Nonsmooth continuous-time optimization problems: Necessary conditions

Nonsmooth continuous-time optimization problems: Necessary conditions

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Article ID: iaor20021436
Country: United States
Volume: 41
Issue: 12
Start Page Number: 1477
End Page Number: 1486
Publication Date: Jun 2001
Journal: Computers & Mathematics with Applications
Authors: , ,
Abstract:

We consider Lipschitz continuous-time nonlinear optimization problems and provide first-order necessary optimality conditions of both Fritz John and Karush–Kuhn–Tucker types.

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