Second-Order Geometric Characterization of Optimal Solutions in Continuous-Time Programming
DOI:
https://doi.org/10.5540/03.2023.010.01.0093Palavras-chave:
Continuous-Time Programming, Necessary Optimality Conditions, Geometric CharacterizationResumo
In this work, it is properly defined second-order tangent directions, second-order feasible directions and second-order directions of decrease for continuous-time nonlinear programming. In addition, it is established necessary optimality conditions in geometric form.
Downloads
Referências
A. V. Arutyunov, S. E. Zhukovskiy, and B. Marinkovic. “Theorems of the alternative for systems of convex inequalities”. In: Set-Valued Var. Anal. 27 (2017), pp. 51–70. doi: 10.1007/s11228-017-0406-y.
M. R. C. Monte and V. A. de Oliveira. “A Constant rank constraint qualification in continuous-time nonlinear programming”. In: Set-Valued Var. Anal. 29.1 (2021), pp. 61–81. doi: 10.1007/s11228-020-00537-1.
M. R. C. Monte and V. A. de Oliveira. “A full rank condition for continuous-time optimization problems with equality and inequality constraints”. In: TEMA Tend. Mat. Apl. Comput. 20.1 (2019), pp. 15–35. doi: 10.5540/tema.2019.020.01.015.
M. R. de Pinho and R. B. Vinter. “Necessary conditions for optimal control problems involving nonlinear differential algebraic equations”. In: J. Math. Anal. Appl. 212.2 (1997), pp. 493–516. doi: 10.1006/jmaa.1997.5523.
