A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints

Abstract

First and second order necessary optimality conditions of Karush-Kuhn-Tucker type are established for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit function theorem are used in order to achieve such necessary conditions.

Keywords

• Continuous-time programming
• necessary optimality conditions
• constraint qualifications.