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On a Control Problem Containing Support Functions
Department of Mathematics, Jaypee University of Engineering and Technology, Guna, India
Department of Statistics, University of Kashmir, Srinagar, India
Department of Statistics, University of Kashmir, Srinagar, India
- 1 Department of Mathematics, Jaypee University of Engineering and Technology, Guna, India
- 2 Department of Statistics, University of Kashmir, Srinagar, India
- 3 Department of Statistics, University of Kashmir, Srinagar, India
American Journal of Operations Research·Volume 04 (2014)·Pages 319–330·Published 22 August 2014·DOI10.4236/ajor.2014.45031
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Abstract
A control problem containing support functions in the integrand of the objective of the functional as well as in the inequality constraint function is considered. For this problem, Fritz John and Karush-Kuhn-Tucker type necessary optimality conditions are derived. Using Karush-Kuhn-Tucker type optimality conditions, Wolfe type dual is formulated and usual duality theorems are established under generalized convexity conditions. Special cases are generated. It is also shown that our duality results have linkage with those of nonlinear programming problems involving support functions.
KeywordsControl ProblemSupport FunctionOptimality ConditionsGeneralized ConvexityWolfe Type DualityNonlinear Programming Problem
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