Optimality conditions and Lagrangian duality in continuous-time nonlinear programming |
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Authors: | GJ Zalmai |
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Institution: | Department of Mathematics and Computer Science, University of Maryland Baltimore County, Catonsville, Maryland 21228 U.S.A. |
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Abstract: | Using a perturbation approach, the Kuhn-Tucker saddlepoint and stationary-point optimality conditions and a Lagrangian duality theory are established for a general class of continuous-time nonlinear programming problems. It is shown that most of the duality formulations in the existing literature of continuous programming are special cases of this Lagrangian formulation. |
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