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arXiv · 1802.03378

Necessary Optimality Conditions for Continuous-Time Optimization Problems with Equality and Inequality Constraints

Moisés Rodrigues Cirilo do Monte·Valeriano Antunes de Oliveira
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Abstract

The paper is devoted to obtain first and second order necessary optimality conditions 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 establish such necessary conditions.

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Moisés Rodrigues Cirilo do Monte, Valeriano Antunes de Oliveira. 2018-02-09. Necessary Optimality Conditions for Continuous-Time Optimization Problems with Equality and Inequality Constraints. https://doi.org/10.5540/tema.2019.020.01.015

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