• Title/Summary/Keyword: first-order optimality conditions

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THE LAYOUT PROBLEM OF TWO KINDS OF GRAPH ELEMENTS WITH PERFORMANCE CONSTRAINTS AND ITS OPTIMALITY CONDITIONS

  • ZHANG XU;LANG YANHUAI;FENG ENMIN
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.209-224
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    • 2006
  • This paper presents an optimization model with performance constraints for two kinds of graph elements layout problem. The layout problem is partitioned into finite subproblems by using graph theory and group theory, such that each subproblem overcomes its on-off nature about optimal variable. Furthermore each subproblem is relaxed and the continuity about optimal variable doesn't change. We construct a min-max problem which is locally equivalent to the relaxed subproblem and develop the first order necessary and sufficient conditions for the relaxed subproblem by virtue of the min-max problem and the theories of convex analysis and nonsmooth optimization. The global optimal solution can be obtained through the first order optimality conditions.

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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A PSEUDOCONVEX PROGRAMMINA IN A HILBERT SPACE

  • Yoon, Byung-Ho;Kim, In-Soo
    • Bulletin of the Korean Mathematical Society
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    • v.23 no.2
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    • pp.141-148
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    • 1986
  • In [1], M. Guignard considered a constraint set in a Banach space, which is similar to that in [2] and gave a first order necessary optimality condition which generalized the Kuhn-Tucker conditions [3]. Sufficiency is proved for objective functions which is either pseudoconcave [5] or quasi-concave [6] where the constraint sets are taken pseudoconvex. In this note, we consider a psedoconvex programming problem in a Hilbert space. Constraint set in a Hillbert space being pseudoconvex and the objective function is restrained by an operator equation. Then we use the methods similar to that in [1] and [6] to obtain a necessary and sufficient optimality condition.

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A BOUNDARY CONTROL PROBLEM FOR THE TIME-DEPENDENT 2D NAVIER-STOKES EQUATIONS

  • Kim, Hongchul;Kim, Seon-Gyu
    • Korean Journal of Mathematics
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    • v.16 no.1
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    • pp.57-84
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    • 2008
  • In this paper, a boundary control problem for a flow governed by the time-dependent two dimensional Navier-Stokes equations is considered. We derive a mathematical formulation and a relevant process for an appropriate control along the part of the boundary to minimize the drag due to the flow. After showing the existence of an optimal solution, the first order optimality conditions are derived. The strict differentiability of the state solution in regard to the control parameter shall be exposed rigorously, and the necessary conditions along with the system for the optimal solution shall be deduced in conjunction with the evaluation of the first order Gateaux derivative to the performance functional.

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ANALYSIS ON GENERALIZED IMPACT ANGLE CONTROL GUIDANCE LAW

  • LEE, YONG-IN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.3
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    • pp.327-364
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    • 2015
  • In this paper, a generalized guidance law with an arbitrary pair of guidance coefficients for impact angle control is proposed. Under the assumptions of a stationary target and a lag-free missile with constant speed, necessary conditions for the guidance coefficients to satisfy the required terminal constraints are obtained by deriving an explicit closed-form solution. Moreover, optimality of the generalized impact-angle control guidance law is discussed. By solving an inverse optimal control problem for the guidance law, it is found that the generalized guidance law can minimize a certain quadratic performance index. Finally, analytic solutions of the generalized guidance law for a first-order lag system are investigated. By solving a third-order linear time-varying ordinary differential equation, the blowing-up phenomenon of the guidance loop as the missile approaches the target is mathematically proved. Moreover, it is found that terminal misses due to the system lag are expressed in terms of the guidance coefficients, homing geometry, and the ratio of time-to-go to system time constant.

A Study on Teaching the Method of Lagrange Multipliers in the Era of Digital Transformation (라그랑주 승수법의 교수·학습에 대한 소고: 라그랑주 승수법을 활용한 주성분 분석 사례)

  • Lee, Sang-Gu;Nam, Yun;Lee, Jae Hwa
    • Communications of Mathematical Education
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    • v.37 no.1
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    • pp.65-84
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    • 2023
  • The method of Lagrange multipliers, one of the most fundamental algorithms for solving equality constrained optimization problems, has been widely used in basic mathematics for artificial intelligence (AI), linear algebra, optimization theory, and control theory. This method is an important tool that connects calculus and linear algebra. It is actively used in artificial intelligence algorithms including principal component analysis (PCA). Therefore, it is desired that instructors motivate students who first encounter this method in college calculus. In this paper, we provide an integrated perspective for instructors to teach the method of Lagrange multipliers effectively. First, we provide visualization materials and Python-based code, helping to understand the principle of this method. Second, we give a full explanation on the relation between Lagrange multiplier and eigenvalues of a matrix. Third, we give the proof of the first-order optimality condition, which is a fundamental of the method of Lagrange multipliers, and briefly introduce the generalized version of it in optimization. Finally, we give an example of PCA analysis on a real data. These materials can be utilized in class for teaching of the method of Lagrange multipliers.