Nonsmooth continuous-time optimization problems: Sufficient conditions
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This paper studies continuous-time inequality constrained optimization problems. First-order sufficient conditions of a global optimal solution for the Lipschitz case are derived via invexity type assumptions. Second-order sufficient conditions of a strict local solution for the \(C^{1,1}\) case are given under the strictly positive definiteness of the generalized Hessian. Furthermore, if the Lagrangian function is quasiconvex, then the strict local solution is also a global one.
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Cited in
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