A conjugate points theory for a nonlinear programming problem

H. Kawasaki

    Research output: Contribution to journalArticlepeer-review

    6 Citations (Scopus)

    Abstract

    The conjugate point is an important global concept in the calculus of variations and optimal control. In these extremal problems, the variable is not a vector in Rn but a function. So a simple and natural question arises. Is it possible to establish a conjugate points theory for a nonlinear programming problem, Min f(x) on x ∈ Rn? This paper positively answers this question. We introduce the Jacobi equation and conjugate points for the nonlinear programming problem, and we describe necessary and sufficient optimality conditions in terms of conjugate points.

    Original languageEnglish
    Pages (from-to)54-63
    Number of pages10
    JournalSIAM Journal on Control and Optimization
    Volume40
    Issue number1
    DOIs
    Publication statusPublished - 2002

    All Science Journal Classification (ASJC) codes

    • Control and Optimization
    • Applied Mathematics

    Fingerprint

    Dive into the research topics of 'A conjugate points theory for a nonlinear programming problem'. Together they form a unique fingerprint.

    Cite this