ON THE CONVEXITY OF THE VALUE FUNCTION FOR A CLASS OF NONCONVEX VARIATIONAL PROBLEMS: EXISTENCE AND OPTIMALITY CONDITIONS

Flores, Bazan, F.; Jourani, A; Mastroeni G.

Keywords: strong duality, local minima, hamiltonian, nonconvex variational problems, Lyapunov theorem, existence of minima

Abstract

In this paper we study a class of perturbed constrained nonconvex variational problems depending on either time/state or time/state's derivative variables. Its (optimal) value function is proved to be convex and then several related properties are obtained. Existence, strong duality results, and necessary/sufficient optimality conditions are established. Moreover, via a necessary optimality condition in terms of Mordukhovich's normal cone, it is shown that local minima are global. Such results are given in terms of the Hamiltonian function. Finally various examples are exhibited showing the wide applicability of our main results.

Más información

Título según WOS: ON THE CONVEXITY OF THE VALUE FUNCTION FOR A CLASS OF NONCONVEX VARIATIONAL PROBLEMS: EXISTENCE AND OPTIMALITY CONDITIONS
Título según SCOPUS: On the convexity of the value function for a class of nonconvex variational problems: Existence and optimality conditions
Título de la Revista: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volumen: 52
Número: 6
Editorial: SIAM PUBLICATIONS
Fecha de publicación: 2014
Página de inicio: 3673
Página final: 3693
Idioma: English
DOI:

10.1137/14096877X

Notas: ISI, SCOPUS