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We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order sufficient optimality conditions for local…

Optimization and Control · Mathematics 2024-03-04 Eduardo Casas , Mariano Mateos , Arnd Rösch

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

In this paper, we introduce the second-order subdifferentials for functions which are G\^ateaux differentiable on an open set and whose G\^ateaux derivative mapping is locally Lipschitz. Based on properties of this kind of second-order…

Optimization and Control · Mathematics 2019-09-24 Nguyen Quang Huy , Bui Trong Kien , Gue Myung Lee , Nguyen Van Tuyen

This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…

Optimization and Control · Mathematics 2024-10-01 Cung The Anh , Nguyen Hai Ha Giang

This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…

Optimization and Control · Mathematics 2014-09-10 Haisen Zhang , Xu Zhang

This paper is concerned with first- and second-order optimality conditions as well as the stability for non-smooth semilinear optimal control problems involving the $L^1$-norm of the control in the cost functional. In addition to the…

Optimization and Control · Mathematics 2023-10-18 Vu Huu Nhu , Phan Quang Sang

We consider nonlinear optimization problems with cardinality constraints. Based on a continuous reformulation we introduce second order necessary and sufficient optimality conditions. Under such a second order condition, we can guarantee…

Optimization and Control · Mathematics 2017-09-06 Max Bucher , Alexandra Schwartz

In this paper, we examine higher order difference problems. Using the "squeezing" argument, we derive both Euler's condition and the transversality condition. In order to derive the two conditions, two needed assumptions are identified. A…

Optimization and Control · Mathematics 2010-04-20 Dapeng Cai , Takashi Gyoshin Nitta

We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and…

Optimization and Control · Mathematics 2012-11-13 Natalia Martins , Delfim F. M. Torres

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

This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting…

Optimization and Control · Mathematics 2021-03-30 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich

In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not…

Optimization and Control · Mathematics 2023-09-13 Christian Clason , Vu Huu Nhu , Arnd Rösch

The main purpose of this paper is the study of second-order optimality conditions for the bilinear control of a strongly degenerate parabolic equation. The equation is degenerate at the boundary of the spatial domain. The well-posedness of…

Optimization and Control · Mathematics 2024-11-07 Cyrille Kenne , Landry Djomegne , Pascal Zongo

We consider semilinear parabolic optimal control problems subject to Neumann boundary conditions, control constraints, and an infinite time horizon. The control constraints are pointwise in time, but they can be pointwise or integral in the…

Optimization and Control · Mathematics 2026-03-20 Eduardo Casas , Nicolai Jork

In this paper we study the optimal control of a parabolic initial-boundary value problem of Allen--Cahn type with dynamic boundary conditions. Phase field systems of this type govern the evolution of coupled diffuse phase transition…

Optimization and Control · Mathematics 2023-03-30 Jürgen Sprekels , Fredi Tröltzsch

The paper is devoted to the study of the twice epi-differentiablity of extended-real-valued functions, with an emphasis on functions satisfying a certain composite representation. This will be conducted under the parabolic regularity, a…

Optimization and Control · Mathematics 2020-04-15 Ashkan Mohammadi , M. Ebrahim Sarabi

In this workshop, we present a compact but rigorous introduction to second-order optimality conditions for mathematical programs with equilibrium constraints (MPECs). We start from the classical nonlinear programming template, then explain…

Optimization and Control · Mathematics 2026-04-24 Jiguang Yu

This article develops a duality principle for a class of optimization problems in $\mathbb{R}^n$. The results are obtained based on standard tools of convex analysis and on a well known result of Toland for D.C. optimization. Global…

Optimization and Control · Mathematics 2019-04-02 Fabio Botelho

In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the…

Optimization and Control · Mathematics 2018-09-28 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

Approximate stationarity conditions provide necessary optimality conditions without requiring additional assumptions by demanding that a perturbed stationarity system possesses solutions as the involved perturbations tend to zero. Together…

Optimization and Control · Mathematics 2026-05-11 Isabella Käming , Patrick Mehlitz
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