scholarly journals An Active Set Smoothing Method for Solving Unconstrained Minimax Problems

2020 ◽  
Vol 2020 ◽  
pp. 1-25
Author(s):  
Zhengyong Zhou ◽  
Qi Yang
Keyword(s):  
Minimax Problems ◽  
Unconstrained Minimization ◽  
Smoothing Method ◽  
Smoothing Function ◽  
Active Set ◽  
Maximum Function ◽  
Minimization Method ◽  
Lipschitz Continuous ◽  
Locally Lipschitz ◽  
Smoothing Parameters

In this paper, an active set smoothing function based on the plus function is constructed for the maximum function. The active set strategy used in the smoothing function reduces the number of gradients and Hessians evaluations of the component functions in the optimization. Combing the active set smoothing function, a simple adjustment rule for the smoothing parameters, and an unconstrained minimization method, an active set smoothing method is proposed for solving unconstrained minimax problems. The active set smoothing function is continuously differentiable, and its gradient is locally Lipschitz continuous and strongly semismooth. Under the boundedness assumption on the level set of the objective function, the convergence of the proposed method is established. Numerical experiments show that the proposed method is feasible and efficient, particularly for the minimax problems with very many component functions.

scholarly journals No Infimum Gap and Normality in Optimal Impulsive Control Under State Constraints

2021 ◽  
Author(s):  
Giovanni Fusco ◽  
Monica Motta
Keyword(s):  
Original Problem ◽  
State Constraints ◽  
Impulsive Control ◽  
Sufficient Conditions ◽  
Continuous Data ◽  
Lipschitz Continuous ◽  
Extended Sense ◽  
Unbounded Controls ◽  
Locally Lipschitz ◽  
Optimal Impulsive Control

AbstractIn this paper we consider an impulsive extension of an optimal control problem with unbounded controls, subject to endpoint and state constraints. We show that the existence of an extended-sense minimizer that is a normal extremal for a constrained Maximum Principle ensures that there is no gap between the infima of the original problem and of its extension. Furthermore, we translate such relation into verifiable sufficient conditions for normality in the form of constraint and endpoint qualifications. Links between existence of an infimum gap and normality in impulsive control have previously been explored for problems without state constraints. This paper establishes such links in the presence of state constraints and of an additional ordinary control, for locally Lipschitz continuous data.

The Multidirectional Mean Value Theorem in Banach Spaces

1997 ◽  
Vol 40 (1) ◽  
pp. 88-102 ◽  
Author(s):  
M. L. Radulescu ◽  
F. H. Clarke
Keyword(s):  
Banach Spaces ◽  
Hilbert Spaces ◽  
Continuous Functions ◽  
Mean Value ◽  
Mean Value Theorem ◽  
Locally Lipschitz Functions ◽  
Bump Function ◽  
Lipschitz Continuous ◽  
Lower Semi ◽  
Locally Lipschitz

AbstractRecently, F. H. Clarke and Y. Ledyaev established a multidirectional mean value theorem applicable to lower semi-continuous functions on Hilbert spaces, a result which turns out to be useful in many applications. We develop a variant of the result applicable to locally Lipschitz functions on certain Banach spaces, namely those that admit a C1-Lipschitz continuous bump function.

scholarly journals Some hemivariational inequalities in the Euclidean space

2019 ◽  
Vol 9 (1) ◽  
pp. 958-977 ◽  
Author(s):  
Giovanni Molica Bisci ◽  
Dušan Repovš
Keyword(s):  
Weak Solution ◽  
Euclidean Space ◽  
Sobolev Space ◽  
Hemivariational Inequalities ◽  
Existence Of Weak Solutions ◽  
Lipschitz Continuous ◽  
Variational Structure ◽  
Locally Lipschitz ◽  
Sign Changing Solutions ◽  
Continuous Functionals

Abstract The purpose of this paper is to study the existence of weak solutions for some classes of hemivariational problems in the Euclidean space ℝd (d ≥ 3). These hemivariational inequalities have a variational structure and, thanks to this, we are able to find a non-trivial weak solution for them by using variational methods and a non-smooth version of the Palais principle of symmetric criticality for locally Lipschitz continuous functionals, due to Krawcewicz and Marzantowicz. The main tools in our approach are based on appropriate theoretical arguments on suitable subgroups of the orthogonal group O(d) and their actions on the Sobolev space H1(ℝd). Moreover, under an additional hypotheses on the dimension d and in the presence of symmetry on the nonlinear datum, the existence of multiple pairs of sign-changing solutions with different symmetries structure has been proved. In connection to classical Schrödinger equations a concrete and meaningful example of an application is presented.

LIPSCHITZ CONTINUITY FOR H-CONVEX FUNCTIONS IN CARNOT GROUPS

2006 ◽  
Vol 08 (01) ◽  
pp. 1-8 ◽  
Author(s):  
MINGBAO SUN ◽  
XIAOPING YANG
Keyword(s):  
Convex Functions ◽  
Lipschitz Continuity ◽  
Carnot Group ◽  
Carnot Groups ◽  
Lipschitz Continuous ◽  
Locally Lipschitz ◽  
Locally Lipschitz Continuous

For a Carnot group G of step two, we prove that H-convex functions are locally bounded from above. Therefore, H-convex functions on a Carnot group G of step two are locally Lipschitz continuous by using recent results by Magnani.

scholarly journals A Spline Smoothing Newton Method for Semi-Infinite Minimax Problems

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Li Dong ◽  
Bo Yu ◽  
Yu Xiao
Keyword(s):  
Newton Method ◽  
Large Scale ◽  
Minimax Problems ◽  
Smoothing Newton Method ◽  
Spline Smoothing ◽  
Smoothing Technique ◽  
Active Set ◽  
Discretization Methods ◽  
Numerical Tests ◽  
Infinite Programming

Based on discretization methods for solving semi-infinite programming problems, this paper presents a spline smoothing Newton method for semi-infinite minimax problems. The spline smoothing technique uses a smooth cubic spline instead of max function and only few components in the max function are computed; that is, it introduces an active set technique, so it is more efficient for solving large-scale minimax problems arising from the discretization of semi-infinite minimax problems. Numerical tests show that the new method is very efficient.

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