Legendre-type optimality conditions for a variational problem with inequality state constraints

Sayuri Koga*

*この論文の責任著者

研究成果: ジャーナルへの寄稿学術論文査読

2 被引用数 (Scopus)

抄録

We extend Legendre condition to a vocational problem with inequality state constraints. Since our Legendre-type conditions do not include .Y, they differ from the Legendre-Clebsch condition. They give information about the Hesse matrix of the integrand at not only inactive points but also active points. On the other hand, since the inequality state constraints can be regarded as an infinite number of inequality constraints, they sometimes form an envelope. According to a general theory [9], one has to take the envelope into consideration when one consider second-order necessary optimality conditions for an abstract optimization problem with a generalized inequality constraint. However, we show that we do not need to take it into account when we consider Legendre-type conditions. Finally, we show that any inequality state constraint forms envelopes except two trivial cases. We prove it by presenting an envelope in a visible form.

本文言語英語
ページ(範囲)421-434
ページ数14
ジャーナルMathematical Programming
84
2
DOI
出版ステータス出版済み - 1999

ASJC Scopus 主題領域

  • ソフトウェア
  • 数学一般

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