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.
| Original language | English |
|---|---|
| Pages (from-to) | 3558-3563 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 4 |
| Publication status | Published - Dec 1 2001 |
| Event | 40th IEEE Conference on Decision and Control (CDC) - Orlando, FL, United States Duration: Dec 4 2001 → Dec 7 2001 |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Modelling and Simulation
- Control and Optimization