Optimization and Optimal Control: Proceedings of a Conference Held at Oberwolfach, March 16–22, 1980 PDF
Preview Optimization and Optimal Control: Proceedings of a Conference Held at Oberwolfach, March 16–22, 1980
Lecture Notes ni Control dna noitamrofnI Sciences Edited yb .V.A Balakrishnan dna M.Thoma 30 IIII II I I noitazimitpO dna lamitpO lortnoC Proceedings of a Conference Held at Oberwolfach, March 16-22, 1980 detidE by .A Auslender, W. Oettli, and .J Stoer IIII II IIIIIIIIIIIII IIIIIIIIIII HIIII I II galreV-regnirpS nilreB Heidelberg New kroY 1891 Series Editors A, .V Balakrishnan • M. Thoma Advisory Board L D, Davisson A. • G..1. MacFarlane • H. Kwakernaak .1, L Massey • .aY Z. Tsypkin • A, .J Viterbi Editors Alfred Auslender D@partement de Math@matiques Appliqu~es Universit@ de Clerrnont-Ferrand II B.P. 45 07136-=1 Aubi@re (France) Werner Oettli Fakult~t f~ir Mathematik und Informatik Universit#,t Mannheim SchloB D-6800 Mannheim .tosef Stoer Institut fiJr Angewandte Mathematik und Statistik Universit~t W0rzburg Am Hubland D-8700 W~irzburg AMS Subject Classifications :)0891( 49 BXX, 49 CXX, 49 DXX, 65 KXX, 90CXX, 90DXX, 93EXX ISBN 3-540-10627-8 Springer-Verlag Berlin Heidelberg NewYork ISBN 0-387-10627-8 Springer-Verlag NewYork Heidelberg Berlin This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically those of translation, re- printing, re-use of illustrations, broadcasting, reproduction by photocopying machine or similar means, and storage in data banks. Under § 54 of the German Copyright Law where copies are made for other than private use a fee is payable to 'Verwertungsgesellschaft Wort', Munich. © Springer-Verlag Berlin Heidelberg 1891 Printed in Germany Printing and binding: Beltz Offsetdruck, Hemsbach/Bergstr. 2061/3020-543210 ECAFERP This volume constitutes the proceedings of a conference held March 16-22, 1980, at sehcsitamehtaM Forschungsinstitut Oberwolfach. ehT purpose of this conference saw to treat recent advances in general optimization theory sa well sa in problems of optimal control, dna also to establish closer contacts between scientists, main- ly from France dna ,ynamreG working in these fields. Included gnoma the topics were wen results in nonlinear analysis, used to obtain general optimality conditions. This more abstract approach saw detnemelpmoc by techniques using the specific struc- ture of particular function spaces arising in optimal control problems. Also includ- de weret he development dna evaluation of numerical methods for solving problems of this kind. ehT organizers gratefully acknowledge the generous support received yb Mathemati- sehcs Forschungsinstitut Oberwolfach. .A Auslender .W Oettli J. Stoer TSIL F OSTNAPICITRAP .M ,AIETTA U.E.R. Sciences, tnemetrap~D ed ,seuqitam~htaM 118, eur ed ,ennobraN 77013 Toulouse, ecnarF .A ,REDNELSUA tnemetrap~D ed seuqitam~htaM Appliqu~es, Universit~ ed ,tnomrelC .P.B ,54 07136 Aubi~re, ecnarF .G.H ,KCOB Institut fur etdnawegnA kitamehtaM red Universit~t ,nnoB e~artsrelegeW 6, 0035-D nnoB J. ,REGNINUARB sehcsitamehtaM Institut der Universit~t Stuttgart, Pfaffenwaldring ,75 0007-D Stuttgart J. ,KNILAPS-KNIRB Institut fur ehcsiremuN dnu Instrumentelle ,kitamehtaM Universit~t ,retsnUM RoxelerstraBe ,46 0044-D retsnUM .M ,ETAKORB Institut fur ,kitamehtaM UF Berlin, Arnimallee 2-6, 00OI-D Berlin 33 .L ,ZTALLOC Institut fur etdnawegnA ,kitamehtaM Universit~t ,grubmaH eBartssednuB ,55 0002-D grubmaH 31 .F ,SUINOLOC Universit~t ,nemerB BibliothekstraBe, Postfach 033 ,044 0082-D nemerB 33 J.P. tnemetrap~ D,XIEZUORC ed seuqitam~htaM Appliqu~es, Universit~ ed ,tnomrelC B.P. ,54 07136 Aubi~re, ecnarF .U ,TDRAHKCE Institut fur etdnawegnA ,kitamehtaM Universit~t ,grubmaH eBartssednuB ,55 0002-D 31 grubmaH I. ,DNALEKE U.E.R. seuqitam~htaM ed la D~cision, Universit~ ed Paris IX, 57757 Paris ,61 xed~C ecnarF J. ,ESHERF Institut fur etdnawegnA ,kitamehtaM Universit~t ,nnoB BeringstraBe 4-6, 0035-D nnoB .K ,FFOHSALG Institut fur etdnawegnA ,kitamehtaM Universit~t ,grubmaH eBartssednuB ,55 0002-D grubmaH 31 .B ,NALLOG sehcsitamehtaM Institut, Universit~t ,grubzrUW mA ,dnalbuH 0078-D grubzrUW . M,LEHCSTURG Universit~t ,nnoB Institut fur snoitarepO ,hcraeseR eBartsessaN 2, 0035-D nnoB i J. ,RENNIWG Fakult~t fur kitamehtaM dnu Informatik, Universit~t ,miehnnaK edu~begranimeS A ,5 0086-D miehnnaM . W,HCSUBKCAH sehcsitamehtaM Institut red Universit~t K~ln, latreyeW 86-90, 0005-D K~ln 14 J.B. ,YTURRU-TRAIRIH tnemetrap~D ed seuqitam~htaM Appliqu~es, Universit~ ed ,tnomrelC B.P. ,54 07136 Aubiare, ecnarF .H.K ,NNAMFFOH UF Berlin, Institut fur ,kitamehtaM Arnimallee 2-6, 00OI-D Berlin 33 .W NAV ,EDETSNOH Institut fur etdnawegnA ,kitamehtaM Universit~t ,nnoB eBartsrelegeW 6, 0035-D nnoB .P ,DRAUH E1ectricit~ ed France, ,1 euneva ud lar~n~G ed Gaulle, 92141Clamart, ecnarF J.L. ED ,GNOJ der Onderafde]ing ,ednuksiW ehcsinhceT ,loohcsegoH P.O. xoB ,315 ,nevohdniE ehT sdnalrehteN .P ,LLAK Universit~t ZUrich, eBartsgrebnieW ,95 6008-HC ZUrich, Switzerland .F ,LEPPAK II. sehcsitamehtaM Institut, Universit~t Graz, ElisabethstraBe ,11 0108 Graz, Austria V .W.H ,HCOLBONK sehcsitamehtaM Institut red Universit~t ,grubzrUW mA ,dnalbuH 0078-D grubzrUW .,MNNAtFLHOK Institut fur etdnawegnA ,kitamehtaM Universit~t ,nnoB eBartsrelegeW 6, 0035-D nnoB .B ,ETROK Institut fur Operations ,hcraeseR Universit~t ,nnoB eBartsessaN 2, 0035-D nnoB 1 .P ,LOMSOK sehcsitamehtaM ,ranimeS Universit~t Kiel, eBartsnesuahslO 40-60, 0032-D Kiel I .W ,SBARK hcierebhcaF HT,kitamehtaM ,tdatsmraD eBartsnetragBolhcS 7, 0016-D tdatsmraD .D ,TFARK Institut fur kimanyD red ,emetsysgulF D-80310berpfaffenhofen P.J. ,TNERUAL Institut National Polytechnique ed Grenoble, eniamoD Universitaire, B.P. ,35 ,xedeC-elbonerG14083 ecnarF ,,LCAHCERAMEL I.N.R.I.A., ,truocneuqcoR B.P. 105, 05187 eL ,yansehC ecnarF .F ,OIPMEL Lehrstuhl fur ,kitamehtaM Universit~t Bayreuth, Postfach ,8003 0858-D htueryaB ,H T.UORNEKCAM h~ierebhcaF kitamehtaM dnu Physik, Universit~t Bayreuth, hcaftsoP 3008, 0858-D htueryaB , I.KKSWONALAM smetsyS hcraeseR Institute, Polska aimedakA ,kuaN ul. aksleweN 6, 744-10 ,awazsraW dnaloP .D ,YEHTNAM Lehrstuhl fur kitamehtaM VII, Universit~t ,miehnnaM 0086-D miehnnaM .H ,RERUAM Institut fur ehcsiremuN dnu Instrumentelle ,kitamehtaM Universit~t ,retsnUM RoxelerstraBe ,46 0044-D retsnUM .E ,IKSNIMRUN IIASA, Schlo~platz I, Laxenburg, Austria H.J. ,ELREBO UT MUnchen, Fachbereich Mathematik, ArcisstraBe 21, D-8000 nehcnUM 2 .W OETTLI, Lehrstuhl fur Mathematik VII, Universit~t Mannheim, D-6800 miehnnaM .D ,EKHCSALLAP ,DMG SchloB Birlinghoven, D-5205 St. Augustin J.P. ,TONEP Facult~ des Sciences, Avenue Philippon, 64000 Pau, France .J.H ,HCSEP UT ,nehcnUM hcierebhcaF ,kitamehtaM ArcisstraBe ,12 0008-D nehcnUM 2 .G ,ARREIP E.N.S.M.A., ,02 eur emualliuG le ,ruodabuorT 43068 Poitiers, ecnarF .K ,RETTIR sehcsitamehtaM Institut ,A Universit~t Stuttgart, Pfaffenwaldring ,75 0007-D Stuttgart 08 .M.S ,NOSNIBOR University of ,nisnocsiW 016 tunlaW Street, ,nosidaM IW 53706, ASU oT.R ,RALLEFAKCOR University of ,notgnihsaW tnemtrapeD of ,scitamehtaM Seattle, AW ,59189 ASU .E ,SHCAS UT Berlin, Fachbereich ,kitamehtaM StraSe sed .71 Juni ,531 00OI-D Berlin 21 .S ,ELBIAHCS tnemtrapeD of Finance, University of Alberta, ,notnomdE Alberta G6T ,1G2 adanaC , .IKKSWOKTTIHCS Institut fur etdnawegnA kitamehtaM dnu Statistik red Universit~t ,grubzrUW mA Hubland, 0078-D grubzrUW .E ,OTACIDEPS Istituto Universitario di ,omagreB Via Salvecchio, 00142 ,omagreB Italy .P ,ICCULLEPS Fachbereich ,kitamehtaM HT ,tdatsmraD eBartsnetragBolhcS 7, 0016-D tdatsmraD J. ,REOTS Institut fur etdnawegnA kitamehtaM dnu Statistik red Universit~t ,grubzrUW mA ,dnalbuH 0078-D grubzrUW lV .H.K ,LLEW Institut fur re dkimanyD ,emetsysgulF 1308-D nefohneffafprebO J. ,EWOZ Lehrstuh] fur etdnawegnA ,kitamehtaM Universit~t ,htueryaB hcaftsoP ,8003 0858-D htueryaB ELBAT FO STNETNOC Part I: Optimization ............................................................ 1 .M Atteia, A, El Qortobi Quasi-Convex Duality ......................................................... 3 J.-P. Crouzeix emoS Differentiability Properties of Quasiconvex Functions no ~n ......,..,.. 9 j. Gwinner nO Optimality Conditions for Infinite Programs .............................. 12 J.-B. Hiriart-Urruty Optimality Conditions for Discrete Nonlinear Norm-Approximation smelborP .................................................................... 92 .P drauH Feasible Variable Metric Method for Nonlinearly Constrained smelborP .................................................................... 34 .B Korte, .R Schrader A Note no Convergence Proofs for Shor-Khachian-Methods ...................... 15 .C lahc~rameL A View of Line-Searches ..................................................... 95 E.A. Nurminski q-Approximation dna Decomposition of Large-Scale Problems ................... 97 J.-P. Penot nO the Existence of Lagrange Multipliers in Nonlinear gnimmargorP in Spaces Banach ................................................ 98 .S Schaible, I. gnaZ Convexifiable Pseudoconvex dna Strictly xevnocoduesP C:-Functions (Extended Abstract) ........................................... 501 .K Schittkowski Organization, Test, dna Performance of Optimization Programs ............... 901 .P Spellucci Han's Method without Solving PQ ............................................ 321 Part 2: O~timal Control ....................................................... 341 .M Brokate Necessary Optimality Conditions for Differential semaG with Transition Surfaces ................................................... 541 .F Colonius Regularization of Lagrange Multipliers for Time Delay smetsyS with Fixed Final State ............................................. 361 VIII .W Hackbusch Numerical Solution of Linear dna Nonlinear Parabolic Control Problems ........................................................... 971 .M Kohlmann Survey on Existence Results in Nonlinear Optimal Stochastic Control of Semimartingales ...................................... 781 .W Krabs Time-Minimal Controllability in the View of Optimization ................... 112 .D Kraft nO the Choice of Minimization Algorithms in Parametric Optimal Control Problems ................................................... 912 ,U Mackenroth Strong Duality, kaeW Duality dna Penalization for a State Constrained Parabolic Control Problem ................................ 332 .K Malanowski Finite Difference Approximations to Constrained Optimal Control Problems ........................................................... 342 Part :1 noitazimitpO
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