Nonsmooth continuous-time optimization problems: necessary conditions

✍ Scribed by A.J.V. Brandão; M.A. Rojas-Medar; G.N. Silva

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 446 KB
• Volume: 41
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/s0898-1221(01)00112-2

✦ Synopsis

We consider Lipschitz continuous-time nonlinear optimization problems and provide first-order necessary optimality conditions of both Fritz John and Karush-Kuhn-Tucker types. (~) 2001 Elsevier Science Ltd. All rights reserved. Keywords--Continuous nonlinear programming, Necessary conditions, Nonsmooth optimization.

This work was supported by CNPq and FAPESP of Brazil. We are very grateful to the referee for his helpful comments and suggestions.