A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints
ABSTRACT First and second order necessary optimality conditions of the Karush-Kuhn-Tucker type are established for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with a uniform implicit function theorem are used in order to...
| Authors: | , |
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| Format: | article |
| Status: | Published version |
| Publication Date: | 2019 |
| Country: | Brasil |
| Institution: | Universidade Estadual Paulista (UNESP) |
| Repository: | Repositório Institucional da UNESP |
| Language: | English |
| OAI Identifier: | oai:repositorio.unesp.br:11449/183883 |
| Online Access: | http://dx.doi.org/10.5540/tema.2019.020.01.015 http://hdl.handle.net/11449/183883 |
| Access Level: | Open access |
| Keyword: | continuous-time programming necessary optimality conditions constraint qualifications programação com tempo-contínuo condições necessárias de otimalidade qualificações de restrições |
| Summary: | ABSTRACT First and second order necessary optimality conditions of the Karush-Kuhn-Tucker type are established for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with a uniform implicit function theorem are used in order to achieve such necessary conditions. |
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