Optimization of third-order discrete and differential inclusions described by polyhedral set-valued mappings

被引:13
|
作者
Mahmudov, Elimhan N. [1 ,2 ]
Demir, Sevilay [3 ]
Deger, Ozkan [3 ]
机构
[1] Istanbul Tech Univ, Fac Management, Dept Ind Engn, TR-34367 Macka Istanbul, Turkey
[2] Azerbaijan Natl Acad Sci, Inst Control Syst, Baku, Azerbaijan
[3] Istanbul Univ, Dept Math, Fac Sci, TR-34134 Istanbul, Turkey
关键词
polyhedral; third-order; differential inclusions; discrete-approximation; transversality; SUFFICIENT CONDITIONS; OPTIMALITY;
D O I
10.1080/00036811.2015.1074188
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The present paper is concerned with the necessary and sufficient conditions of optimality for third-order polyhedral optimization described by polyhedral discrete and differential inclusions (PDIs). In the first part of the paper, the discrete polyhedral problem (P-D) is reduced to convex minimization problem and the necessary and sufficient condition for optimality is derived. Then the necessary and sufficient conditions of optimality for discrete-approximation problem (P-DA) are formulated using the transversality condition and approximation method for the continuous polyhedral problem (P-C) governed by PDI. On the basis on the obtained results in Section 3, we prove the sufficient conditions of optimality for the problem (P-C). It turns out that the concerned method requires some special equivalence theorem, which allow us to make a bridge between (P-D) and (P-C) problems.
引用
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页码:1831 / 1844
页数:14
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