TY - JOUR
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 -