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Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…

Optimization and Control · Mathematics 2023-07-24 Xiang Liu , Mengwei Xu , Liwei Zhang

The case of time minimization for affine control systems with control on the disk is studied. After recalling the standard sufficient conditions for local optimality in the smooth case, the analysis focusses on the specific type of…

Optimization and Control · Mathematics 2019-11-12 Jean-Baptiste Caillau , Michael Orieux

We address second-order optimality conditions for optimal control problems involving sparsity functionals which induce spatio-temporal sparsity patterns. We employ the notion of (weak) second subderivatives. With this approach, we are able…

Optimization and Control · Mathematics 2024-12-25 Nicolas Borchard , Gerd Wachsmuth

We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…

Optimization and Control · Mathematics 2014-01-21 Pablo Pedregal , Jorge Tiago

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

Second-order necessary optimality conditions for nonlinear conic programming problems that depend on a single Lagrange multiplier are usually built under nondegeneracy and strict complementarity. In this paper we establish a condition of…

Optimization and Control · Mathematics 2022-08-08 Ellen H. Fukuda , Gabriel Haeser , Leonardo M. Mito

We discuss the (first- and second-order) optimality conditions for nonlinear programming under the relaxed constant rank constraint qualification. This condition generalizes the so-called linear independence constraint qualification.…

Optimization and Control · Mathematics 2022-04-28 Ademir Alves Ribeiro , Mael Sachine

We prove higher-order Euler-Lagrange and DuBois-Reymond stationary conditions to fractional action-like variational problems. More general fractional action-like optimal control problems are also considered.

Optimization and Control · Mathematics 2008-05-25 Gastao S. F. Frederico , Delfim F. M. Torres

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

Optimization and Control · Mathematics 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda

In this paper, we readdress the classical topic of second-order sufficient optimality conditions for optimization problems with nonsmooth structure. Based on the so-called second subderivative of the objective function and of the indicator…

Optimization and Control · Mathematics 2023-01-27 Matúš Benko , Patrick Mehlitz

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

Probability · Mathematics 2012-03-21 AbdulRahman Al-Hussein

This paper is devoted to establishing an enhanced Fritz John type first-order necessary condition for a general constrained nonlinear infinite-dimensional optimization problem. Unlike traditional constraint qualifications in optimization…

Optimization and Control · Mathematics 2024-09-13 Xu Liu , Qi Lü , Haisen Zhang , Xu Zhang

We consider the variational discretization of a linear-quadratic optimal control problem with pointwise control and state constraints. In order to allow for a Fr\'echet smooth norm, the problem is reformulated by means of a reflexive…

Optimization and Control · Mathematics 2010-08-24 Morten Vierling

Second order linear non-autonomous differential equations with negative stiffness are considered. Using Chetaev-like (Lyapunov-like) functions, necessary (sufficient) conditions are found for the solutions to be bounded for all initial…

Classical Analysis and ODEs · Mathematics 2007-05-23 C. A. Terrero-Escalante

For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…

solv-int · Physics 2008-02-03 B. Shklyar

We adopt the integral definition of the fractional Laplace operator and study an optimal control problem on Lipschitz domains that involves a fractional elliptic partial differential equation (PDE) as state equation and a control variable…

Numerical Analysis · Mathematics 2024-02-14 Francisco Bersetche , Francisco Fuica , Enrique Otarola , Daniel Quero

We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…

Probability · Mathematics 2025-11-26 Stefano Bonaccorsi , Adrian Zalinescu

We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…

Optimization and Control · Mathematics 2010-10-28 Nuno R. O. Bastos , Rui A. C. Ferreira , Delfim F. M. Torres

A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…

Optimization and Control · Mathematics 2019-11-20 Christian Clason , Yu Deng , Patrick Mehlitz , Uwe Prüfert

This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…

Optimization and Control · Mathematics 2024-04-17 Zhun Gou , Nan-jing Huang , Xian-jun Long , Jian-hao Kang