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Conditions of optimality for abnormal problems

Dmitry Karamzin; Aram Arutyunov; F. Lobo Pereira




Necessary optimality conditions for abnormal abstract problems with general con...

Fernando Lobo Pereira; Aram Arutyunov

Here, we derive second-order necessary conditions of optimality for an abstract optimization problem with equality and inequality constraints and constraints in the form of an inclusion into a given closed set. An important feature is that our optimality conditions dispense with any a priori normality assumptions, such as Robinson's constraint qualification, and remain informative even for abnormal points.






Nondegenerate necessary conditions of optimality for problems without normality...

F. Lobo Pereira; Aram Arutyunov

Nondegenerate second-order necessary conditionsof optimality for general nonlinear optimization problems arepresented and discussed in this article. Besides functionalequality and inequality constraints, we also consider constraintsin the form of an inclusion into a given closed set. Withoutassuming a priori normality, our conditions remain informativefor abnormal points, and, under very general assumptions als...


A nondegenerate maximum principle for the impulse control problem with state co...

Aram Arutyunov; Dmitry Karamzin; Fernando Lobo Pereira

In this article, a free-time impulsive control problem with state constraints and equality and inequality constraints on the trajectory endpoints is considered. A weakened maximum principle is obtained for problems with data measurable in the time variable, being the time transversality conditions deduced with the help of some extra convexity assumption on the state constraints. In the case of smooth problems a...


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