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.

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Auteurs principaux: MONTE,M.R.C., OLIVEIRA,V.A. de
Format: Digital revista
Langue:English
Publié: Sociedade Brasileira de Matemática Aplicada e Computacional 2019
Accès en ligne:http://old.scielo.br/scielo.php?script=sci_arttext&pid=S2179-84512019000100015
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