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Wyświetlanie 1-4 z 4
Tytuł:
Second-order optimality conditions in nonsmooth vector optimization
Autorzy:
Yadav, Priyanka
Powiązania:
https://bibliotekanauki.pl/articles/31342762.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
vector optimization
cones
nonsmooth second-order cone-convexity
second-order optimality
duality
Opis:
In this paper, we introduce new classes of nonsmooth second-order cone-convex functions and respective generalizations in terms of first and second-order directional derivative. These classes encapsulate several already existing classes of cone-convex functions and their weaker variants. Second-order KKT type sufficient optimality conditions and duality results for a nonsmooth vector optimization problem are proved using these functions. The results have been supported by examples.
Źródło:
Control and Cybernetics; 2023, 52, 1; 35-51
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimality conditions for a class of relaxed quasiconvex minimax problems
Autorzy:
Diem, H. T. H.
Khanh, P. Q.
Powiązania:
https://bibliotekanauki.pl/articles/205919.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
minimax problem
optimality conditions
convex sublevel sets
normal cones
star subdifferentials
adjusted subdiffer- entials
Opis:
A class of minimax problems is considered. We approach it with the techniques of quasiconvex optimization, which includes most important nonsmooth and relaxed convex problems and has been intensively developed. Observing that there have been many contributions to various themes of minimax problems, but surprisingly very few on optimality conditions, the most traditional and developed topic in optimization, we establish both necessary and sufficient conditions for solutions and unique solutions. A main feature of this work is that the involved functions are relaxed quasi- convex in the sense that the sublevel sets need to be convex only at the considered point. We use star subdifferentials, which are slightly bigger than other subdifferentials applied in many existing results for minimization problems, but may be empty or too small in various situations. Hence, when applied to the special case of minimization problems, our results may be more suitable. Many examples are provided to illustrate the applications of the results and also to discuss the imposed assumptions.
Źródło:
Control and Cybernetics; 2014, 43, 2; 249-260
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Equivalence of second order optimality conditions for bang-bang control problems. Part 2 : Proofs, variational derivatives and representations
Autorzy:
Osmolovskii, N. P.
Maurer, H.
Powiązania:
https://bibliotekanauki.pl/articles/969736.pdf
Data publikacji:
2007
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
bang-bang control
second order necessary and sufficient conditions
critical cones
equivalence of quadratic forms
representation of the Hessian of the Lagrangian
Opis:
In Part 1 of this paper (Osmolovskii and Maurer, 2005), we have summarized the main results on the equivalence of two quadratic forms from which second order necessary and sufficient conditions can be derived for optimal bang-bang control problems. Here, in Part 2, we give detailed proofs and elaborate explicit relations between Lagrange multipliers and elements of the critical cones in both approaches. The main analysis concerns the derivation of formulas for the first and second order derivatives of trajectories with respect to variations of switching times, initial and final time and initial point. This leads to explicit representations of the second order derivatives of the Lagrangian for the induced optimization problem. Based on a suitable transformation, we obtain the elements of the Hessian of the Lagrangian in a form which involves only first order variations of the nominal trajectory. Finally, a careful regrouping of all terms allows us to find the desired equivalence of the two quadratic forms.
Źródło:
Control and Cybernetics; 2007, 36, 1; 5-45
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Towards historical roots of necessary conditions of optimality: Regula of Peano
Autorzy:
Dolecki, S.
Greco, G. H.
Powiązania:
https://bibliotekanauki.pl/articles/970285.pdf
Data publikacji:
2007
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
różniczkowalność
zbiór wypukły
differentiability
convex set
Kuratowski limit of sets
tangent cones
condition of optimality
mean value theorem
Peano remainder
Peano's regula
strict derivability
Peano's Formulario Mathematico
Peano's Geometric Calculus
Grassmann's Ausdehnungslehre
Opis:
At the end of 19th century Peano discerned vector spaces, differentiability, convex sets, limits of families of sets, tangent cones, and many other concepts, in a modern perfect form. He applied these notions to solve numerous problems. The theorem on necessary conditions of optimality (Regula) is one of these. The formal language of logic that he developed, enabled him to perceive mathematics with great precision and depth. Actually he built mathematics axiomatically based exclusively on logical and set-theoretic primitive terms and properties, which was a revolutionary turning point in the development of mathematics.
Źródło:
Control and Cybernetics; 2007, 36, 3; 491-518
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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