Second Order Sufficient Optimality Conditions for Continuous-Time Programming Problems with Equality Constraints

Moisés Rodrigues Cirilo do Monte, Valeriano Antunes de Oliveira

Resumo


Second order sufficient optimality conditions are established for continuous-time optimization problems with equality constraints. The approach consists in obtaining second-order sufficient conditions for unconstrained problems first, transforming the equality constrained problem into an unconstrained one through penalization and then applying the first result.

Palavras-chave


Continuous-Time Programming Problems, Equality Constraints, Sufficient Conditions.

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DOI: https://doi.org/10.5540/03.2020.007.01.0431

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