Existence principles and the theory of extremal problems

MaRDI QIDQ4249806zbMATH OpenFDO

Authors V. M. Tikhomirov

Publication date 4 April 2000

zbMATH Keywords

existence of minimaextremal problemsnecessary and sufficient conditions for optimalityperturbationssensitivitysurvey

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Optimality conditions for problems in abstract spaces (49K27) Optimality conditions and duality in mathematical programming (90C46)

Review text

This paper surveys the principal themes in the theory of extremal problems: existence of minima, necessary and sufficient conditions for optimality, and sensitivity to perturbations. Existence principles mentioned include the well-known Brouwer theorem and semicontinuity-and-compactness results, but also the variational principle of Ekeland and a generalized iterative principle due to the author himself (with A. D. Ioffe). Several classical examples from the Calculus of Variations illustrate the main issues. Sensitivity is treated briefly, using the implicit function theorem under smoothness assumptions. The most detail is reserved for a lucid presentation, with proof, of necessary optimality conditions in a rather general smooth-convex minimization problem. These take the form of a Lagrange multiplier rule, and are set in context with interesting historical quotations. For the entire collection see [Zbl 0885.00052].

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Cited in

(9)

• An extremum principle for smooth problems
• The extremal principle and its applications to optimization and economics
• Inverse functions and existence principles
• A GENERAL EXISTENCE THEOREM FOR MULTIDIMENSIONAL EXTREMAL PROBLEMS
• scientific article; zbMATH DE number 1460271 (Why is no real title available?)
• scientific article; zbMATH DE number 194458 (Why is no real title available?)
• Lagrange principle and necessary conditions
• scientific article; zbMATH DE number 4184247 (Why is no real title available?)
• Extremum theory and external problems of the classical calculus

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