necessary extremum conditions for differential inclusion with aftereffect

Necessary extremum conditions for optimization problem on the minimum of a functional specified at the right-hand end of the trajectory of differential inclusion with aftereffect are obtained. The constraints, specified at the left-hand end of the trajectory, imply that the initial function belongs to some rnultivalued mapping. The problem is considered at the fixed interval of time     

Analysis of Nonlinear Quadratic Control in Infinite Time

This study refers to minimization of quadratic functionals in infinite time. The coefficients of the quadratic form are quadratic matrices, function of the state variable. Dynamic constraints are represented by a bilinear differential systems of the form. The necessary extremum conditions determine the adjoint variables λ and the control variables u as functions of state variable, respectively the adjoint system corresponding to those functions. Thus it will be obtained a matrix differential equation where the solution representing the positive defined symmetric matrix P ( x ), verifies the Riccati algebraic equation. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

一类偏差依赖状态自身的泛函微分方程

本文证明了一类偏差依赖状态自身的泛函微分方程ｘ′（ｔ）＝ａ（ｔ）ｆ（ｘ（ｔ），ｘ（ｘ（ｔ）））之所有强弱解都必单调，并且首次详尽地研究了方程ｘ′（ｔ）＝ａｘ（ｔ）＋ｂｘ（ｘ（ｔ）），ａ·ｂ≠０强解的存在性及渐近性态。     

Discontinuous Solutions to Unbounded Differential Inclusions under State Constraints. Applications to Optimal Control Problems

We consider a nonconvex and unbounded differential inclusion derived from a control system whose control sets are time and space-dependent. We extend the inclusion in order to allow discontinuous trajectories. We prove that the set of solutions of the original inclusion is dense in the set of solutions of the extended inclusion and, moreover, these last solutions are stable with respect to the initial data. Both of these results are also proven in the presence of state and integral constraints (assuming suitable conditions at the boundary of the constraining set). As an application, the value function of a Mayer problem is shown to be continuous and the unique viscosity solution of a Hamilton–Jacobi equation with suitable boundary conditions.     

Approximate Weak Invariance and Relaxation for Fully Nonlinear Differential Inclusions

In this paper we prove that a given set K is approximately weakly invariant with respect to the fully nonlinear differential inclusion $${x^\prime (t) \in Ax (t) + F (x (t))}$$ , where A is an m-dissipative operator, and F is a given multi-function in a Banach space, if and only if the set ${F(\xi)}$ is A-quasi-tangent to the set K, for every ${{\xi \in K}}$ . As an application, we establish that the approximate solutions of the given differential inclusion approximate the solutions of the relaxed (convexified) nonlinear differential inclusion $${x^\prime (t) \in Ax (t) + \overline{co}F (x (t))}$$ , with no hypotheses of Lipschitz type for multi-function F.     

Existence of optimal controls for some nonlinear processes

We prove the existence of optimal controls for an ordinary differential system which is nonlinear in the state functionx but is linear in the control functionu, that is, $$dx/dt = f_1 (t,x) + f_2 (t,x)u$$ Rather weak regularity assumptions are made on the right-hand side of the above system, the constraints, and the cost functional.     

Lower semi-continuity of the solution set for semilinear differential inclusions

In this paper we provide sufficient conditions for the solution set of a semilinear differential inclusion to be lower semi-continuous. We give an application to the propagation of continuity of the minimum time function associated with the given differential inclusion and the target zero.     

临界状态下具渐近周期系数的一阶时滞微分方程的振动性

首先证明了在临界情形ｌｉｍｉｎｆ「ｐ（ｔ）－ｒ（ｔ）」＝０且∫ｔ－ｒｒ（ｓ）ｄｓ＝１／ｅ下一阶时滞微分方程ｘ’（ｔ）＋ｐ（ｔ）ｘ（ｔ－τ）＝０（＊）所有解振动等价于Ｒｉｃｃａｔｉ不等式ｗ（ｔ）＋ｒ（ｔ）ｗ＾２（ｔ）＋２ｅ＾２（ｐ（ｔ）＝ｒ（ｔ））≤０无最终正解,然后据此给出了方程（＊）在临界状态下两个振动及非振动准则。     

Multilevel optimization for PDAE-constrained optimal control problems with pointwise constraints on control and state

We have developed a fully adaptive optimization environment suitable to solve complex optimal control problems restricted by partial differential algebraic equations (PDAEs) and pointwise constraints on the control [1, 2]. This contribution is devoted to the inclusion of pointwise constraints on the state within the optimization environment. To this end we first give a brief introduction into the architecture of the environment and the inclusion of pointwise constraints on the state by Moreau-Yosida regularization. Then, we test the new tool by applying it to an optimal boundary control problem for the cooling of hot glass down to room temperature, modeled by radiative heat transfer and semi-transparent boundary conditions. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)