A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints

Autores

DOI:

https://doi.org/10.5540/tema.2019.020.01.15

Palavras-chave:

Continuous-time programming, necessary optimality conditions, constraint qualifications.

Resumo

First and second order necessary optimality conditions of Karush-Kuhn-Tucker type are established for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit function theorem are used in order to achieve such necessary conditions.

Biografia do Autor

Moisés Rodrigues Cirilo Monte, UNESP - Univ. Estadual Paulista

Pós-Graduação em Matemática, Instituto de Biociências, Letras e Ciências Exatas de São José do Rio Preto

Valeriano Antunes de Oliveira, UNESP - Univ. Estadual Paulista

Departamento de Ciências de Computação e Estatística

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Publicado

2019-05-20

Como Citar

Monte, M. R. C., & de Oliveira, V. A. (2019). A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints. Trends in Computational and Applied Mathematics, 20(1), 15. https://doi.org/10.5540/tema.2019.020.01.15

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Artigo Original