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, systems which evolve over time. Optimal control theory, a relatively new branch of mathematics, determines the optimal way to … theory and to illustrate it by formulating a simple example. A reader who has covered this tutorial should be able to read … most of this special issue of INFOR which contains articles applying optimal control theory to the solution of management …
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A necessary condition - the Principle of Fermat-Lagrange - is offered for mixed smooth-convexoptimization problems. This generalizes and unifies most of the known necessary conditions forconcrete finite and infinite dimensional optimization problems of interest. The new idea in comparisonwith...
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In this paper we consider optimization problems defined by a quadraticobjective function and a finite number of quadratic inequality constraints.Given that the objective function is bounded over the feasible set, we presenta comprehensive study of the conditions under which the optimal solution...
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In this paper we introduce several classes of generalized convexfunctions already discussed in the literature and show the relationbetween those function classes. Moreover, for some of those functionclasses a Farkas-type theorem is proved. As such this paper unifiesand extends results existing...
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Many methods of computational statistics lead to matrix-algebra or numerical- mathematics problems. For example, the …
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A fundamental assumption in most of economic modeling is that people maximize their utility subject to a budget constraint. This, as well as many other economic problems, mathematically translate into problems of maximization with constraints. A powerful and widely used method to tackle some of...
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