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arXiv · 2305.05466

Continuous-Time Linear Optimization

Valeriano Antunes de Oliveira
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Abstract

In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak and strong duality properties, as well as, the complementary slackness theorem are established. A result concerning the existence of solutions is also stated.

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Valeriano Antunes de Oliveira. 2023-05-09. Continuous-Time Linear Optimization. https://arxiv.org/abs/2305.05466

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