Abstract
The present paper studies the optimization of the Bolza problem with a system of convex and nonconvex, discrete and differential state variable second-order inequality constraints by deriving necessary and sufficient conditions of optimality. The problem with a system of discrete-approximation inequalities is investigated using the proposed method of discretization and equivalence theorems for subdifferential inclusions, which greatly contributes to the derivation of adjoint discrete inclusions generated by a given system of nonlinear inequality constraints. Furthermore, we formulate sufficient conditions of optimality for the continuous problem by passing to the case of limit. A numerical example is provided to illustrate the theoretical approach's effectiveness.
Original language | English |
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Pages (from-to) | 407-424 |
Number of pages | 18 |
Journal | Georgian Mathematical Journal |
Volume | 29 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Jun 2022 |
Externally published | Yes |
Bibliographical note
Publisher Copyright:© 2022 Walter de Gruyter GmbH, Berlin/Boston.
Keywords
- adjoint
- approximation
- differential inequality
- Discrete inequality
- inclusion