Relatório de pesquisa 51/04

V. Antunes de Oliveira and M.A. Rojas Medar, Continuous Time-Optimization Problems via KT-Invexity

Abstract:
We prove that the notion of KT-invexity for continuous-time nonlinear optimization problem is a necessary and sufficient condition for global optimality of a Karush-
Kuhn-Tucker point.

Key words: Continuous-time nonlinear programming, Invexity, KKT-Conditions, Global optimality.



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November 26, 2004

 

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