A conjugate points theory for a nonlinear programming problem

A conjugate points theory for a nonlinear programming problem

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Article ID: iaor20031600
Country: United States
Volume: 40
Issue: 1
Start Page Number: 54
End Page Number: 63
Publication Date: May 2001
Journal: SIAM Journal on Control and Optimization
Authors:
Abstract:

The conjugate point is an important global concept in the calculus of variations and optimal control. In these extremal problems, the variable is not a vector in Rn but a function. So a simple and natural question arises. Is it possible to establish a conjugate points theory for a nonlinear programming problem, Min f(x) on x∈Rn? This paper positively answers this question. We introduce the Jacobi equation and conjugate points for the nonlinear programming problem, and we describe necessary and sufficient optimality conditions in terms of conjugate points.

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