Continuous-Time Linear Optimization
Optimization and Control
2023-05-10 v1
Abstract
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.
Cite
@article{arxiv.2305.05466,
title = {Continuous-Time Linear Optimization},
author = {Valeriano Antunes de Oliveira},
journal= {arXiv preprint arXiv:2305.05466},
year = {2023}
}