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 achieve such necessary conditions.
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Digital revista |
| Language: | English |
| Published: |
Sociedade Brasileira de Matemática Aplicada e Computacional
2019
|
| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S2179-84512019000100015 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|