In this paper, convex continuous-time programming problem with inequality type of constraints is considered. We derive new saddle point optimality conditions and classical duality results such as weak and strong duality properties, under additional regularity assumption. A fundamental tool, employed in the derivation of the necessary saddle point optimality criteria and strong duality result for convex continuous-time programming, is a new version of a theorem of the alternative in infinite-dimensional spaces.
TY - JOUR
AU - Jović, Aleksandar
AU - Marinković, Boban
PY - 2022
UR - http://TechnoRep.tmf.bg.ac.rs/handle/123456789/5284
AB - In this paper, convex continuous-time programming problem with inequality type of constraints is considered. We derive new saddle point optimality conditions and classical duality results such as weak and strong duality properties, under additional regularity assumption. A fundamental tool, employed in the derivation of the necessary saddle point optimality criteria and strong duality result for convex continuous-time programming, is a new version of a theorem of the alternative in infinite-dimensional spaces.
PB - Department of Mathematics, Faculty of Science and Mathematics, University of Niš
T2 - Filomat
T1 - Saddle Point Optimality Criteria and Duality for Convex Continuous-Time Programming Problem
EP - 3808
IS - 11
SP - 3797
VL - 36
DO - 10.2298/FIL2211797J
ER -
@article{
author = "Jović, Aleksandar and Marinković, Boban",
year = "2022",
abstract = "In this paper, convex continuous-time programming problem with inequality type of constraints is considered. We derive new saddle point optimality conditions and classical duality results such as weak and strong duality properties, under additional regularity assumption. A fundamental tool, employed in the derivation of the necessary saddle point optimality criteria and strong duality result for convex continuous-time programming, is a new version of a theorem of the alternative in infinite-dimensional spaces.",
publisher = "Department of Mathematics, Faculty of Science and Mathematics, University of Niš",
journal = "Filomat",
title = "Saddle Point Optimality Criteria and Duality for Convex Continuous-Time Programming Problem",
pages = "3808-3797",
number = "11",
volume = "36",
doi = "10.2298/FIL2211797J"
}
Jović, A.,& Marinković, B.. (2022). Saddle Point Optimality Criteria and Duality for Convex Continuous-Time Programming Problem. in Filomat
Department of Mathematics, Faculty of Science and Mathematics, University of Niš., 36(11), 3797-3808.
https://doi.org/10.2298/FIL2211797J
Jović A, Marinković B. Saddle Point Optimality Criteria and Duality for Convex Continuous-Time Programming Problem. in Filomat. 2022;36(11):3797-3808.
doi:10.2298/FIL2211797J .
Jović, Aleksandar, Marinković, Boban, "Saddle Point Optimality Criteria and Duality for Convex Continuous-Time Programming Problem" in Filomat, 36, no. 11 (2022):3797-3808,
https://doi.org/10.2298/FIL2211797J . .
