Parametric Method for Global Optimization

This paper considers constrained and unconstrained parametric global optimization problems in a real Hilbert space. We assume that the gradient of the cost functional is Lipschitz continuous but not smooth. A suitable choice of parameters implies the linear or superlinear (supergeometric) convergence of the iterative method. From the numerical experiments, we conclude that our algorithm is faster than other existing algorithms for continuous but nonsmooth problems, when applied to unconstrained global optimization problems. However, because we solve 2n + 1 subproblems for a large number n of independent variables, our algorithm is somewhat slower than other algorithms, when applied to constrained global optimization.This work was partially supported by the NATO Outreach Fellowship - Mathematics 219.33.We thank Professor Hans D. Mittelmann, Arizona State University, for cooperation and support.     

Nonsmooth analysis on smooth manifolds

We study infinitesimal properties of nonsmooth (nondifferentiable) functions on smooth manifolds. The eigenvalue function of a matrix on the manifold of symmetric matrices gives a natural example of such a nonsmooth function.

A subdifferential calculus for lower semicontinuous functions is developed here for studying constrained optimization problems, nonclassical problems of calculus of variations, and generalized solutions of first-order partial differential equations on manifolds. We also establish criteria for monotonicity and invariance of functions and sets with respect to solutions of differential inclusions.

     

A Multivalued Approach to the Planar Isosceles Three Body Problem

The isosceles three body problem consists of three point masses located on the vertices of an isosceles triangle on the plane. The two masses on the asymmetric edge are equal. This problem has been extensively studied but not as a perturbation of the Kepler problem. In this case we arrive at a differential inclusion as a natural formulation when we regularize the problem. We also derive an extension of the vectorfield that allows us to consider orbits across singular sets.      

Paths to constrained Nash equilibria

We propose and analyze a primal-dual, infinitesimal method for locating Nash equilibria of constrained, non-cooperative games. The main object is a family of nonstandard Lagrangian functions, one for each player. With respect to these functions the algorithm yields separately, in differential form, directions of steepest-descent in all decision variables and steepest-ascent in all multipliers. For convergence we need marginal costs to be monotone and constraints to be convex inequalities. The method is largely decomposed and amenable for parallel computing. Other noteworthy features are: non-smooth data can be accommodated; no projection or optimization is needed as subroutines; multipliers converge monotonically upward; and, finally, the implementation amounts, in essence, only to numerical integration.     

Local characterization of invariant sets of an autonomous differential inclusion

Summary An application in robotics motivates us to characterize the evolution of a subset in state space due to a compact neighborhood of an arbitrary dynamical system—an instance of a differential inclusion. Earlier results of Blagodat·skikh and Filippov (1986) and Butkovskii (1982) characterize the boundary of theattainable set and theforward projection operator of a state. Our first result is a local characterization of the boundary of the forward projection ofa compact regular subset of the state space. Let the collection of states such that the differential inclusion contains an equilibrium point be called asingular invariant set. We show that the fields at the boundary of the forward projection of a singular invariant set are degenerate under some regularity assumptions when the state-wise boundary of the differential inclusion is smooth. Consider instead those differential inclusions such that the state-wise boundary of the problem is a regular convex polytope—a piecewise smooth boundary rather than smooth. Our second result gives conditions for theuniqueness andexistence of the boundary of the forward projection of a singular invariant set. They characterize the bundle of unstable and stable manifolds of such a differential inclusion.     

Wave-obstacle interaction in a lossy medium: energy perturbations and negative extinction

The concept of a generalized extinction cross-section introduced in a previous paper is given in detail and exemplified by the problem of scattering by an elastic cylinder embedded in a viscoelastic matrix. It is shown that under certain conditions the presence of inclusion may have a supporting effect on wave propagation (negative extinction). The derived low-frequency expansions indicate that the Rayleigh law may not hold in the case of a lossy medium. Numerical results as well as discussions concerning separation between scattering and intrinsic viscoelastic losses are also given.     

Convergence rates for forward–backward dynamical systems associated with strongly monotone inclusions

We investigate the convergence rates of the trajectories generated by implicit first and second-order dynamical systems associated to the determination of the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space. We show that these trajectories strongly converge with exponential rate to a zero of the sum, provided the latter is strongly monotone. We derive from here convergence rates for the trajectories generated by dynamical systems associated to the minimization of the sum of a proper, convex and lower semicontinuous function with a smooth convex one provided the objective function fulfills a strong convexity assumption. In the particular case of minimizing a smooth and strongly convex function, we prove that its values converge along the trajectory to its minimum value with exponential rate, too.     

Invariant sets and Lyapunov pairs for differential inclusions with maximal monotone operators

We give different conditions for the invariance of closed sets with respect to differential inclusions governed by a maximal monotone operator defined on Hilbert spaces, which is subject to a Lipschitz continuous perturbation depending on the state. These sets are not necessarily weakly closed as in [3], [4], while the invariance criteria are still written by using only the data of the system. So, no need to the explicit knowledge of neither the solution of this differential inclusion, nor the semi-group generated by the maximal monotone operator. These invariant/viability results are next applied to derive explicit criteria for a-Lyapunov pairs of lower semi-continuous (not necessarily weakly-lsc) functions associated to these differential inclusions. The lack of differentiability of the candidate Lyapunov functions and the consideration of general invariant sets (possibly not convex or smooth) are carried out by using techniques from nonsmooth analysis.     

Systems of p-Laplacian differential inclusions with large diffusion

In this paper we consider coupled systems of p-Laplacian differential inclusions and we prove, under suitable conditions, that a homogenization process occurs when diffusion parameters become arbitrarily large. In fact we obtain that the attractors are continuous at infinity on L²(Ω)×L²(Ω) topology, with respect to the diffusion coefficients, and the limit set is the attractor of an ordinary differential problem.     

Multiple and sign‐changing solutions for the multivalued p ‐Laplacian equation

We consider a class of elliptic inclusions under Dirichlet boundary conditions involving multifunctions of Clarke's generalized gradient. Under conditions given in terms of the first eigenvalue as well as the Fu?ik spectrum of the p ‐Laplacian we prove the existence of a positive, a negative and a sign‐changing solution. Our approach is based on variational methods for nonsmooth functionals (nonsmooth critical point theory, second deformation lemma), and comparison principles for multivalued elliptic problems. In particular, the existence of extremal constant‐sign solutions plays a key role in the proof of sign‐changing solutions (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)