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Necessary optimality conditions without a priori normality assumptions

Title
Necessary optimality conditions without a priori normality assumptions
Type
Article in National Scientific Journal
Year
2005
Authors
Aram Arutyunov
(Author)
FEUP
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Journal
Title: Doklady Akademii NaukImported from Authenticus Search for Journal Publications
Vol. 402 No. 6
Pages: 727-731
ISSN: 0869-5652
Publisher: IZDATELSTVO NAUKA
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Publicação em Scopus Scopus
Scientific classification
FOS: Engineering and technology
CORDIS: Technological sciences
Other information
Abstract (EN): In the linear space X with a given subset C⊂X set are the mappings F1: X→Rk1, F2: X→Rk2 and a function f: X→R1 (k1 and k2 are given). Considered is optimization problem: f(x)→min, x∈C, F1(x)≤0, F2(x)=0. For the considered rather general problem, the necessary first- and second-order extremum conditions are determined. The conditions are valid at introduced smoothness assumptions for Fi, f and closed C. The main difference of these conditions from the known is that though obtained without a priori normality assumptions (non-degeneracy of constraints) they remain informative (not degenerate). A typical example for such type of optimization problem, in which C is a convex closed cone, is the problem of optimal control with pulse controls.
Language: English
Type (Professor's evaluation): Scientific
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