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Necessary conditions for continuous-time optimization under the Mangasarian-Fromovitz constraint qualification

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Author(s):
Cirilo do Monte, Moises Rodrigues ; de Oliveira, Valeriano Antunes
Total Authors: 2
Document type: Journal article
Source: OPTIMIZATION; v. 69, n. 4, p. 22-pg., 2019-08-20.
Abstract

In this paper, a Mangasarian-Fromovitz-type regularity condition is presented with the purpose of obtaining first order necessary optimality conditions for continuous-time nonlinear programming problems with both equality and inequality constraints. The Karush-Kuhn-Tucker-type optimality conditions are obtained by means of geometric ideas, where a theorem of the alternative and a uniform implicit function theorem are the main tools. (AU)

FAPESP's process: 16/03540-4 - Regularity Conditions in Optimal Control
Grantee:Valeriano Antunes de Oliveira
Support Opportunities: Regular Research Grants
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