Journal of Convex Analysis 30 (2023), No. 1, 005--016
Copyright Heldermann Verlag 2023
Necessary Optimality Conditions for Convex Continuous-Time Optimization Problems
Jelena Vicanovic
Dept. of Mathematics, University of Belgrade, Serbia
vicanovic.jelena@gmail.com
Boban Marinkovic
Dept. of Mathematics, University of Belgrade, Serbia
We consider convex continuous-time optimization problems with inequality type of constraints. By using subdifferential approximation of the considered problem and new alternative theorem for convex inequalities in functional spaces, necessary optimality conditions are obtained. Moreover, the main result is refined when affine functions are separately considered from other convex non-affine functions.
Keywords: Continuous-time programming, convex programming, optimality conditions, theorems of the alternative.
MSC: 90C30, 90C46.
[ Fulltext-pdf (104 KB)] for subscribers only.