Saddle Point Optimality Criteria and Duality for Convex Continuous-Time Programming Problem

被引：1

作者：

Jovic, Aleksandar ^{[1
]}

Marinkovic, Boban ^{[2
]}

机构：

[1] Univ Belgrade, Fac Math, Dept Numer Math & Optimizat, Studentski trg 16, Belgrade 11000, Serbia

[2] Univ Belgrade, Fac Technol & Met, Dept Math Sci, Karnegijeva 4, Belgrade 11000, Serbia

来源：

FILOMAT | 2022年 / 36卷 / 11期

关键词：

Continuous-time programming; Optimality conditions; Duality; OPTIMIZATION PROBLEMS; THEOREMS;

D O I：

10.2298/FIL2211797J

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, convex continuous-time programming problem with inequality type of constraints is considered. We derive new saddle point optimality conditions and classical duality results such as weak and strong duality properties, under additional regularity assumption. A fundamental tool, employed in the derivation of the necessary saddle point optimality criteria and strong duality result for convex continuous-time programming, is a new version of a theorem of the alternative in infinite-dimensional spaces.

引用

页码：3797 / 3808

页数：12

共 30 条

[1]

Alekseev V.M., 1987, Optimal Control. Contemporary Soviet Mathematics

[2] Theorems of the Alternative for Systems of Convex Inequalities [J].