Journal of Optimization Theory and Applications

We derive the covariant optimality conditions for rocket trajectories in general relativity, with and without a bound on the magnitude of the proper acceleration. The resulting theory is then applied to solve two specific problems: the minimum fuel consumption transfer between two galaxies in a FLRW model, and between two stable circular orbits in the Schwarzschild spacetime.

This paper aims at developing effective numerical methods for solving mathematical programs with equilibrium constraints. Due to the existence of complementarity constraints, the usual constraint qualifications do not hold at any feasible point, and there are various stationarity concepts such as Clarke, Mordukhovich, and strong stationarities that are specially defined for mathematical programs with equilibrium constraints. However, since these stationarity systems contain some unknown index sets, there has been no numerical method for solving them directly. In this paper, we remove the unknown index sets from these stationarity systems successfully, and reformulate them as smooth equations with box constraints. We further present a modified Levenberg–Marquardt method for solving these constrained equations. We show that, under some weak local error bound conditions, the method is locally and superlinearly convergent. Furthermore, we give some sufficient conditions for local error bounds, and show that these conditions are not very stringent by a number of examples.

In this paper, we give an overview on optimality conditions and exact penalization for the mathematical program with switching constraints (MPSC). MPSC is a new class of optimization problems with important applications. It is well known that if MPSC is treated as a standard nonlinear program, some of the usual constraint qualifications may fail. To deal with this issue, one could reformulate it as a mathematical program with disjunctive constraints (MPDC). In this paper, we first survey recent results on constraint qualifications and optimality conditions for MPDC, then apply them to MPSC. Moreover, we provide two types of sufficient conditions for the local error bound and exact penalty results for MPSC. One comes from the directional quasi-normality for MPDC, and the other is obtained via the local decomposition approach.

In this paper, we consider the question of necessary conditions for optimality for systems governed by second-order parabolic partial delay-differential equations with first boundary conditions. All the coefficients of the system are assumed bounded measurable and contain controls and delays in their arguments. The second-order parabolic partial delay-differential equation is in divergence form. In Theorem 4.1, we present results on the existence and uniqueness of weak solutions in the sense of Ladyzhenskaya-Solonnikov-Ural'ceva for this class of systems. An integral maximum principle and its point-wise version for the corresponding controlled system are established in Theorem 5.1 and Corollary 5.1, respectively.

The maximization with respect to a cone of a set-valued function into possibly infinite dimensions is defined, and necessary and sufficient optimality conditions are established. In particular, an analogue of the Fritz John necessary optimality conditions is proved using a notion of derivative defined in terms of tangent cones.