Legendre-type optimality conditions for a variational problem with inequality state constraints

Citation
S. Koga et H. Kawasaki, Legendre-type optimality conditions for a variational problem with inequality state constraints, MATH PROGR, 84(2), 1999, pp. 421-434
Citations number
27
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
00255610 → ACNP
Volume
84
Issue
2
Year of publication
1999
Pages
421 - 434
Database
ISI
SICI code
0025-5610(199902)84:2<421:LOCFAV>2.0.ZU;2-U
Abstract
We extend Legendre condition to a variational problem with inequality state constraints. Since our Legendre-type conditions do not include (x) over do t, they differ from the Legendre-Clebsch condition. They give information a bout the Hesse matrix of the integrand at not only inactive points but also active points. On the other hand, since the inequality state constraints c an be regarded as an infinite number of inequality constraints, they someti mes form an envelope. According to a general theory [9], one has to take th e envelope into consideration when one consider second-order necessary opti mality conditions for an abstract optimization problem with a generalized i nequality constraint, However, we show that we do not need to take it into account when we consider Legendre-type conditions. Finally, we show that an y inequality state constraint forms envelopes except two trivial cases. We prove it by presenting an envelope in a visible form.