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Revision as of 12:34, 12 February 2024
scientific article
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English | Optimality conditions and Lagrangian duality in continuous-time nonlinear programming |
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Optimality conditions and Lagrangian duality in continuous-time nonlinear programming (English)
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1985
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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.
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convex continuous time programming
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saddle point optimality condition
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Kuhn-Tucker optimality condition
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perturbation function
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