On the Relation Between Turnpike Properties for Finite and Infinite Horizon Optimal Control Problems
We show that, under appropriate regularity conditions, a finite horizon optimal control problem exhibits the turnpike property, if and only if its infinite horizon counterpart does. We prove the result for both undiscounted and discounted problems and ...
On the Solutions of the Problem for a Singular Ergodic Control
This paper discusses an eigenvalue problem for a singular ergodic control. The eigenvalue has a probabilistic interpretation which can be regarded as the least, long-time averaged (ergodic) cost for a singular control problem. The existence and ...
Classification of Optimal Group-Invariant Solutions: Cylindrical Korteweg---de Vries Equation
Classification of optimal group-invariant solutions has been carried out for cylindrical Korteweg---de Vries equation. It is a nonlinear evolution equation often found in studies of fluid mechanics and plasmas. An optimal system of subalgebras is ...
Global Optimality Conditions in Nonconvex Optimization
In this paper, we address the nonconvex optimization problem, with the goal function and the inequality constraints given by the functions represented by the difference of convex functions. The effectiveness of the classical Lagrange function and the ...
Formulas for Asymptotic Functions via Conjugates, Directional Derivatives and Subdifferentials
The q-asymptotic function is a new tool that permits to study nonconvex optimization problems with unbounded data. It is particularly useful when dealing with quasiconvex functions. In this paper, we obtain formulas for the q-asymptotic function via c-...
Gerstewitz Functionals on Linear Spaces and Functionals with Uniform Sublevel Sets
In this paper, we study Gerstewitz functionals that are defined on an arbitrary linear space without assuming any topology. Extended real-valued functions with uniform sublevel sets turn out to be Gerstewitz functionals if the sublevel sets can be ...
On the Superlinear Convergence of Newton's Method on Riemannian Manifolds
In this paper, we study Newton's method for finding a singularity of a differentiable vector field defined on a Riemannian manifold. Under the assumption of invertibility of the covariant derivative of the vector field at its singularity, we show that ...
An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the Optimal Power Flow Problem
A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place of the Cauchy ...
A Proximal Point Analysis of the Preconditioned Alternating Direction Method of Multipliers
We study preconditioned algorithms of alternating direction method of multipliers type for nonsmooth optimization problems. The alternating direction method of multipliers is a popular first-order method for general constrained optimization problems. ...
Rate of Convergence of the Bundle Method
The number of iterations needed by the bundle method for nonsmooth optimization to achieve a specified solution accuracy can be bounded by the product of the inverse of the accuracy and its logarithm, if the function is strongly convex. The result is ...
A New Descent Method for Symmetric Non-monotone Variational Inequalities with Application to Eigenvalue Complementarity Problems
In this paper, a modified Josephy---Newton direction is presented for solving the symmetric non-monotone variational inequality. The direction is a suitable descent direction for the regularized gap function. In fact, this new descent direction is ...
Optimal Control for a Groundwater Pollution Ruled by a Convection---Diffusion---Reaction Problem
We consider an optimal control problem of underground water contaminated by agricultural pollution. The economical intertemporal objective takes into account the trade-off between fertilizer use and cleaning costs. It is constrained by a hydrogeological ...
On the Minimum-Time Control Problem for Differential Drive Robots with Bearing Constraints
This paper presents a study of analysis of minimum-time trajectories for a differential drive robot equipped with a fixed and limited field-of-view camera, which must keep a given landmark in view during maneuvers. Previous works have considered the ...
A Robust Optimization Approach for Magnetic Spacecraft Attitude Stabilization
Attitude stabilization of spacecraft using magnetorquers can be achieved by a proportional---derivative-like control algorithm. The gains of this algorithm are usually determined by using a trial-and-error approach within the large search space of the ...
Optimal Control for a Parabolic---Hyperbolic Free Boundary Problem Modeling the Growth of Tumor with Drug Application
In this paper, we study two optimal control problems for a free boundary problem, which models tumor growth with drug application. This free boundary problem is a multicellular tumor spheroid model and includes five time-dependent partial differential ...
Complexity of Scheduling Problem in Single-Machine Flexible Manufacturing System with Cyclic Transportation and Unlimited Buffers
The paper concerns complexity studies on the scheduling problem arising in a simple flexible manufacturing system. The system consists of a single machine, one depot (both with unlimited buffers), and one vehicle (automated guided vehicle). The vehicle ...
Perfect Duality in Solving Geometric Programming Problems Under Uncertainty
We examine computational solutions to all of the geometric programming problems published in a recent paper in the Journal of Optimization Theory and Applications. We employed three implementations of published algorithms interchangeably to obtain "...
A Note on the Paper "The Algebraic Structure of the Arbitrary-Order Cone"
In this short paper, we look into a conclusion drawn by Alzalg (J Optim Theory Appl 169:32---49, 2016). We think the conclusion drawn in the paper is incorrect by pointing out three things. First, we provide a counterexample that the proposed inner ...