Optimality conditions for isoperimetric continuous - time optimization problems

Abstract

In this paper we deal with a nonsmooth case of isoperimetric convex continuoustime programming problem with inequality integral constraint and phase constraint, defined in L∞([0, T],Rn). In order to obtain necessary optimality conditions for this problem, we will use a theorem of the alternative from [15] as a main tool.

Keywords

• continuous-time programming
• convex programming
• isoperimetric problems
• necessary optimality conditions
• theorems of the alternative.