Duality Theory in Continuous-Time Linear Optimization

Autores

  • Valeriano Antunes de Oliveira

DOI:

https://doi.org/10.5540/03.2020.007.01.0374

Palavras-chave:

Continuous-Time Optimization, Linear Optimization, Duality.

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.

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Publicado

2020-02-20

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