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The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…

Optimization and Control · Mathematics 2018-02-27 Yuchao Dong , Qingxin Meng

In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…

Optimization and Control · Mathematics 2018-12-20 F. S. Stonyakin , M . S. Alkousa , A. A. Titov

This paper investigates general and generalized differentiation properties of the optimal value function associated with perturbed optimization problems. Fundamental results on nearly convex sets and functions in infinite-dimensional spaces…

Optimization and Control · Mathematics 2025-10-24 V. S. T. Long , B. S. Mordukhovich , N. M. Nam , L. White

In this thesis, we present results related to complementarity problems. We study the linear complementarity problems on extended second order cones. We convert a linear complementarity problem on an extended second order cone into a mixed…

Optimization and Control · Mathematics 2021-08-18 Lianghai Xiao

In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…

Optimization and Control · Mathematics 2023-06-22 Kevin Sturm

We give a new scale of completeness conditions for exponential systems in two types of functional spaces on subsets of the complex plane. The first is the Banach spaces of functions that are continuous on a compact and simultaneously…

Complex Variables · Mathematics 2023-04-05 B. N. Khabibullin , E. G. Kudasheva , R. R. Muryasov

The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…

Optimization and Control · Mathematics 2017-09-05 E. R. Avakov , G. G. Magaril-Il'yaev

The presence of non-convexity in smooth optimization problems arising from deep learning have sparked new smoothness conditions in the literature and corresponding convergence analyses. We discuss these smoothness conditions, order them,…

Machine Learning · Computer Science 2024-09-23 Vivak Patel , Christian Varner

We characterize approximate global optimal solutions (${\varepsilon}$-optima) to reverse optimization problems, namely, problems whose non-convex constraint is of the form $h(x) \geq 0$. This issue has not been addressed previously in the…

Optimization and Control · Mathematics 2025-06-03 M. El Maghri , H. Sellak

Kuhn-Tucker conditions for mathematical programming problems in Banach spaces partially ordered by cone with empty interior are obtained under strong simultaneity condition. If partial ordered cone has interior point, it is proved that…

Optimization and Control · Mathematics 2011-02-15 Feyzullah Ahmetoglu

This paper explores optimality conditions in optimization problems involving generalized invex fuzzy functions. We extend the classical KKT framework to settings in which the objective and constraint functions are nonsmooth, vector-valued,…

Optimization and Control · Mathematics 2026-03-03 Ville Rinne , Yury Nikulin , Marko M. Mäkelä

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang

This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investigate the consistency of optimal values and solutions…

Optimization and Control · Mathematics 2026-03-11 Caroline Geiersbach , Johannes Milz

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

Optimization and Control · Mathematics 2021-12-20 Xin Qu , Wei Bian

The paper is devoted to an analysis of a new constraint qualification and a derivation of the strongest existing optimality conditions for nonsmooth mathematical programming problems with equality and inequality constraints in terms of…

Optimization and Control · Mathematics 2020-11-19 M. V. Dolgopolik

We consider an optimal control problem governed by a semilinear PDE in cases where the optimal control is of bang-bang type. By utilizing the theory of Bessel potential space, we characterize quadratic growth of the objective via a…

Optimization and Control · Mathematics 2026-02-17 Gerd Wachsmuth

Fractional operators play an important role in modeling nonlocal phenomena and problems involving coarse-grained and fractal spaces. The fractional calculus of variations with functionals depending on derivatives and/or integrals of…

Optimization and Control · Mathematics 2014-06-23 Matheus J. Lazo , Delfim F. M. Torres

In this article we consider a convex feasible set described by inequality constraints that are continuous and not necessarily Lipschitz or convex. We show that if the Slater constraint qualification and a non-degeneracy condition are…

Optimization and Control · Mathematics 2019-02-11 S R Pattanaik

In this paper, we focus on the following general shape optimization problem: $$ \min\{J(\Om), \Om convex, \Om\in\mathcal S_{ad}\}, $$ where $\mathcal S_{ad}$ is a set of 2-dimensional admissible shapes and $J:\mathcal{S}_{ad}\to\R$ is a…

Optimization and Control · Mathematics 2009-02-19 Jimmy Lamboley , Arian Novruzi

To every nearly convex optimization problem, that is a minimization problem with a nearly convex objective function and a nearly convex constraint set, we associate a uniquely defined convex optimization problem with a lower semicontinuous…

Optimization and Control · Mathematics 2026-02-11 Nguyen Nang Thieu , Nguyen Dong Yen
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