Optimality of Approximate Quasi-Weakly Efficient Solutions for Vector Equilibrium Problems via Convexificators

This paper is devoted to the investigation of optimality conditions for approximate quasi-weakly efficient solutions to a class of nonsmooth Vector Equilibrium Problem (VEP) via convexificators. First, a necessary optimality condition for approximate quasi-weakly efficient solutions to problem (VEP) is presented by making use of the properties of convexificators. Second, the notion of approximate pseudoconvex function in the form of convexificators is introduced, and its existence is verified by a concrete example. Under the introduced generalized convexity assumption, a sufficient optimality condition for approximate quasi-weakly efficient solutions to problem (VEP) is also established. Finally, a scalar characterization for approximate quasi-weakly efficient solutions to problem (VEP) is obtained by taking advantage of Tammer’s function.

Optimal control of transverse vibration of a moving string with time-varying lengths

<p style='text-indent:20px;'>In this article, we are concerned with optimal control for the transverse vibration of a moving string with time-varying lengths. In the fixed final time horizon case, the Pontryagin maximum principle is established for the investigational system with a moving boundary, owing to the Dubovitskii and Milyutin functional analytical approach. A remark then follows for discussing the utilization of obtained necessary optimality condition.</p>

A non-standard class of variational problems of Herglotz type

<p style='text-indent:20px;'>In this paper, we extend the variational problem of Herglotz considering the case where the Lagrangian depends not only on the independent variable, an unknown function <inline-formula><tex-math id="M1">\begin{document}$ x $\end{document}</tex-math></inline-formula> and its derivative and an unknown functional <inline-formula><tex-math id="M2">\begin{document}$ z $\end{document}</tex-math></inline-formula>, but also on the end points conditions and a real parameter. Herglotz's problems of calculus of variations of this type cannot be solved using the standard theory. Main results of this paper are necessary optimality condition of Euler-Lagrange type, natural boundary conditions and the Dubois-Reymond condition for our non-standard variational problem of Herglotz type. We also prove a necessary optimality condition that arises as a consequence of the Lagrangian dependence of the parameter. Our results not only provide a generalization to previous results, but also give some other interesting optimality conditions as special cases. In addition, two examples are given in order to illustrate our results.</p>

A note on the paper "Optimality conditions for nonsmooth interval-valued and multiobjective semi-infinite programming"

A nonsmooth semi-infinite interval-valued vector programming problem is solved in the paper by Jennane et all. (RAIRO-Oper. Res. doi: 10.1051/ro/2020066, 2020). The necessary optimality condition obtained by the authors, as well as its proof, is false. Some counterexamples are given to refute some results on which the main result (Theorem 4.5) is based. For the convinience of the reader, we correct the faulty in those results, propose a correct formulation of Theorem 4.5 and give also a short proof.

LINEARIZED REQUIRED OPTIMALITY CONDITIONS IN ONE SMOOTH GURSA-DARBU SYSTEM MANAGEMENT PROBLEM

In class measurable (in Lebesgue sense) and bounded control vector functions, we consider one non-smooth optimal control problem of the Goursat – Darboux system with a multipoint quality functional, which is a generalization terminal type functional. Applying one modified version of the increment method, and assuming that the right side of the equation and the functional qualities in a vector state have derivatives in any direction, the necessary optimality condition in derivative terms in the direction flax general is proved. The case of a quasidifferentiable quality functional is considered. In particular, the minimax problem is studied. Under the assumption that the control region is convex, taking into account the properties of non-differentiable functions, the necessary optimality condition is established, which is an analog of the linearized integral principle of maximin, which is constructive in nature and generalizes the point wise linearized (differential) maximum principle.

Optimality conditions for non-Lipschitz vector problems with inclusion constraints

<span class="fontstyle0"><span style="font-size: small;">We use the concept of approximation introduced by D.T Luc et al. as<br />generalized derivative for non-Lipschitz vector functions to consider vector problems<br />with non-Lipschitz data under inclusion constraints. Some calculus of approximations<br />are presented. A necessary optimality condition, type of KKT condition, for local<br />efficient solutions of the problems is established under an assumption on regularity.<br />Applications and numerical examples are also given.</span></span>

Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints

The main aim of this paper is to develop necessary Optimality conditions using Convexifactors for mathematical programs with equilibrium constraints (MPEC). For this purpose a nonsmooth version of the standard Guignard constraint qualification (GCQ) and strong stationarity are introduced in terms of convexifactors for MPEC. It is shown that Strong stationarity is the first order necessary optimality condition under nonsmooth version of the standard GCQ. Finally, notions of asymptotic pseudoconvexity and asymptotic quasiconvexity are used to establish the sufficient optimality conditions for MPEC.