• Title/Summary/Keyword: Optimality Conditions

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OPTIMALITY CONDITIONS FOR OPTIMAL CONTROL GOVERNED BY BELOUSOV-ZHABOTINSKII REACTION MODEL

  • RYU, SANG-UK
    • Communications of the Korean Mathematical Society
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    • v.30 no.3
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    • pp.327-337
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    • 2015
  • This paper is concerned with the optimality conditions for optimal control problem of Belousov-Zhabotinskii reaction model. That is, we obtain the optimality conditions by showing the differentiability of the solution with respect to the control. We also show the uniqueness of the optimal control.

THE KARUSH-KUHN-TUCKER OPTIMALITY CONDITIONS IN INTERVAL-VALUED MULTIOBJECTIVE PROGRAMMING PROBLEMS

  • Hosseinzade, Elham;Hassanpour, Hassan
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1157-1165
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    • 2011
  • The Karush-Kuhn-Tucker (KKT) necessary optimality conditions for nonlinear differentiable programming problems are also sufficient under suitable convexity assumptions. The KKT conditions in multiobjective programming problems with interval-valued objective and constraint functions are derived in this paper. The main contribution of this paper is to obtain the Pareto optimal solutions by resorting to the sufficient optimality condition.

A GENETIC ALGORITHM BASED ON OPTIMALITY CONDITIONS FOR NONLINEAR BILEVEL PROGRAMMING PROBLEMS

  • Li, Hecheng;Wang, Yuping
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.597-610
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    • 2010
  • For a class of nonlinear bilevel programming problems in which the follower's problem is linear, the paper develops a genetic algorithm based on the optimality conditions of linear programming. At first, we denote an individual by selecting a base of the follower's linear programming, and use the optimality conditions given in the simplex method to denote the follower's solution functions. Then, the follower's problem and variables are replaced by these optimality conditions and the solution functions, which makes the original bilevel programming become a single-level one only including the leader's variables. At last, the single-level problem is solved by using some classical optimization techniques, and its objective value is regarded as the fitness of the individual. The numerical results illustrate that the proposed algorithm is efficient and stable.

ON SECOND ORDER NECESSARY OPTIMALITY CONDITIONS FOR VECTOR OPTIMIZATION PROBLEMS

  • Lee, Gue-Myung;Kim, Moon-Hee
    • Journal of the Korean Mathematical Society
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    • v.40 no.2
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    • pp.287-305
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    • 2003
  • Second order necessary optimality condition for properly efficient solutions of a twice differentiable vector optimization problem is given. We obtain a nonsmooth version of the second order necessary optimality condition for properly efficient solutions of a nondifferentiable vector optimization problem. Furthermore, we prove a second order necessary optimality condition for weakly efficient solutions of a nondifferentiable vector optimization problem.

NECESSARY AND SUFFICIENT OPTIMALITY CONDITIONS FOR FUZZY LINEAR PROGRAMMING

  • Farhadinia, Bahram
    • Journal of applied mathematics & informatics
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    • v.29 no.1_2
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    • pp.337-349
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    • 2011
  • This paper is concerned with deriving necessary and sufficient optimality conditions for a fuzzy linear programming problem. Toward this end, an equivalence between fuzzy and crisp linear programming problems is established by means of a specific ranking function. Under this setting, a main theorem gives optimality conditions which do not seem to be in conflict with the so-called Karush-Kuhn-Tucker conditions for a crisp linear programming problem.

OPTIMALITY AND DUALITY IN NONSMOOTH VECTOR OPTIMIZATION INVOLVING GENERALIZED INVEX FUNCTIONS

  • Kim, Moon-Hee
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1527-1534
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    • 2010
  • In this paper, we consider nonsmooth optimization problem of which objective and constraint functions are locally Lipschitz. We establish sufficient optimality conditions and duality results for nonsmooth vector optimization problem given under nearly strict invexity and near invexity-infineness assumptions.

ON VARIATIONAL PROBLEMS INVOLVING HIGHER ORDER DERIVATIVES

  • HUSAIN I.;JABEEN Z.
    • Journal of applied mathematics & informatics
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    • v.17 no.1_2_3
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    • pp.433-455
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    • 2005
  • Fritz John, and Karush-Kuhn-Tucker type optimality conditions for a constrained variational problem involving higher order derivatives are obtained. As an application of these Karush-Kuhn-Tucker type optimality conditions, Wolfe and Mond-Weir type duals are formulated, and various duality relationships between the primal problem and each of the duals are established under invexity and generalized invexity. It is also shown that our results can be viewed as dynamic generalizations of those of the mathematical programming already reported in the literature.

INVEXITY AS NECESSARY OPTIMALITY CONDITION IN NONSMOOTH PROGRAMS

  • Sach, Pham-Huu;Kim, Do-Sang;Lee, Gue-Myung
    • Journal of the Korean Mathematical Society
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    • v.43 no.2
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    • pp.241-258
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    • 2006
  • This paper gives conditions under which necessary optimality conditions in a locally Lipschitz program can be expressed as the invexity of the active constraint functions or the type I invexity of the objective function and the constraint functions on the feasible set of the program. The results are nonsmooth extensions of those of Hanson and Mond obtained earlier in differentiable case.

ON FRACTIONAL PROGRAMMING CONTAINING SUPPORT FUNCTIONS

  • HUSAIN I.;JABEEN Z.
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.361-376
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    • 2005
  • Optimality conditions are derived for a nonlinear fractional program in which a support function appears in the numerator and denominator of the objective function as well as in each constraint function. As an application of these optimality conditions, a dual to this program is formulated and various duality results are established under generalized convexity. Several known results are deduced as special cases.

GLOBAL PARAMETRIC SUFFICIENT OPTIMALITY CONDITIONS FOR DISCRETE MINMAX FRACTIONAL PROGRAMMING PROBLEMS CONTAINING GENERALIZED $({\theta},\;{\eta},\;{\rho})-V-INVEX$ FUNCTIONS AND ARBITRARY NORMS

  • Zalmai, G.J.
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.1-23
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    • 2007
  • The purpose of this paper is to develop a fairly large number of sets of global parametric sufficient optimality conditions under various generalized $({\theta},\;{\eta},\;{\rho})-V-invexity$ assumptions for a discrete minmax fractional programming problem involving arbitrary norms.