A conjugate points theory for a nonlinear programming problem

DOI10.1137/S0363012900368831MaRDI QIDQ2719152zbMATH OpenOpenAlexFDO

Authors Haruhisa Kawasaki

Publication date 21 June 2001

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012900368831

zbMATH Keywords

conjugate pointsJacobi equationLegendre conditionpositive-definiteprincipal minorsshortest path problemstrict conjugate pointsSylvester's criterion

Mathematics Subject Classification ID

Functions of several variables (26B99) Optimality conditions for problems involving ordinary differential equations (49K15) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(12)

• Nonnegativity of a discrete quadratic functional in terms of the (strengthened) Legendre and Jacobi conditions
• Conjugate points for a constrained nonlinear programming problem
• Analysis of conjugate points for constant tridiagonal Hesse matrices of a class of extremal problems
• Discrete Optimal Control: Second Order Optimality Conditions
• Second Order Sufficiency Criteria for a Discrete Optimal Control Problem
• Conjugate Points Revisited and Neumann–Neumann Problems
• scientific article; zbMATH DE number 3936398 (Why is no real title available?)
• Conjugate Points for Variational Problems with Equality and Inequality State Constraints
• scientific article; zbMATH DE number 2233661 (Why is no real title available?)
• On conjugate points and the Leitmann equivalent problem approach
• A parallel iterative method for variational integration
• On the existence of conjugate points for a constrained minimization problem

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