Results 1 to 10 of about 49 (49)
Nonlinear Engineering, 2023 This article develops duality principles, a related convex dual formulation and primal dual formulations suitable for the local and global optimization of non convex primal formulations for a large class of models in physics and engineering.
Botelho Fabio Silva
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Multivariate utility maximization with proportional transaction costs [PDF]
, 2011 Transaction costs, Foreign exchange market, Multivariate utility function, Asymptotic satiability, Optimal portfolio, Duality theory, Lagrange duality, 91B28, 49N15, 49J40, 49J55, G11,
Owen M. P. +6 more
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Duality in the optimal control for damped hyperbolic systems with positive control
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 27, Page 1703-1714, 2003., 2003 We study the duality theory for damped hyperbolic equations. These systems have positive controls and convex cost functionals. Our main results lie in the application of duality theorem, that is, inf J = sup K, on various cost functions.
Mi Jin Lee +2 more
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Duality models for some nonclassical problems in the calculus of variations
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 66, Page 4145-4182, 2003., 2003 Parametric and nonparametric necessary and sufficient optimality conditions are established for a class of nonconvex variational problems with generalized fractional objective functions and nonlinear inequality constraints containing arbitrary norms. Based on these optimality criteria, ten parametric and parameter‐free dual problems are constructed and
G. J. Zalmai
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On the convergence of min/sup points in optimal control problems
Abstract and Applied Analysis, Volume 6, Issue 1, Page 35-52, 2001., 2001 We modify the definition of lopsided convergence of bivariate functionals to obtain stability results for the min/sup points of some control problems. In particular, we develop a scheme of finite dimensional approximations to a large class of non‐convex control problems.
Adib Bagh
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Dualization and discretization of linear-quadratic control problems with bang–bang solutions
EURO Journal on Computational Optimization, 2016 We consider linear-quadratic (LQ) control problems, where the control variable appears linearly and is box-constrained. It is well-known that these problems exhibit bang–bang and singular solutions. We assume that the solution is of bang–bang type, which
Walter Alt +2 more
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A remark on Gwinner′s existence theorem on variational inequality problem
International Journal of Mathematics and Mathematical Sciences, Volume 24, Issue 8, Page 573-575, 2000., 2000 Gwinner (1981) proved an existence theorem for a variational inequality problem involving an upper semicontinuous multifunction with compact convex values. The aim of this paper is to solve this problem for a multifunction with open inverse values.
V. Vetrivel, S. Nanda
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Duality in the optimal control of hyperbolic equations with positive controls
International Journal of Mathematics and Mathematical Sciences, Volume 23, Issue 3, Page 181-188, 2000., 2000 We study the duality theory for hyperbolic equations. Also, we consider distributed control systems with positive control and convex cost functionals.
Jong Yeoul Park, Mi Jin Lee
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Quasiconvex bulk and surface energies: C1,α regularity
Advances in Nonlinear AnalysisWe establish regularity results for equilibrium configurations of vectorial multidimensional variational problems, involving bulk and surface energies.
Carozza Menita +2 more
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Duality in Constrained DC-Optimization via Toland’s Duality Approach [PDF]
, 2003 2000 Mathematics Subject Classification: 90C48, 49N15, 90C25In this paper we reconsider a nonconvex duality theory established by B. Lemaire and M. Volle (see [4]), related to a primal problem of minimizing the difference of two convex functions subject ...
Benkenza, N., Laghdir, M.
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