The paper deals with shape optimization of dynamic contact problem with Coulomb friction for viscoelastic bodies. The mass nonpenetrability condition is formulated in velocities. The friction coefficient is assumed to be bounded. Using material derivative method as well as the results concerning the regularity of solution to dynamic variational inequality the directional derivative of the cost ...

In this paper, we study necessary optimality conditions for nonsmooth mathematical programs with equilibrium constraints. We first show that, unlike the smooth case, the Mathematical Program with Equilibrium Constraints Linear Independent Constraint Qualification is not a constraint qualification for the strong stationary condition when the objective function is nonsmooth. We argue that the str...

In this paper we discuss second order optimality conditions in optimization problems subject to abstract constraints. Our analysis is based on various concepts of second order tangent sets and parametric duality. We introduce a condition, called second order regularity, under which there is no gap between the corresponding second order necessary and second order sufficient conditions. We show t...

We propose a novel approach to optimum inventory control by modeling a commodity trader’s inventory investment as a portfolio of forward commitments taking explicit account of the dynamics of demands, costs and prices in open markets. We apply the robust real-asset martingale valuation methodology to derive a closed-form solution for the inventory value and a simple and intuitive optimality con...

A central problem of branch and bound methods for global optimization is that lower bounds are often not exact even if the diameter of the subdivided regions shrinks to zero This can lead to a large number of subdivisions preventing the method from terminating in reasonable time For the all quadratic optimization problem with convex constraints we present locally exact lower bounds and optimali...

It is well known that equations of motions and equations which describe the dynamics of physical elds can be deduced from the condition the action S (determined by the corresponding Lagrange function) is optimal. In other words, there is an optimality criterion on the set of all trajectories, and the actual trajectory is optimal with respect to this criterion. The next reasonable question is: w...

Dynamic dictionary-based compression schemes are the most daily used data compression schemes since they appeared in the foundational papers of Ziv and Lempel in 1977, commonly referred to as LZ77. Their work is the base of Deflate, gZip, WinZip, 7Zip and many others compression software. All of those compression schemes use variants of the greedy approach to parse the text into dictionary phra...

In the paper, we consider ODE driven optimal control problems with bang-bang type extremals. The specific nature of bang-bang controls causes some difficulties in optimality and stability analysis. Usual convexity arguments like (strong) Legendre-Clebsch condition fail to hold, and the control discontinuity has to be taken into account. In recent years, substantial results on secondorder optima...

We provide a complete solution to a general, continuous-time dynamic allocation (multi-armed bandit) problem with arms that are not necessarily independent or Markovian, using notions and results from time-changes, optimal stopping, and multi-parameter martingale theory. The independence assumption is replaced by the condition (F.4) of Cairoli & Walsh. We also introduce a synchronization identi...

We consider the problem of allocating an infinitely divisible commodity among a group of agents with single-peaked preferences. A rule that has played a central role in the analysis of the problem is the so-called uniform rule. Chun (2001) proves that the uniform rule is the only rule satisfying Pareto optimality, no-envy, separability, and Ω-continuity. We obtain an alternative characterizatio...