Indexed metadata

On Robust Saddle-Point Criterion in Optimization Problems with Curvilinear Integral Functionals

Savin Treanţă, Koushik Das

Source record

Source: Crossref

Published: Jul 28, 2021

DOI: 10.3390/math9151790

Open original source ↗

Source abstract

In this paper, we introduce a new class of multi-dimensional robust optimization problems (named (P)) with mixed constraints implying second-order partial differential equations (PDEs) and inequations (PDIs). Moreover, we define an auxiliary (modified) class of robust control problems (named (P)(b¯,c¯)), which is much easier to study, and provide some characterization results of (P) and (P)(b¯,c¯) by using the notions of normal weak robust optimal solution and robust saddle-point associated with a Lagrange functional corresponding to (P)(b¯,c¯). For this aim, we consider path-independent curvilinear integral cost functionals and the notion of convexity associated with a curvilinear integral functional generated by a controlled closed (complete integrable) Lagrange 1-form.

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.

On Robust Saddle-Point Criterion in Optimization Problems with Curvilinear Integral Functionals — Mathematical Frontier Network