A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints
First and second order necessary optimality conditions of Karush-Kuhn-Tucker type are established for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit function theorem are used in order to achieve suc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Matemática Aplicada e Computacional
2019-05-01
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| Series: | Trends in Computational and Applied Mathematics |
| Subjects: | |
| Online Access: | https://tcam.sbmac.org.br/tema/article/view/1187 |