Application of the singular differential equations in constrained function minimization problems

Publication date 29 October 2001

Published in Vestnik Moskovskogo Universiteta. Seriya 15 (Search for Journal in Brave)

conditional maximum or minimum necessary and sufficient conditions

Singular nonlinear boundary value problems for ordinary differential equations (34B16) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

Review text

A new approach to the investigation of conditional extremum (maximum or minimum) of a function by use of a system of ordinary differential equations is suggested. Restrictive conditions determining the conditional extremum are presented as singular manifolds of the system of differential equations. A trajectory of such a system moves consequently from one of the stable manifold to another one. Construction of concrete systems of the abovementioned type is the main goal of the article. Two kinds of problems are considered. 1) The problem with restrictions of the equality type: NEWLINE\[NEWLINE f(x) \to \inf, \quad x\in X= \{x\in R^n, g^i (x)= 0, \quad i=1,\dots , m\} . NEWLINE\]NEWLINE 2) The problem with restrictions of the inequality type: NEWLINE\[NEWLINE f(x) \to \inf, \quad x\in X= \{x\in R^n, g^i (x)\leq 0,\quad i=1,\dots ,l\}. NEWLINE\]NEWLINE Several theorems are proved.

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