Title :
Nondegenerate Necessary Conditions of Optimality for Problems Without Normality Assumptions
Author :
Arutyunov, Aram ; Pereira, Fernando Lobo
Author_Institution :
Differential Equations and Functional Analysis Dept., Peoples Friendship University of Russia 6, Mikluka-Maklai St., Moscow, 117198, Russia arutun@orc.ru
Abstract :
Nondegenerate second-order necessary conditions of optimality for general nonlinear optimization problems are presented and discussed in this article. Besides functional equality and inequality constraints, we also consider constraints in the form of an inclusion into a given closed set. Without assuming a priori normality, our conditions remain informative for abnormal points, and, under very general assumptions also take into account the second order effect of the curvature of the set in the inclusion constraints.
Keywords :
Constraint optimization; Differential equations; Functional analysis; Optimal control; Process control;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1583339