Continuous-Time Linear Optimization
| Autor: | de Oliveira, Valeriano Antunes |
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| Rok vydání: | 2023 |
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| Druh dokumentu: | Working Paper |
| Popis: | In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak and strong duality properties, as well as, the complementary slackness theorem are established. A result concerning the existence of solutions is also stated. |
| Databáze: | arXiv |
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