Related papers: Continuous-Time Linear Optimization
Although the Karush-Kuhn-Tucker conditions suggest a connection between a conic optimization problem and a complementarity problem, it is difficult to find an accessible explicit form of this relationship in the literature. This note will…
We establish new results of first-order necessary conditions of optimality for finite-dimensional problems with inequality constraints and for problems with equality and inequality constraints, in the form of John's theorem and in the form…
This paper addresses the class of continuous-time nonlinear programming problems with equality and inequality constraints. The paper presents necessary optimality conditions of the sequential form. To be more precise, a sequence of…
Optimality conditions are central to analysis of optimization problems, characterizing necessary criteria for local minima. Formalizing the optimality conditions within the type-theory-based proof assistant Lean4 provides a precise, robust,…
We extend in two ways the standard Karush-Kuhn-Tucker optimality conditions to problems with a convex objective, convex functional constraints, and the extra requirement that some of the variables must be integral. While the standard…
The paper is devoted to obtain first and second order necessary optimality conditions for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit…
Partial calmness is a celebrated but restrictive property of bilevel optimization problems whose presence opens a way to the derivation of Karush--Kuhn--Tucker-type necessary optimality conditions in order to characterize local minimizers.…
One of the most important optimality conditions to aid to solve a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
This paper focuses on optimality conditions for $C^{1,1}$ vector optimization problems with inequality constraints. By employing the limiting second-order subdifferential and the second-order tangent set, we introduce a new type of…
We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…
In this paper we present a duality theory for the robust utility maximisation problem in continuous time for utility functions defined on the positive real axis. Our results are inspired by -- and can be seen as the robust analogues of --…
Some necessary and sufficient optimality conditions for inequality constrained problems with continuously differentiable data were obtained in the papers [I. Ginchev and V.I. Ivanov, Second-order optimality conditions for problems with…
This paper on the whole concerns with the duality of Mayer problem for k-th order differential inclusions, where k is an arbitrary natural number. Thus, this work for constructing the dual problems to differential inclusions of any order…
In the present paper, we focus on the vector optimization problems with inequality constraints, where objective functions and constrained functions are Fr\'echet differentiable, and whose gradient mapping is locally Lipschitz on an open…
Recently, Yamanaka and Yamashita proposed the so-called positively homogeneous optimization problem, which includes many important problems, such as the absolute-value and the gauge optimizations. They presented a closed form of the dual…
This paper presents a novel approach to solving convex optimization problems by leveraging the fact that, under certain regularity conditions, any set of primal or dual variables satisfying the Karush-Kuhn-Tucker (KKT) conditions is…
Farkas established that a system of linear inequalities has a solution if and only if we cannot obtain a contradiction by taking a linear combination of the inequalities. We state and formally prove several Farkas-like theorems over…
The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…
We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…