Nonsmooth continuous-time optimization problems: Sufficient conditions (Q1281548)
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scientific article; zbMATH DE number 1267978
| Language | Label | Description | Also known as |
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| English | Nonsmooth continuous-time optimization problems: Sufficient conditions |
scientific article; zbMATH DE number 1267978 |
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Nonsmooth continuous-time optimization problems: Sufficient conditions (English)
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21 November 1999
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This paper studies continuous-time inequality constrained optimization problems. First-order sufficient conditions of a global optimal solution for the Lipschitz case are derived via invexity type assumptions. Second-order sufficient conditions of a strict local solution for the \(C^{1,1}\) case are given under the strictly positive definiteness of the generalized Hessian. Furthermore, if the Lagrangian function is quasiconvex, then the strict local solution is also a global one.
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continuous-time optimization
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second-order condition
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generalized derivative
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invexity
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generalized Hessian
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0.9823296
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0.95927954
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0.9264047
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0.9260776
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