Second-Order KKT-Invexity in Continuous-Time Optimization

Authors

  • Valeriano A. de Oliveira

DOI:

https://doi.org/10.5540/03.2022.009.01.0302

Keywords:

Continuous-Time Optimization, Sufficient Optimality Conditions, Second-Order KKT-Invexity

Abstract

In this paper, we adapt to the context of continuous-time optimization a concept of generalized convexity adequate to work with second-order stationary solutions, which are solutions that satisfy second-order necessary optimality conditions. We show that the second-order necessary optimality conditions become sufficient when the problem satisfies such a generalized convexity concept. We also show that, under a certain regularity assumption, this concept is as general as possible, in the sense that if the problem is such that every second-order stationary solution is an optimal solution, then the problem necessarily satisfies the generalized convexity concept.

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Author Biography

Valeriano A. de Oliveira

Universidade Estadual Paulista (Unesp), Instituto de Biociências, Letras e Ciências Exatas, Departamento de Matemática, Câmpus de São José do Rio Preto, SP

References

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Published

2022-12-08

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Section

Trabalhos Completos