On a Control Problem Containing Support Functions

I. Husain, A. Ahmed, Abdul Raoof Shah
2014 American Journal of Operations Research  
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
more » ... t our duality results have linkage with those of nonlinear programming problems involving support functions.
doi:10.4236/ajor.2014.45031 fatcat:j5ashctdgvdtdluudjx3zmi4p4