TY - JOUR
T1 - Legendre-type optimality conditions for a variational problem with inequality state constraints
AU - Koga, Sayuri
PY - 1999
Y1 - 1999
N2 - 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.
AB - 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.
KW - Envelope
KW - Inequality state constraint
KW - Legendre condition
KW - Order optimality condition
KW - Second
KW - Weak minimal solution
UR - http://www.scopus.com/inward/record.url?scp=0005310191&partnerID=8YFLogxK
U2 - 10.1007/s101070050029
DO - 10.1007/s101070050029
M3 - 学術論文
AN - SCOPUS:0005310191
SN - 0025-5610
VL - 84
SP - 421
EP - 434
JO - Mathematical Programming
JF - Mathematical Programming
IS - 2
ER -