Optimality conditions and Lagrangian duality in continuous-time nonlinear programming (Q1074501): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:22, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality conditions and Lagrangian duality in continuous-time nonlinear programming |
scientific article |
Statements
Optimality conditions and Lagrangian duality in continuous-time nonlinear programming (English)
0 references
1985
0 references
The author considers a general convex continuous time programming problem. He states a saddle point optimality condition, as well as a Kuhn-Tucker optimality condition in the differentiable case, using a perturbation function. Duality results are also established.
0 references
convex continuous time programming
0 references
saddle point optimality condition
0 references
Kuhn-Tucker optimality condition
0 references
perturbation function
0 references
