Necessary Optimality Conditions for Continuous-Time Optimization Problems with Equality and Inequality Constraints
arXiv:1802.03378 · doi:10.5540/tema.2019.020.01.015
Abstract
The paper is devoted to obtain first and second order necessary optimality conditions for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit function theorem are used in order to establish such necessary conditions.
20 pages