Related papers: On second-order Karush--Kuhn--Tucker optimality co…
This paper on the whole concerns with the duality of Mayer problem for k-th order differential inclusions, where k is an arbitrary natural number. Thus, this work for constructing the dual problems to differential inclusions of any order…
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…
We consider a bilevel program involving a linear lower level problem with left-hand-side perturbation. We then consider the Karush-Kuhn-Tucker reformulation of the problem and subsequently build a tractable optimization problem with linear…
We consider a special class of nonconvex semidefinite programming problems and show that every point satisfying the Karush--Kuhn--Tucker (KKT) conditions is globally optimal despite nonconvexity. This property is related to pseudoconvex…
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…
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…
Convex optimization with equality and inequality constraints is a ubiquitous problem in several optimization and control problems in large-scale systems. Recently there has been a lot of interest in establishing accelerated convergence of…
Current state-of-the-art solution techniques for solving bilevel optimization problems either assume strong problem regularity criteria or are computationally intractable. In this paper we address power system problems of bilevel structure,…
Recently, Yamanaka and Yamashita proposed the so-called positively homogeneous optimization problem, which includes many important problems, such as the absolute-value and the gauge optimizations. They presented a closed form of the dual…
In this paper we provide some new sufficient conditions that ensure the existence of the solution of a weak vector equilibrium problem in Hausdorff topological vector spaces ordered by a cone. Further, we introduce a dual problem and we…
The paper is devoted to the existence of global optimal solutions for a general class of nonsmooth problems of constrained vector optimization without boundedness assumptions on constraint sets. The main attention is paid to the two major…
Additive manufacturing by laser fusion on a metal oxides powder bed has developed considerably in the last few years and allows to produce a wide range of complex parts. The mathematical models correspond to initial boundary value problems…
In this paper we study a continuous time, optimal stochastic investment problem under limited resources in a market with N firms. The investment processes are subject to a time-dependent stochastic constraint. Rather than using a dynamic…
In this work, we derive second-order optimality conditions for nonlinear semidefinite programming (NSDP) problems, by reformulating it as an ordinary nonlinear programming problem using squared slack variables. We first consider the…
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…
The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…
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…
We introduce reduced order methods as an efficient strategy to solve parametrized non-linear and time dependent optimal flow control problems governed by partial differential equations. Indeed, the optimal control problems require a huge…
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…
We present an algorithm for learning parametric constraints from locally-optimal demonstrations, where the cost function being optimized is uncertain to the learner. Our method uses the Karush-Kuhn-Tucker (KKT) optimality conditions of the…