arXiv subjects

Valeriano Antunes de Oliveira

Publications and source records attributed to Valeriano Antunes de Oliveira.

2 recordsLinked to original sources

arXiv2023

Continuous-Time Linear Optimization

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.

math.OC↗

arXiv2018

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

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.

math.OC↗