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Sufficient Global Optimality Conditions for Non-convex Quadratic Minimization Problems With Box Constraints

✍ Scribed by V. Jeyakumar; A. M. Rubinov; Z. Y. Wu

Publisher: Springer US
Year: 2006
Tongue: English
Weight: 189 KB
Volume: 36
Category: Article
ISSN: 0925-5001
DOI: 10.1007/s10898-006-9022-3

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## Abstract In this paper we derive sufficient conditions for optimal control problems with mixed control and state constraints by applying a dual approach to the dynamic programming. These conditions guarantee that a relative minimum is achieved. We seek an optimal pair in the class of those admis