• 제목/요약/키워드: Optimality Conditions

검색결과 145건 처리시간 0.022초

ON SUFFICIENT OPTIMALITY THEOREMS FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee;Lee, Gue-Myung
    • 대한수학회논문집
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    • 제16권4호
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    • pp.667-677
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    • 2001
  • We consider a nonsmooth multiobjective opimization problem(PE) involving locally Lipschitz functions and define gen-eralized invexity for locally Lipschitz functions. Using Fritz John type optimality conditions, we establish Fritz John type sufficient optimality theorems for (PE) under generalized invexity.

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OPTIMALITY CONDITIONS AND DUALITY MODELS FOR MINMAX FRACTIONAL OPTIMAL CONTROL PROBLEMS CONTAINING ARBITRARY NORMS

  • G. J., Zalmai
    • 대한수학회지
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    • 제41권5호
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    • pp.821-864
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    • 2004
  • Both parametric and parameter-free necessary and sufficient optimality conditions are established for a class of nondiffer-entiable nonconvex optimal control problems with generalized fractional objective functions, linear dynamics, and nonlinear inequality constraints on both the state and control variables. Based on these optimality results, ten Wolfe-type parametric and parameter-free duality models are formulated and weak, strong, and strict converse duality theorems are proved. These duality results contain, as special cases, similar results for minmax fractional optimal control problems involving square roots of positive semi definite quadratic forms, and for optimal control problems with fractional, discrete max, and conventional objective functions, which are particular cases of the main problem considered in this paper. The duality models presented here contain various extensions of a number of existing duality formulations for convex control problems, and subsume continuous-time generalizations of a great variety of similar dual problems investigated previously in the area of finite-dimensional nonlinear programming.

NECESSARY AND SUFFICIENT OPTIMALITY CONDITIONS FOR CONTROL SYSTEMS DESCRIBED BY INTEGRAL EQUATIONS WITH DELAY

  • Elangar, Gamal-N.;Mohammad a Kazemi;Kim, Hoon-Joo
    • 대한수학회지
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    • 제37권4호
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    • pp.625-643
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    • 2000
  • In this paper we formulate an optimal control problem governed by time-delay Volterra integral equations; the problem includes control constraints as well as terminal equality and inequality constraints on the terminal state variables. First, using a special type of state and control variations, we represent a relatively simple and self-contained method for deriving new necessary conditions in the form of Pontryagin minimum principle. We show that these results immediately yield classical Pontryagin necessary conditions for control processes governed by ordinary differential equations (with or without delay). Next, imposing suitable convexity conditions on the functions involved, we derive Mangasarian-type and Arrow-type sufficient optimality conditions.

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DISTRIBUTED ROBUST CONTROL OF KELLER-SEGEL EQUATIONS

  • RYU, SANG-UK;YUN, YONG-SIK
    • 호남수학학술지
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    • 제26권4호
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    • pp.423-439
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    • 2004
  • We are concerned with the robust control problem for the Keller-Segel equations with the distributed control and disturbance. We consider the present problem as a differential game finding the best control which takes into account the worst disturbance. We prove the existence of solutions and the optimality conditions to a corresponding problem.

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