Necessary conditions for continuous-time optimization under the Mangasarian–Fromovitz constraint qualification
In this paper, a Mangasarian–Fromovitz-type regularity condition is presented with the purpose of obtaining first order necessary optimality conditions for continuous-time nonlinear programming problems with both equality and inequality constraints. The Karush–Kuhn–Tucker-type optimality conditions...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2019 |
| País: | Brasil |
| Institución: | Universidade Estadual Paulista (UNESP) |
| Repositorio: | Repositório Institucional da UNESP |
| Idioma: | inglés |
| OAI Identifier: | oai:repositorio.unesp.br:11449/189567 |
| Acceso en línea: | http://dx.doi.org/10.1080/02331934.2019.1653294 http://hdl.handle.net/11449/189567 |
| Access Level: | acceso abierto |
| Palabra clave: | 90C30 90C46 constraint qualifications Continuous-time programming Mangasarian–Fromovitz conditions necessary conditions |
| Sumario: | In this paper, a Mangasarian–Fromovitz-type regularity condition is presented with the purpose of obtaining first order necessary optimality conditions for continuous-time nonlinear programming problems with both equality and inequality constraints. The Karush–Kuhn–Tucker-type optimality conditions are obtained by means of geometric ideas, where a theorem of the alternative and a uniform implicit function theorem are the main tools. |
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