Necessary conditions for optimization problems governed by differential algebraic inclusions

2007 ◽  
pp. 153-173
Author(s):  
Lianwen Wang
Keyword(s):  
Necessary Conditions ◽  
Optimization Problems

scholarly journals On solution sets of nonconvex Darboux problems and applications to optimal control with endpoint constraints

1996 ◽  
Vol 37 (3) ◽  
pp. 354-391 ◽  
Author(s):  
H. D. Tuan
Keyword(s):  
Constraint Qualification ◽  
Necessary Conditions ◽  
Optimization Problems ◽  
Regularity Assumption ◽  
Darboux Problem ◽  
Continuous Version ◽  
Open Mapping Theorem ◽  
Solution Sets ◽  
Relaxation Theorem ◽  
Endpoint Constraints

AbstractWe prove a continuous version of a relaxation theorem for the nonconvex Darboux problem xlt ε F(t, τ, x, xt, xτ). This result allows us to use Warga's open mapping theorem for deriving necessary conditions in the form of a maximum principle for optimization problems with endpoint constraints. Neither constraint qualification nor regularity assumption is supposed.

scholarly journals A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints

2019 ◽  
Vol 20 (1) ◽  
pp. 15 ◽  
Author(s):  
Moisés Rodrigues Cirilo Monte ◽  
Valeriano Antunes De Oliveira
Keyword(s):  
Continuous Time ◽  
Regularity Condition ◽  
Necessary Conditions ◽  
Optimization Problems ◽  
Necessary Optimality Conditions ◽  
Inequality Constraints ◽  
Full Rank ◽  
Rank Condition ◽  
Time Optimization ◽  
Equality And Inequality Constraints

First and second order necessary optimality conditions of Karush-Kuhn-Tucker type are established for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit function theorem are used in order to achieve such necessary conditions.

Sign in / Sign up

Export Citation Format

Share Document