A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints

Author(s)

M.R.C. MONTE ^[1] ; V.A. de OLIVEIRA ^[2]

Affiliation

^[1] Universidade Federal de Uberlândia. Instituto de Ciências Exatas e Naturais do Pontal. Câmpus de Ituiutaba - Brasil

^[2] Universidade Estadual Paulista. Instituto de Biociências, Letras e Ciências Exatas. Departamento de Matemática Aplicada - Brasil

• Document type: Journal article
• Source: TEMA (São Carlos); v. 20, n. 1, p. 15-35, 2019-06-10.

Abstract

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. (AU)

• FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
• Grantee: Francisco Louzada Neto
• Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
• FAPESP's process: 16/03540-4 - Regularity Conditions in Optimal Control
• Grantee: Valeriano Antunes de Oliveira
• Support Opportunities: Regular Research Grants