Related papers: Second order optimality conditions in a new Lagran…
This paper provides second-order optimality conditions for optimization problems with generalized equation constraints (GEPs), a framework that encompasses several important and challenging models in mathematical programming, including…
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is $C^2$-smooth, we show that strengthened…
We discuss the (first- and second-order) optimality conditions for nonlinear programming under the relaxed constant rank constraint qualification. This condition generalizes the so-called linear independence constraint qualification.…
In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…
We consider the description of second-class constraints in a Lagrangian path integral associated with a higher-order $\Delta$-operator. Based on two conjugate higher-order $\Delta$-operators, we also propose a Lagrangian path integral with…
We analyze the relation between the concept of auxiliary variables and the Inverse problem of the calculus of variations to construct a Lagrangian from a given set of equations of motion. The problem of the construction of a consistent…
This paper is concerned with the derivation of first- and second-order sufficient optimality conditions for optimistic bilevel optimization problems involving smooth functions. First-order sufficient optimality conditions are obtained by…
We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the time delay variational setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus of…
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…
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…
In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an…
In this paper, we introduce a new second-order directional derivative and a second-order subdifferential of Hadamard type for an arbitrary nondifferentiable function. We derive several second-order optimality conditions for a local and a…
We consider optimal control problems governed by systems describing the unsteady flows of an incompressible second grade fluid with Navier-slip boundary conditions. We prove the existence of an optimal solution and derive the corresponding…
Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…
In this paper, we study representation formulas for finite-horizon optimal control problems with or without state constraints, unifying two different viewpoints: the Lagrangian and dynamic programming (DP) frameworks. In a recent work [1],…
This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…
In this paper we consider an intrinsic point of view to describe the equations of motion for higher-order variational problems with constraints on higher-order trivial principal bundles. Our techniques are an adaptation of the classical…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
We consider an optimal control problem governed by an elliptic variational inequality of the second kind. The problem is discretized by linear finite elements for the state and a variational discrete approach for the control. Based on a…
We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…