2023/05/09 by Valeriano Antunes de Oliveira, de Oliveira, Valeriano Antunes
Computer Science · Mathematics · #Optimization and Variational Analysis #Advanced Optimization Algorithms Research
paper · pdf · doi:10.48550/arxiv.2305.05466
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.