Necessary conditions for continuous-time optimization under the Mangasarian–Fromovitz constraint qualification. (2nd April 2020)

• Record Type: Journal Article
• Authors: do Monte, Moisés Rodrigues Cirilo; de Oliveira, Valeriano Antunes
• Is Part Of: Optimization. Volume 69:Number 4(2020)
• Page Start: 777
• Page End: 798
• Publication Date: 2020-04-02
• Subjects: Continuous-time programming -- necessary conditions -- constraint qualifications -- Mangasarian–Fromovitz conditions; 90C30 -- 90C46; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2019.1653294
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: In this paper, a Mangasarian–Fromovitz-type regularity condition is presented with the purpose of obtaining first order necessary optimality conditions for continuous-time nonlinear programming problems with both equality and inequality constraints. The Karush–Kuhn–Tucker-type optimality conditions are obtained by means of geometric ideas, where a theorem of the alternative and a uniform implicit function theorem are the main tools.