Nonsmooth continuous-time optimization problems: Necessary conditions

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

doi:10.1016/S0898-1221(01)00112-2

Nonsmooth continuous-time optimization problems: Necessary conditions

A. J.V. Brandão
, M. A. Rojas-Medar
, G. N. Silva

Universidade Federal de Ouro Preto
Universidade Estadual de Campinas
Universidade Estadual Paulista Júlio de Mesquita Filho

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

26 Scopus citations

Abstract

The Lipschitz continuous-time nonlinear optimization problems were analyzed and the first order optimality conditions of Fritz John and Karush-Kuhn-Tucker type problems were provided. The necessary conditions of optimality for optimal control problems can also be obtained as a consequence of the maximum principle of Pontryagin. The basic concepts and tools from nonsmooth analysis including support functions and integration of malfunctions were summarized.

Original language	English
Pages (from-to)	1477-1486
Number of pages	10
Journal	Computers and Mathematics with Applications
Volume	41
Issue number	12
DOIs	https://doi.org/10.1016/S0898-1221(01)00112-2
State	Published - Jun 2001
Externally published	Yes

Keywords

Continuous nonlinear programming
Necessary conditions
Nonsmooth optimization

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10.1016/S0898-1221(01)00112-2

Cite this

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title = "Nonsmooth continuous-time optimization problems: Necessary conditions",

abstract = "The Lipschitz continuous-time nonlinear optimization problems were analyzed and the first order optimality conditions of Fritz John and Karush-Kuhn-Tucker type problems were provided. The necessary conditions of optimality for optimal control problems can also be obtained as a consequence of the maximum principle of Pontryagin. The basic concepts and tools from nonsmooth analysis including support functions and integration of malfunctions were summarized.",

keywords = "Continuous nonlinear programming, Necessary conditions, Nonsmooth optimization",

author = "Brand{\~a}o, \{A. J.V.\} and Rojas-Medar, \{M. A.\} and Silva, \{G. N.\}",

year = "2001",

month = jun,

doi = "10.1016/S0898-1221(01)00112-2",

language = "English",

volume = "41",

pages = "1477--1486",

journal = "Computers and Mathematics with Applications",

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T1 - Nonsmooth continuous-time optimization problems

T2 - Necessary conditions

AU - Brandão, A. J.V.

AU - Rojas-Medar, M. A.

AU - Silva, G. N.

PY - 2001/6

Y1 - 2001/6

N2 - The Lipschitz continuous-time nonlinear optimization problems were analyzed and the first order optimality conditions of Fritz John and Karush-Kuhn-Tucker type problems were provided. The necessary conditions of optimality for optimal control problems can also be obtained as a consequence of the maximum principle of Pontryagin. The basic concepts and tools from nonsmooth analysis including support functions and integration of malfunctions were summarized.

AB - The Lipschitz continuous-time nonlinear optimization problems were analyzed and the first order optimality conditions of Fritz John and Karush-Kuhn-Tucker type problems were provided. The necessary conditions of optimality for optimal control problems can also be obtained as a consequence of the maximum principle of Pontryagin. The basic concepts and tools from nonsmooth analysis including support functions and integration of malfunctions were summarized.

KW - Continuous nonlinear programming

KW - Necessary conditions

KW - Nonsmooth optimization

UR - https://www.scopus.com/pages/publications/0035370770

U2 - 10.1016/S0898-1221(01)00112-2

DO - 10.1016/S0898-1221(01)00112-2

M3 - Article

AN - SCOPUS:0035370770

SN - 0898-1221

VL - 41

SP - 1477

EP - 1486

JO - Computers and Mathematics with Applications

JF - Computers and Mathematics with Applications

IS - 12

ER -

Nonsmooth continuous-time optimization problems: Necessary conditions

Abstract

Keywords

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