Back to Search Start Over

VARIATIONAL ANALYSIS OF EVOLUTION INCLUSIONS.

Authors :
Mordukhovich, Boris
Source :
SIAM Journal on Optimization. 2007, Vol. 18 Issue 3, p752-777. 26p.
Publication Year :
2007

Abstract

The paper is devoted to optimization problems of the Bolza and Mayer types for evolution systems governed by nonconvex Lipschitzian differential inclusions in Banach spaces under endpoint constraints described by finitely many equalities and inequalities with generally nonsmooth functions. We develop a variational analysis of such problems mainly based on their discrete approximations and the usage of advanced tools of generalized differentiation satisfying comprehensive calculus rules in the framework of Asplund (and hence any reflexive Banach) spaces. In this way we establish extended results on stability of discrete approximations (with the strong W1,2-convergence of optimal solutions under consistent perturbations of endpoint constraints) and derive necessary optimality conditions for nonconvex discrete-time and continuous-time systems in the refined Euler--Lagrange and Weierstrass--Pontryagin forms accompanied by the appropriate transversality inclusions. In contrast to the case of geometric endpoint constraints in infinite dimensions, the necessary optimality conditions obtained in this paper do not impose any nonempty interiority/finite-codimension/ normal compactness assumptions. The approach and results developed in the paper make a bridge between optimal control/dynamic optimization and constrained mathematical programming problems in infinite-dimensional spaces. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
18
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
27827223
Full Text :
https://doi.org/10.1137/060652889