A conjugate point theory for nonlinear programming problems

研究成果: ジャーナルへの寄稿Conference article

抄録

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.

元の言語英語
ページ(範囲)3558-3563
ページ数6
ジャーナルProceedings of the IEEE Conference on Decision and Control
4
出版物ステータス出版済み - 12 1 2001
イベント40th IEEE Conference on Decision and Control (CDC) - Orlando, FL, 米国
継続期間: 12 4 200112 7 2001

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Nonlinear programming

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modelling and Simulation
  • Control and Optimization

これを引用

A conjugate point theory for nonlinear programming problems. / Kawasaki, Hidefumi.

:: Proceedings of the IEEE Conference on Decision and Control, 巻 4, 01.12.2001, p. 3558-3563.

研究成果: ジャーナルへの寄稿Conference article

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