Second-order necessary and sufficient optimality conditions for minimizing a sup-type function

Hidefumi Kawasaki

研究成果: Contribution to journalArticle査読

18 被引用数 (Scopus)

抄録

In this paper, we give second-order necessary and sufficient optimality conditions for a minimization problem of a sup-type function S(x)=sup{f(x, t);tε T}, where T is a compact set in a metric space and f is a function defined on ℝn ×T. Our conditions are stated in terms of the first and second derivatives of f(x, t) with respect to x, and involve an extra term besides the second derivative of the ordinary Lagrange function. The extra term is essential when {f(x, t)}t forms an envelope. We study the relationship between our results, Wetterling [14], and Hettich and Jongen [6].

本文言語英語
ページ(範囲)195-220
ページ数26
ジャーナルApplied Mathematics & Optimization
26
2
DOI
出版ステータス出版済み - 9 1 1992

All Science Journal Classification (ASJC) codes

  • 制御と最適化
  • 応用数学

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