DocumentCode
2184794
Title
A conjugate point theory for nonlinear programming problems
Author
Hidefumi, Kawasaki
Author_Institution
Graduate Sch. of Math., Kyushu Univ., Fukuoka, Japan
Volume
4
fYear
2001
fDate
2001
Firstpage
3558
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? The 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
Keywords
matrix algebra; minimisation; nonlinear programming; partial differential equations; Jacobi equation; calculus of variations; conjugate point theory; extremal problems; necessary and sufficient optimality conditions; nonlinear programming problems; optimal control; Calculus; Differential equations; Erbium; Jacobian matrices; Mathematical programming; Mathematics; Nonlinear equations; Optimal control; Shortest path problem;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location
Orlando, FL
Print_ISBN
0-7803-7061-9
Type
conf
DOI
10.1109/.2001.980411
Filename
980411
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