We consider adaptive sequential sampling policies in a Bayesian framework. Under the assumptions that the sampling distribution is from an exponential family and that the number of distinct measurement types is finite, we give sufficient conditions for an adaptive sampling policy to achieve asymptotic optimality. Here, asymptotic optimality is understood to mean that the limit of the expected l...

In this paper we derive necessary and sufficient conditions for some problems of global minimization. Our approach is based on methods of abstract convexity: we use a representation of an upper semicontinuous function as the lower envelope of a family of convex functions. We discuss applications of conditions obtained to the examination of some tractable sufficient conditions for the global min...

Approximate optimality conditions for a class of nonconvex semi-infinite programs involving support functions are given. The objective function and the constraint functions are locally Lipschitz functions on n . By using a Karush-Kuhn-Tucker KKT condition, we deduce a necessary optimality condition for local approximate solutions. Then, generalized KKT conditions for the problems are proposed. ...

Through the paper, X and Y are normed vector spaces; however, most of the results remain true in the more general setting of locally convex spaces. We denote by X∗ and Y∗ the topological dual spaces of X and Y . We consider a pointed closed convex cone Q ⊂ Y which introduces a partial order on Y by the equivalence y1 ≤Q y2 ⇔ y2 − y1 ∈Q; we also suppose, in general, that Q has nonempty interior....

It has long been known that barrier algorithms for constrained optimization can produce a sequence of iterates converging to a critical point satisfying weak second-order necessary optimality conditions, when their inner iterations ensures that second-order necessary conditions hold at each barrier minimizer. We show that, despite this, strong second-order necessary conditions may fail to be at...

The paper is concerned with a class of optimal blocking problems in the plane. We consider a time dependent set R(t) ⊂ IR, described as the reachable set for a differential inclusion. To restrict its growth, a barrier can be constructed, in real time. This is a one-dimensional rectifiable set which blocks the trajectories of the differential inclusion. In this paper we introduce a definition of...

We study nonsmooth multiobjective programming problems involving locally Lipschitz functions and support functions. Two types of Karush-Kuhn-Tucker optimality conditions with support functions are introduced. Sufficient optimality conditions are presented by using generalized convexity and certain regularity conditions. We formulate Wolfe-type dual and Mond-Weirtype dual problems for our nonsmo...