First and second order conditions for a class of nondifferentiable optimization problems

1980 ◽  
Vol 18 (1) ◽  
pp. 291-307 ◽  
Author(s):  
R. Fletcher ◽  
G. A. Watson
Keyword(s):  
Nondifferentiable Optimization ◽  
Optimization Problems ◽  
Second Order ◽  
Order Conditions ◽  
Second Order Conditions

Second-Order Conditions

2018 ◽  
Author(s):  
John E. Prussing
Keyword(s):  
Optimal Control ◽  
Optimization Problems ◽  
Conjugate Point ◽  
Test Procedure ◽  
Second Order ◽  
Order Conditions ◽  
Second Order Conditions ◽  
The First Variation ◽  
The Cost ◽  
The Second Variation

Second-order conditions for both parameter optimization problems and optimal control problems are analysed. A new conjugate point test procedure is discussed and illustrated. For an optimal control problem we will examine the second variation of the cost. The first variation subject to constraints provides first-order NC for a minimum of J. Second-order conditions provide SC a minimum.

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