Error bounds for cone inclusion problems in Banach spaces are established under conditions weaker than Robinson’s constraint qualification. The results allow the cone to be more general than the origin and therefore also generalize a classical error bound result concerning equality-constrained sets in optimization. Applications in finite-dimensional differentiable inequalities and in tangent co...

We provide new conditions for identification in accelerated failure time competing risks models. In our model, we specify unknown regression functions and the joint survivor function of latent disturbance terms nonparametrically. We show that the model can be identified with covariates that are independent of latent errors, provided that certain rank conditions are satisfied. We present a simpl...

We prove necessary optimality conditions for problems of the calculus of variations on time scales with a Lagrangian depending on the free end-point.

We obtain the necessary and sufficient conditions for linearizability of an eight-parameter family of two-dimensional system of differential equations in the form of linear canonical saddle perturbed by polynomials with four quadratic and four cubic terms. 2007 Elsevier Inc. All rights reserved.

We provide necessary optimality conditions for a general class of discounted infinitehorizon dynamic optimization problems. As part of the resulting maximum principle we obtain explicit bounds on the adjoint variable, stronger than the transversality conditions in Arrow–Kurz form. r 2005 Elsevier B.V. All rights reserved. JEL classification: C60; C61

We consider a (finite or infinite) family of closed convex sets with nonempty intersection in a normed space. A property relating their epigraphs with their intersection’s epigraph is studied, and its relations to other constraint qualifications (such as the linear regularity, the strong CHIP, and Jameson’s (G)-property) are established. With suitable continuity assumption we show how this prop...

In this paper we derive a necessary optimality condition for a local optimal solution of some control problems. These optimal control problems are governed by a semi-linear Vettsel boundary value problem of a linear elliptic equation. The control is applied to the state equation via the boundary and a functional of the control together with the solution of the state equation under such a contro...

In this paper we present a method for determining some variations of a singular trajectory of an affine control system. These variations provide necessary optimality conditions which may distinguish between maximizing and minimizing problems. The generalized Legendre-Clebsch conditions are an example of these type of conditions.

Abstract: We consider a semi-infinite optimization problem in Banach spaces, where both the objective functional and the constraint operator are compositions of convex nonsmooth mappings and differentiable mappings. We derive necessary optimality conditions for these problems. Finally, we apply these results to nonconvex stochastic optimization problems with stochastic dominance constraints, ge...

We consider the problem of routing uniform communication instances in switched optical tori that use the wavelength division multi-plexing (or WDM) approach. A communication instance is called uniform if it consists exactly of all pairs of nodes in the graph whose distance is equal to one from a speciied set S = fd1; d2; : : : ; d k g. We give bounds on the optimal load induced on an edge for a...