• Title/Summary/Keyword: Optimality condition

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EXISTENCE OF OPTIMAL SOLUTION AND OPTIMALITY CONDITION FOR PARAMETER IDENTIFICATION OF AN ECOLOGICAL SPECIES SYSTEM

  • LI CHUNFA;FENG ENMIN
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.273-286
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    • 2005
  • Parameter identification problem of a three species (predator, mutualist-prey, and mutualist) ecological system with reaction-diffusion phenomenon is investigated in this paper. The mathematical model of the parameter identification problem is constructed and continuous dependence of the solution for the direct problem on the parameters identified is obtained. Finally, the existence of optimal solution and an optimality necessary condition for the parameter identification problem are given.

NECESSARY AND SUFFICIENT OPTIMALITY CONDITIONS FOR CONTROL SYSTEMS DESCRIBED BY INTEGRAL EQUATIONS WITH DELAY

  • Elangar, Gamal-N.;Mohammad a Kazemi;Kim, Hoon-Joo
    • Journal of the Korean Mathematical Society
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    • v.37 no.4
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    • pp.625-643
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    • 2000
  • In this paper we formulate an optimal control problem governed by time-delay Volterra integral equations; the problem includes control constraints as well as terminal equality and inequality constraints on the terminal state variables. First, using a special type of state and control variations, we represent a relatively simple and self-contained method for deriving new necessary conditions in the form of Pontryagin minimum principle. We show that these results immediately yield classical Pontryagin necessary conditions for control processes governed by ordinary differential equations (with or without delay). Next, imposing suitable convexity conditions on the functions involved, we derive Mangasarian-type and Arrow-type sufficient optimality conditions.

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ON OPTIMALITY AND DUALITY FOR GENERALIZED NONDIFFERENTIABLE FRACTIONAL OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee;Kim, Gwi-Soo
    • Communications of the Korean Mathematical Society
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    • v.25 no.1
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    • pp.139-147
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    • 2010
  • A generalized nondifferentiable fractional optimization problem (GFP), which consists of a maximum objective function defined by finite fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions, is considered. Recently, Kim et al. [Journal of Optimization Theory and Applications 129 (2006), no. 1, 131-146] proved optimality theorems and duality theorems for a nondifferentiable multiobjective fractional programming problem (MFP), which consists of a vector-valued function whose components are fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions. In fact if $\overline{x}$ is a solution of (GFP), then $\overline{x}$ is a weakly efficient solution of (MFP), but the converse may not be true. So, it seems to be not trivial that we apply the approach of Kim et al. to (GFP). However, modifying their approach, we obtain optimality conditions and duality results for (GFP).

Design of Step-Stress Accelerated Degradation Test based on the Wiener Process and D-Optimality Condition (Wiener Process 및 D-Optimality 조건 하에서 계단형 가속열화시험 설계)

  • Kim, Heongil;Park, Jaehun;Sung, Si-Il
    • Journal of Applied Reliability
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    • v.17 no.2
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    • pp.129-135
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    • 2017
  • Purpose: This article provides step-stress accelerated degradation test (ADT) plans based on the Wiener process. Method: Step-stress levels and the stress change times are determined based on the D-optimality criteria to develop test plans. Further, a simple grid search method is provided for obtaining the optimal test plan. Results: Based on the solution procedure, ADT plans which include the stress levels and change times are developed for conducting the reliability test. Conclusion: Optimal step-stress ADT plans are provided for the case where the number of measurements is small.

An Empirical Test of the Dynamic Optimality Condition for Exhaustible Resources -An Input Distance Function- (투입물거리함수를 통한 고갈자원의 동태적 최적이용 여부 검증)

  • Lee, Myunghun
    • Environmental and Resource Economics Review
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    • v.15 no.4
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    • pp.673-692
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    • 2006
  • In order to test for the dynamic optimality condition for the use of nonrenewable resource, it is necessary to estimate the shadow value of the resource in situ. In the previous literatures, a time series for in situ price has been derived either as the difference between marginal revenue and marginal cost or by differentiating with respect to the quantity of ore extracted the restricted cost function in which the quantity of ore is quasi-fixed. However, not only inconsistent estimates are likely to be generated due to the nonmalleability of capital, but the estimate of marginal revenue will be affected by market power. Since firms will likely fail to minimize the cost of the reproducible inputs subject to market prices under realistic circumstances where imperfect factor markets, strikes, or government regulations are present, the shadow in situ values obtained by estimating the restricted cost function can be biased. This paper provides a valid methodology for checking the dynamic optimality condition for a nonrenewable resource by using the input distance function. Our methodology has some advantages over previous ones: only data on quantities of inputs and outputs are required; nor is the maintained hypothesis of cost minimization required; adoption of linear programming enables us to circumvent autocorrelated errors problem caused by use of time series or panel data. The dynamic optimality condition for domestic coal mining does not hold for constant discount rates ranging from 2 to 20 percent over the period 1970~1993. The dynamic optimality condition also does not hold for variable rates ranging from fourth to four times the real interest rate.

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SOLVING A CLASS OF GENERALIZED SEMI-INFINITE PROGRAMMING VIA AUGMENTED LAGRANGIANS

  • Zhang, Haiyan;Liu, Fang;Wang, Changyu
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.365-374
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    • 2009
  • Under certain conditions, we use augmented Lagrangians to transform a class of generalized semi-infinite min-max problems into common semi-infinite min-max problems, with the same set of local and global solutions. We give two conditions for the transformation. One is a necessary and sufficient condition, the other is a sufficient condition which can be verified easily in practice. From the transformation, we obtain a new first-order optimality condition for this class of generalized semi-infinite min-max problems.

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Empirical Bayes Test for the Exponential Parameter with Censored Data

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.213-228
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    • 2008
  • Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.

FINITE ELEMENT APPROXIMATION AND COMPUTATIONS OF BOUNDARY OPTIMAL CONTROL PROBLEMS FOR THE NAVIER-STOKES FLOWS THROUGH A CHANNEL WITH STEPS

  • Lee, Hyung-Chun;Lee, Yong-Hun
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.173-192
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    • 1999
  • We study a boundary optimal control problem of the fluid flow governed by the Navier-Stokes equations. the control problem is formulated with the flow through a channel with steps. The first-order optimality condition of the optimal control is derived. Finite element approximations of the solutions of the optimality system are defined and optimal error estimates are derived. finally, we present some numerical results.

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A Study on the Topology Optimization of Electric Vehicle Cross beam using an Optimality Criteria Method in Determination of Arranging Hole( I ) (원공배열 결정에 최적기준법에 의한 전동차 크로스 빔의 위상최적화에 관한 연구( I ))

  • 전형용
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.11
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    • pp.137-145
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    • 2002
  • Electric vehicle body has to be subjected to uniform load and requires auxiliary equipment such as air pipe and electric wire pipe. Especially, the cross beam supports the weight of passenger and electrical equipments. a lightweight vehicle body is salutary to save operating costs and fuel consumption. Therefore this study is to perform the size and the shape optimization of crossbeam for electric vehicle using the method of topology optimization to introduce the concept of homogenization based on optimality criteria method which is efficient for the problem having the number of design variables and a few boundary condition. this provides the method to determine the optimum position and shape of circular hole in the cross beam and then can achieve the optimal design to reduce weight.

Some Properties on Receding Horizon $H_{\infty}$ Control for Nonlinear Discrete-time Systems

  • Ahn, Choon-Ki;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.460-465
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    • 2004
  • In this paper, we present some properties on receding horizon $H_{\infty}$ control for nonlinear discrete-time systems. First, we propose the nonlinear inequality condition on the terminal cost for nonlinear discrete-time systems. Under this condition, noninceasing monotonicity of the saddle point value of the finite horizon dynamic game is shown to be guaranteed. We show that the derived condition on the terminal cost ensures the closed-loop internal stability. The proposed receding horizon $H_{\infty}$ control guarantees the infinite horizon $H_{\infty}$ norm bound of the closed-loop systems. Also, using this cost monotonicity condition, we can guarantee the asymptotic infinite horizon optimality of the receding horizon value function. With the additional condition, the global result and the input-to-state stable property of the receding horizon value function are also given. Finally, we derive the stability margin for the saddle point value based receding horizon controller. The proposed result has a larger stability region than the existing inverse optimality based results.

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