Optimality conditions and duality for a class of continuous-time linear optimization problems

被引：0

作者：

de Oliveira, Valeriano Antunes ^{[1
]}

机构：

[1] Univ Estadual Paulista UNESP, Inst Biociencias Letras & Ciencias Exatas, Dept Matemat, Rua Cristovao Colombo 2265, BR-15054000 Sao Jose Do Rio Preto, SP, Brazil

来源：

COMPUTATIONAL & APPLIED MATHEMATICS | 2024年 / 43卷 / 05期

基金：

巴西圣保罗研究基金会;

关键词：

Continuous-time programming; Linear programming; Optimality conditions; Duality;

D O I：

10.1007/s40314-024-02795-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak and strong duality properties as well as the complementary slackness theorem are established. A result concerning the existence of solutions is also stated.

引用

页数：29

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