Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints

نویسندگان

چکیده

We analyze a convex stochastic optimization problem where the state is assumed to belong Bochner space of essentially bounded random variables with images in reflexive and separable Banach space. For this problem, we obtain optimality conditions that are, an appropriate model, necessary sufficient. Additionally, Lagrange multipliers associated are integrable vector-valued functions not only measures. A model given demonstrating application PDE-constrained under uncertainty outlook for further applications.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Descent methods for convex optimization problems in Banach spaces

where f : E→ R is a convex function; see, for example, [1, 2, 8] and the references therein. It is well known that standard iterative methods for solving (1.2), which are designed for finite-dimensional optimization problems, cannot guarantee strong convergence of their iteration sequences to a solution of the initial problem if the cost function does not possess strengthened convexity properti...

متن کامل

Global Optimality Conditions for Quadratic Optimization Problems with Binary Constraints

We consider nonconvex quadratic optimization problems with binary constraints. Our main result identifies a class of quadratic problems for which a given feasible point is global optimal. We also establish a necessary global optimality condition. These conditions are expressed in a simple way in terms of the problem’s data. We also study the relations between optimal solutions of the nonconvex ...

متن کامل

Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...

متن کامل

Optimality Conditions for Optimization Problems with Complementarity Constraints

Optimization problems with complementarity constraints are closely related to optimization problems with variational inequality constraints and bilevel programming problems. In this paper, under mild constraint qualifications, we derive some necessary and sufficient optimality conditions involving the proximal coderivatives. As an illustration of applications, the result is applied to the bilev...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Siam Journal on Optimization

سال: 2021

ISSN: ['1095-7189', '1052-6234']

DOI: https://doi.org/10.1137/20m1363558