Optimality conditions and duality for a class of continuous-time programming problems with nonlinear operator equality and inequality constraints (Q756120)

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Optimality conditions and duality for a class of continuous-time programming problems with nonlinear operator equality and inequality constraints
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    Optimality conditions and duality for a class of continuous-time programming problems with nonlinear operator equality and inequality constraints (English)
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    1990
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    The author studies a continuous-time nonlinear programming problem of the type: \[ (P)\quad \inf \quad \phi (x)=\int^{T}_{0}f(x)(t)dt,\quad g(x)(t)\leq 0,\quad h(x)(t)=0. \] Here f,g,h are nonlinear operators from \(W^ n[0,T]\) to C[0,T], \(C^ p[0,T]\) and \(C^ q[0,T]\) respectively, \(W^ n[0,T]\) is the space of all absolutely continuous vector functions with Lebesgue square-integrable derivative on [0,T]. Under some generalized convexity assumptions necessary optimality criteria and duality relations for (P) are obtained. The technique is based on a general minmax approach used in the paper first to treat an abstract constrained optimization problem in a Banach space. The results are then restated and specialized for (P). Some other classes of optimization problems to which those are applicable are discussed.
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    saddle-point optimality conditions
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    Lagrangian duality relations
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    continuous-time nonlinear programming
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    nonlinear operators
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    necessary optimality criteria
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