Conjugate points for a constrained nonlinear programming problem

MaRDI QIDQ2708291zbMATH OpenFDO

Authors Hidefumi Kawasaki

Publication date 27 November 2001

Published in Journal of Nonlinear and Convex Analysis (Search for Journal in Brave)

zbMATH Keywords

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

Mathematics Subject Classification ID

Optimality conditions for free problems in one independent variable (49K05) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Review text

In a former paper by the author, the notion of conjugate point for unconstrained finite dimensional optimization problems was introduced. This notion is based on the discretized version of the Jacobi equation related to the second-order Hessian matrix of the objective function. The aim of this paper is to extend this theory to the inequality-equality constrained situation and offer necessary and sufficient conditions of optimality for such programming problems. As an illustration, the finite-dimensional version of the shortest path problem on the unit sphere is analyzed.

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Cited in

(8)

• A conjugate points theory for a nonlinear programming problem
• Analysis of conjugate points for constant tridiagonal Hesse matrices of a class of extremal problems
• 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
• On the existence of conjugate points for a constrained minimization problem

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