English
Related papers

Related papers: Envelope theorems for static optimization and calc…

200 papers

We prove Euler-Lagrange and natural boundary necessary optimality conditions for problems of the calculus of variations which are given by a composition of nabla integrals on an arbitrary time scale. As an application, we get optimality…

Optimization and Control · Mathematics 2011-09-27 Agnieszka B. Malinowska , Delfim F. M. Torres

We use variational methods to derive Hadamard-type formulae for the eigenvalues of a class of elliptic operators on a compact Riemannian manifold $M$. We then apply the latter in the following context. Consider a family of elliptic…

Differential Geometry · Mathematics 2023-06-13 Cleiton Lira Cunha , José Nazareno Vieira Gomes , Marcus Antônio Mendonça Marrocos

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

Mathematical Physics · Physics 2015-05-08 Enrico Massa , Danilo Bruno , Gianvittorio Luria , Enrico Pagani

We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…

Optimization and Control · Mathematics 2013-10-03 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

Optimization and Control · Mathematics 2009-11-30 Anatoly Tsirlin

We prove necessary optimality conditions for problems of the calculus of variations on time scales with a Lagrangian depending on the free end-point.

Optimization and Control · Mathematics 2010-09-21 Agnieszka B. Malinowska , Delfim F. M. Torres

The main objective of this work is to study the existence of Lagrange multipliers for infinite dimensional problems under G\^ateux differentiability assumptions on the data. Our investigation follows two main steps: the proof of the…

Optimization and Control · Mathematics 2018-10-30 Abderrahim Jourani , Francisco J. Silva

We study the existence and properties of metrics maximising the first Laplace eigenvalue among conformal metrics of unit volume on Riemannian surfaces. We describe a general approach to this problem and its higher eigenvalue versions via…

Spectral Theory · Mathematics 2014-03-13 Gerasim Kokarev

The optimal value function is one of the basic objects in the field of mathematical optimization, as it allows the evaluation of the variations in the cost/revenue generated while minimizing/maximizing a given function under some…

Optimization and Control · Mathematics 2021-11-29 Alain B. Zemkoho

The fundamental problem of calculus of variations is considered when solutions are differentiable curves on locally convex spaces. Such problems admit an extension of the Euler-Lagrange equations [Orlov 2002] for continuously normally…

Optimization and Control · Mathematics 2008-03-13 Eugenio A. M. Rocha , Delfim F. M. Torres

In game theory, players have continuous expected payoff functions and can use fixed point theorems to locate equilibria. This optimization method requires that players adopt a particular type of probability measure space. Here, we introduce…

Optimization and Control · Mathematics 2007-05-23 Michael J. Gagen , Kae Nemoto

In this article we develop a duality principle and concerning computational method for a structural optimization problem in elasticity. We consider the problem of finding the optimal topology for an elastic solid which minimizes its…

Optimization and Control · Mathematics 2019-11-13 Fabio Botelho , Alexandre Molter

We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…

Optimization and Control · Mathematics 2024-01-02 Valerian-Alin Fodor , Nicolae Popovici

We prove a necessary optimality condition of Euler-Lagrange type for variational problems on time scales involving nabla derivatives of higher-order. The proof is done using a new and more general fundamental lemma of the calculus of…

Optimization and Control · Mathematics 2009-11-13 Natalia Martins , Delfim F. M. Torres

We study integrals of the form $\int_{\Omega}f\left( d\omega\right)$, where $1\leq k\leq n$, $f:\Lambda^{k}\rightarrow\mathbb{R}$ is continuous and $\omega$ is a $\left(k-1\right)$-form. We introduce the appropriate notions of convexity,…

Functional Analysis · Mathematics 2025-04-02 Saugata Bandyopadhyay , Bernard Dacorogna , Swarnendu Sil

We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…

Classical Analysis and ODEs · Mathematics 2012-10-29 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

The fractional Sturm-Liouville eigenvalue problem appears in many situations, e.g., while solving anomalous diffusion equations coming from physical and engineering applications. Therefore to obtain solutions or approximation of solutions…

Numerical Analysis · Mathematics 2016-04-15 Ricardo Almeida , Agnieszka B. Malinowska , M. Luísa Morgado , Tatiana Odzijewicz

We give a characterization of smooth, rotation and dually epi-translation invariant valuations and use this result to obtain a new proof of the Hadwiger theorem on convex functions. We also give a description of the construction of the…

Metric Geometry · Mathematics 2024-10-16 Jonas Knoerr

Variance parameter estimation in linear mixed models is a challenge for many classical nonlinear optimization algorithms due to the positive-definiteness constraint of the random effects covariance matrix. We take a completely novel view on…

Machine Learning · Statistics 2022-12-20 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

We consider fractional isoperimetric problems of calculus of variations with double integrals via the recent modified Riemann-Liouville approach. A necessary optimality condition of Euler-Lagrange type, in the form of a multitime fractional…

Optimization and Control · Mathematics 2011-04-05 Tatiana Odzijewicz , Delfim F. M. Torres