Robust penalty function method for an uncertain multi-time control optimization problems |
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Authors: | Anurag Jayswal Manuel Arana-Jiménez |
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Affiliation: | 1. Department of Mathematics & Computing, Indian Institute of Technology (Indian School of Mines), Dhanbad-826004, Jharkhand, India;2. Department of Statistics and Operational Research, Faculty of SSCC and Communication, University of Cádiz, Cádiz, Spain |
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Abstract: | This paper gives some new results on multi-time first-order PDE constrained control optimization problem in the face of data uncertainty (MCOPU). We obtain the robust sufficient optimality conditions for (MCOPU). Further, we construct an unconstrained multi-time control optimization problem (MCOPU)? corresponding to (MCOPU) via absolute value penalty function method. Then, we show that the robust optimal solution to the constrained problem and a robust minimizer to the unconstrained problem are equivalent under suitable hypotheses. Moreover, we give some non-trivial examples to validate the results established in this paper. |
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Keywords: | Absolute value penalty function method Convexity Multi-time control optimization problem Robust necessary optimality conditions Robust optimal solution |
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