Variational perturbations of the minimum effort problem

This paper belongs to the class of works about perturbations of linear-quadratic control problems. Given a linear, bounded, surjective operatorL _o:BV, between Banach spaces, the problem of minimizing |u–|, B, among all the elementsu satisfying the constraintsL _o u=y, has unique solutions under suitable hypotheses onB.The same occurs if we consider a sequence of operatorsL _n :BV, which represent perturbations of theL _o-operator. Ifu _n (, y) andu _o(, y) are the minima of the perturbed problem and the original problems, respectively, convergence ofu _n tou _o is characterized by means of convergences ofL _n and their adjoint operators, in the case whenV ^l .A sufficiency criterion is given whenB andV are Hilbert spaces. Finally, we study an example problem governed by an ordinary differential equation, in which convergence of the minima is characterized in terms of control coefficients.This work was supported by CNR-GNAFA, Rome, Italy.     

On alternative theorems and necessary conditions for efficiency

In this article, we establish theorems of the alternative for a system described by inequalities, equalities and a set inclusion, which are generalizations of Tucker's classical theorem of the alternative, and develop Kuhn–Tucker necessary conditions for efficiency to mathematical programs in normed linear spaces involving inequality, equality and set constraints with positive Lagrange multipliers of all the components of objective functions.     

A minimum effort optimal control problem for the wave equation

A minimum effort optimal control problem for the undamped wave equation is considered which involves L ^∞-control costs. Since the problem is non-differentiable a regularized problem is introduced. Uniqueness of the solution of the regularized problem is proven and the convergence of the regularized solutions is analyzed. Further, a semi-smooth Newton method is formulated to solve the regularized problems and its superlinear convergence is shown. Thereby special attention has to be paid to the well-posedness of the Newton iteration. Numerical examples confirm the theoretical results.     

Existence theorems for general control problems of Bolza and Lagrange

The existence of solutions is established for a very general class of problems in the calculus of variations and optimal control involving ordinary differential equations or contingent equations. The theorems, while relatively simple to state, cover, besides the more classical cases, problems with considerably weaker assumptions of continuity or boundedness. For example, the cost functional may only be lower semicontinuous in the control and may approach + ∞ as one nears certain boundary points of the control region; both endpoints in the problem may be “free”. Earlier results of Cesari, Olech and the author are thereby extended.The development is based on the theory of convex integral functionals and their conjugates. The first step is to show that, for purposes of existence theory, the problem can be reduced to a simpler model where control variables are not present as such. This model, resembling a classical problem of Bolza in the calculus of variations, but where the functions are extended-real-valued, is then investigated using, above all, the conjugacy correspondence between generalized Lagrangians and Hamiltonians.     

Sufficient conditions for a minimum of the free-final-time optimal control problem

The sufficient conditions for a minimum of the free-final-time optimal control problem are the strengthened Legendre-Clebsch condition and the conjugate point condition. In this paper, a new approach for determining the location of the conjugate point is presented. The sweep method is used to solve the linear two-point boundary-value problem for the neighboring extremal path from a perturbed initial point to the final constraint manifold. The new approach is to solve for the final condition Lagrange multiplier perturbation and the final time perturbation simultaneously. Then, the resulting neighboring extremal control is used to write the second variation as a perfect square and obtain the conjugate point condition. Finally, two example problems are solved to illustrate the application of the sufficient conditions.     

Existence of positive solutions for a general nonlinear eigenvalue problem

Let Ω R n be a bounded domain, H = L 2 (Ω), L : D(L) H → H be an unbounded linear operator, f ∈ C(■× R, R) and λ∈ R. The paper is concerned with the existence of positive solutions for the following nonlinear eigenvalue problem Lu = λf (x, u), u ∈ D(L), which is the general form of nonlinear eigenvalue problems for differential equations. We obtain the global structure of positive solutions, then we apply the results to some nonlinear eigenvalue problems for a second-order ordinary differential equation and a fourth-order beam equation, respectively. The discussion is based on the fixed point index theory in cones.     

具有脉冲的二阶三点边值问题存在性定理

In this paper, two existence theorems are given concerning the following 3-point boundary value problem of second order differential systems with impulses     

Second-order necessary conditions in a domain optimization problem

Second-order necessary conditions of the Kuhn-Tucker type for optimality in a domain optimization problem are studied. The second variation, corresponding to a boundary variation, of the solution to a boundary-value problem is shown to exist and is given as the solution of a boundary-value problem of the same type. The boundary data are shown to be given in terms of the solution and the first variation of the solution. From these results, the second variation of the objective function is calculated to derive second-order necessary conditions of the Kuhn-Tucker type.A part of this work was presented under the title of Second Variation and Its Application in a Domain Optimization Problem at the 4th IFAC Symposium on Control of Distributed-Parameter Systems, Los Angeles, California, 1986 and appeared in the Proceedings of the Symposium, Control of Distributed Parameter Systems, Pergamon Press, 1986. The author wishes to express his thanks to Professor Y. Sakawa of Osaka University for his encouragement. The author thanks the referees for critical reading and helpful comments.     

Sufficient conditions for a global minimum in a nonlinear programming problem

Translated from Issledovaniya po Prikladnoi Matematike, No. 1, pp. 103–108, 1973.     

Equivalent conditions for the general Stone-Weierstrass problem

We generalize the setting of the Stone-Weierstrass problem to the cone CP(A, H) of all completely positive linear maps of a C^*-algebra A into the C^*-algebra B(H) of all bounded linear operators on a Hilbert space H, and give some equivalent conditions for the problem. As a consequence, a new generalized spectrum, containing pure states and irreducible representations, will be introduced.     

Integral formulation for a steady-state transport process with general boundary conditions

A linear equation for a particle steady-state transport process in a homogeneous slab of finite thickness with boundary conditions of general type is derived. This equation differs from the well-known integral equation for no-reentry boundary conditions because of the presence of a per-turbance linear operator which describes the effect of the re-emission of the particles incident at the wall. The properties of the resulting operator are investigated. The dependence of the first positive eigenvalue on physical parameters is studies in detail. The results obtained are enough to discuss the existence of a critical strictly positive solution of the physical problems which motivated this research.     

Existence conditions for the uniformly minimum risk unbiased estimators in a class of linear models

This paper studies the existence of the uniformly minimum risk unbiased (UMRU) estimators of parameters in a class of linear models with an error vector having multivariate normal distribution or t-distribution, which include the growth curve model, the extended growth curve model, the seemingly unrelated regression equations model, the variance components model, and so on. The necessary and sufficient existence conditions are established for UMRU estimators of the estimable linear functions of regression coefficients under convex losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model with normality assumption, the conclusions given in the literature can be derived by applying the general results in this paper. For the variance components model, the necessary and sufficient existence conditions are reduced as terse forms.     

First-order necessary optimality conditions for general bilevel programming problems

We formulate in this paper several versions of the necessary conditions for general bilevel programming problems. The technique used is related to standard methods of nonsmooth analysis. We treat separately the following cases: Lipschitz case, differentiable case, and convex case. Many typical examples are given to show the efficiency of theoretical results. In the last section, we formulate the general multilevel programming problem and give necessary conditions of optimality in the general case. We illustrate then the application of these conditions by an example.Lecturer, Département d'Informatique et de Recherche Opérationnelle, Université de Montréal, Montreal, Canada.The author is indebted to Professor M. Florian for support and encouragement in the writing of this paper.     

Existence of solutions for a perturbed Dirichlet problem without growth conditions

We present some results on the existence and multiplicity of solutions for boundary value problems involving equations of the type −Δu=f(x,u)+λg(x,u), where Δ is the Laplacian operator, λ is a real parameter and , are two Carathéodory functions having no growth conditions with respect to the second variable. The approach is variational and mainly based on a critical point theorem by B. Ricceri.     

Equivalent formulations and necessary optimality conditions for the Lennard–Jones problem

The minimization of molecular potential energy functions is one of the most challenging, unsolved nonconvex global optimization problems and plays an important role in the determination of stable states of certain classes of molecular clusters and proteins. In this paper, some equivalent formulations and necessary optimality conditions for the minimization of the Lennard–Jones potential energy function are presented. A new strategy, the code partition algorithm, which is based on a bilevel optimization formulation, is proposed for searching for an extremal Lennard–Jones code. The convergence of the code partition algorithm is proved and some computational results are reported.