Necessary Optimality Conditions for Non-smooth Continuous-Time Problems‎ ‎Using Convexificators

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Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
In this paper, ‎we develop general necessary optimality conditions of the KKT types for non-smooth continuous-time optimization problems with inequality constraints‎. ‎The primary instrument in our study is the concept of a convexificator‎. ‎Based on this concept‎, ‎non-smooth versions of the Mangasarian-Fromovitz constraint qualification are presented‎. ‎Then‎, ‎we derive optimality conditions for this problem under weak assumptions‎. ‎Indeed‎, ‎the constraint functions and the objective function that exist in this problem are not necessarily differentiable or convex.
Language:
English
Published:
Control and Optimization in Applied Mathematics, Volume:5 Issue: 1, Spring- Summer 2020
Pages:
1 to 13
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