Geodesic
Saddle point optimality criteria and duality for convex continuous-time programming problem
Filomat, Tome 36 (2022) no. 11, p. 3797

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DOI

In this paper, convex continuous-time programming problem with inequality type of constraints is considered. We derive new saddle point optimality conditions and classical duality results such as weak and strong duality properties, under additional regularity assumption. A fundamental tool, employed in the derivation of the necessary saddle point optimality criteria and strong duality result for convex continuous-time programming, is a new version of a theorem of the alternative in infinite-dimensional spaces.
DOI : 10.2298/FIL2211797J
Classification : 90C30, 90C46, 90C47
Keywords: Continuous-time programming, Optimality conditions, Duality 
Aleksandar Jović; Boban Marinković. Saddle point optimality criteria and duality for convex continuous-time programming problem. Filomat, Tome 36 (2022) no. 11, p. 3797 . doi: 10.2298/FIL2211797J
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     title = {Saddle point optimality criteria and duality for convex continuous-time programming problem},
     journal = {Filomat},
     pages = {3797 },
     year = {2022},
     volume = {36},
     number = {11},
     doi = {10.2298/FIL2211797J},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2211797J/}
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