Optimization and Control (math.OC)
Tue, 06 Jun 2023
1.New Relaxation Modulus Based Iterative Method for Large and Sparse Implicit Complementarity Problem
Authors:Bharat Kumar, Deepmala, A. K. Das
Abstract: This article presents a class of new relaxation modulus-based iterative methods to process the large and sparse implicit complementarity problem (ICP). Using two positive diagonal matrices, we formulate a fixed-point equation and prove that it is equivalent to ICP. Also, we provide sufficient convergence conditions for the proposed methods when the system matrix is a $P$-matrix or an $H_+$-matrix. Keyword: Implicit complementarity problem, $H_{+}$-matrix, $P$-matrix, matrix splitting, convergence
2.Weak KAM Theory and Aubry-Mather Theory for sub-Riemannian control systems
Authors:Piermarco Cannarsa, Cristian Mendico
Abstract: The aim of this work is to provide a systemic study and generalization of the celebrated weak KAM theory and Aubry-Mather theory in sub-Riemannian setting, or equivalently, on a Carnot-Caratheodory metric space. In this framework we consider an optimal control problem with state equation of sub-Riemannian type, namely, admissible trajectories are solutions of a linear in control and nonlinear in space ODE. Such a nonlinearity is given by a family of smooth vector fields satisfying the Hormander condition which implies the controllability of the system. In this case, the Hamiltonian function associated with the above control problem fails to be coercive and thus the results in the Tonelli setting can not be applied. In order to overcome this issue, our approach is based on metric properties of the geometry induced on the state space by the sub-Riemannian structure.
3.Characterization of transport optimizers via graphs and applications to Stackelberg-Cournot-Nash equilibria
Authors:Beatrice Acciaio, Berenice Anne Neumann
Abstract: We introduce graphs associated to transport problems between discrete marginals, that allow to characterize the set of all optimizers given one primal optimizer. In particular, we establish that connectivity of those graphs is a necessary and sufficient condition for uniqueness of the dual optimizers. Moreover, we provide an algorithm that can efficiently compute the dual optimizer that is the limit, as the regularization parameter goes to zero, of the dual entropic optimizers. Our results find an application in a Stackelberg-Cournot-Nash game, for which we obtain existence and characterization of the equilibria.