A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints
DOI:
https://doi.org/10.5540/tema.2019.020.01.15Keywords:
Continuous-time programming, necessary optimality conditions, constraint qualifications.Abstract
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 such necessary conditions.References
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