Related papers: On second-order sufficient optimality conditions f…
In this paper we establish second-order sufficient optimality conditions for a boundary control problem that has been introduced and studied by three of the authors in the preprint arXiv:1407.3916. This control problem regards the viscous…
We propose and analyze a class of second-order dynamical systems for continuous-time optimization that incorporate fractional-order gradient terms. The system is given by \begin{equation} \ddot{x}(t) + \frac{\alpha}{t}\dot{x}(t) +…
We completely characterise the optimal solutions for the three-marginal optimal transport problem - introduced in [K. Bolbotowski, G. Bouchitt\'e, Kantorovich-Rubinstein duality theory for the Hessian, 2024, preprint], and whose relaxation…
The well known constant rank constraint qualification [Math. Program. Study 21:110--126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the…
This paper is devoted to second-order variational analysis of a rather broad class of extended-real-valued piecewise liner functions and their applications to various issues of optimization and stability. Based on our recent explicit…
In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
We study no-gap second-order optimality conditions for a non-uniformly convex and non-smooth integral functional. The integral functional is extended to the space of measures. The obtained second-order derivatives contain integrals on…
In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…
In this article we study optimal control problems for systems that are affine in one part of the control variable. Finitely many equality and inequality constraints on the initial and final values of the state are considered. We investigate…
We present two criteria for checking approximate proper efficiency in vector optimization problems with the ordering cone being a nonnegative orthant. Although the criteria can be established by Benson's approach [H.P. Benson, \textit{An…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…
The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…
In this article we study an optimal control problem subject to the Fokker-Planck equation \[ \partial_t \rho - \nu \Delta \rho - {\rm div } \big(\rho B[u]\big) = 0. \] The control variable $u$ is time-dependent and possibly…
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…
We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…
We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary…
We consider the minimization of a convex objective function subject to the set of minima of another convex function, under the assumption that both functions are twice continuously differentiable. We approach this optimization problem from…
In this work we study constant-coefficient first order systems of partial differential equations and give necessary and sufficient conditions for those systems to have a well posed Cauchy Problem. In many physical applications, due to the…