Second-Order Geometric Characterization of Optimal Solutions in Continuous-Time Programming

Authors

  • Valeriano A. de Oliveira

DOI:

https://doi.org/10.5540/03.2023.010.01.0093

Keywords:

Continuous-Time Programming, Necessary Optimality Conditions, Geometric Characterization

Abstract

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

Download data is not yet available.

Author Biography

Valeriano A. de Oliveira

Universidade Estadual Paulista (Unesp), Instituto de Biociências, Letras e Ciências Exatas, Departamento de Matemática

References

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.

Downloads

Published

2023-12-18

Issue

Section

Trabalhos Completos