Duality Theory in Continuous-Time Linear Optimization

Valeriano Antunes de Oliveira

Resumo


In this work, classical results from duality theory are obtained for continuous-time linear optimization problems with inequality constraints. Weak and strong duality properties, as well as, the complementary slackness theorem are established.


Palavras-chave


Continuous-Time Optimization, Linear Optimization, Duality.

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DOI: https://doi.org/10.5540/03.2020.007.01.0374

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