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Optimality conditions and duality for a class of continuous-time linear optimization problems

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Author(s):
de Oliveira, Valeriano Antunes
Total Authors: 1
Document type: Journal article
Source: COMPUTATIONAL & APPLIED MATHEMATICS; v. 43, n. 5, p. 29-pg., 2024-07-01.
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. (AU)

FAPESP's process: 22/16005-0 - Asymptotic optimality 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