KT-invexity in optimal control problems

Valeriano Antunes de Oliveira; Geraldo Nunes Silva; Marko Antonio Rojas-Medar

doi:10.1016/j.na.2009.03.055

KT-invexity in optimal control problems

Valeriano Antunes de Oliveira
, Geraldo Nunes Silva
, Marko Antonio Rojas-Medar

Universidade Federal de Uberlândia
Universidade Estadual Paulista Júlio de Mesquita Filho
Universidad del Bío-Bío

Research output: Contribution to journal › Article › peer-review

20 Scopus citations

Abstract

We extend the notion of KT-invexity from mathematical programming to the classical optimal control problem and show that this generalized invexity property is not only a sufficient condition of optimality for KT-processes (processes that obey KT-conditions below) but also a necessary condition.

Original language	English
Pages (from-to)	4790-4797
Number of pages	8
Journal	Nonlinear Analysis, Theory, Methods and Applications
Volume	71
Issue number	10
DOIs	https://doi.org/10.1016/j.na.2009.03.055
State	Published - 15 Nov 2009
Externally published	Yes

Keywords

Generalized convexity
KT-invexity
Kuhn-Tucker type necessary optimality conditions
Optimal control problems
Sufficient optimality conditions

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10.1016/j.na.2009.03.055

Cite this

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abstract = "We extend the notion of KT-invexity from mathematical programming to the classical optimal control problem and show that this generalized invexity property is not only a sufficient condition of optimality for KT-processes (processes that obey KT-conditions below) but also a necessary condition.",

keywords = "Generalized convexity, KT-invexity, Kuhn-Tucker type necessary optimality conditions, Optimal control problems, Sufficient optimality conditions",

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AU - de Oliveira, Valeriano Antunes

AU - Silva, Geraldo Nunes

AU - Rojas-Medar, Marko Antonio

PY - 2009/11/15

Y1 - 2009/11/15

N2 - We extend the notion of KT-invexity from mathematical programming to the classical optimal control problem and show that this generalized invexity property is not only a sufficient condition of optimality for KT-processes (processes that obey KT-conditions below) but also a necessary condition.

AB - We extend the notion of KT-invexity from mathematical programming to the classical optimal control problem and show that this generalized invexity property is not only a sufficient condition of optimality for KT-processes (processes that obey KT-conditions below) but also a necessary condition.

KW - Generalized convexity

KW - KT-invexity

KW - Kuhn-Tucker type necessary optimality conditions

KW - Optimal control problems

KW - Sufficient optimality conditions

UR - https://www.scopus.com/pages/publications/67749092922

U2 - 10.1016/j.na.2009.03.055

DO - 10.1016/j.na.2009.03.055

M3 - Article

AN - SCOPUS:67749092922

SN - 0362-546X

VL - 71

SP - 4790

EP - 4797

JO - Nonlinear Analysis, Theory, Methods and Applications

JF - Nonlinear Analysis, Theory, Methods and Applications

IS - 10

ER -

KT-invexity in optimal control problems

Abstract

Keywords

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