scholarly journals Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming

Optimization ◽  
2006 ◽  
Vol 55 (5-6) ◽  
pp. 685-708 ◽  
Author(s):  
B. S. Mordukhovich ◽  
N. M. Nam ◽  
N. D. Yen
2012 ◽  
Vol 2012 ◽  
pp. 1-11 ◽  
Author(s):  
Lihua Li ◽  
Yan Gao ◽  
Gexia Wang

An optimal control problem for a class of hybrid impulsive and switching systems is considered. By defining switching times as part of extended state, we get the necessary optimality conditions for this problem. It is shown that the adjoint variables satisfy certain jump conditions and the Hamiltonian are continuous at switching instants. In addition, necessary optimality conditions of Fréchet subdifferential form are presented in this paper.


1984 ◽  
Vol 30 (2) ◽  
pp. 193-218 ◽  
Author(s):  
Bevil M. Glover

For an abstract mathematical programming problem involving quasidifferentiable cone-constraints we obtain necessary (and sufficient) optimality conditions of the Kuhn-Tucker type without recourse to a constraint qualification. This extends the known results to the non-differentiable setting. To obtain these results we derive several simple conditions connecting various concepts in generalized convexity not requiring differentiability of the functions involved.


2020 ◽  
Vol 26 ◽  
pp. 37 ◽  
Author(s):  
Elimhan N. Mahmudov

The present paper studies the Mayer problem with higher order evolution differential inclusions and functional constraints of optimal control theory (PFC); to this end first we use an interesting auxiliary problem with second order discrete-time and discrete approximate inclusions (PFD). Are proved necessary and sufficient conditions incorporating the Euler–Lagrange inclusion, the Hamiltonian inclusion, the transversality and complementary slackness conditions. The basic concept of obtaining optimal conditions is locally adjoint mappings and equivalence results. Then combining these results and passing to the limit in the discrete approximations we establish new sufficient optimality conditions for second order continuous-time evolution inclusions. This approach and results make a bridge between optimal control problem with higher order differential inclusion (PFC) and constrained mathematical programming problems in finite-dimensional spaces. Formulation of the transversality and complementary slackness conditions for second order differential inclusions play a substantial role in the next investigations without which it is hardly ever possible to get any optimality conditions; consequently, these results are generalized to the problem with an arbitrary higher order differential inclusion. Furthermore, application of these results is demonstrated by solving some semilinear problem with second and third order differential inclusions.


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