Dual Sufficient Optimality Conditions for the Generalized Problem of Bolza

E. Mlynarska
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E. Mlynarska: University of Lodz

Journal of Optimization Theory and Applications, 2000, vol. 104, issue 2, No 9, 427-442

Abstract: Abstract We develop sufficient conditions for optimality in the generalized problem of Bolza. The basis of our approach is the dual Hamilton–Jacobi inequality leading to a new sufficient criterion for optimality in which we assume the existence of a function satisfying, together with the Hamiltonian, a certain inequality. Consequently, using this criterion, we derive new sufficient conditions for optimality of first and second order for a relative minimum.

Keywords: generalized problem of Bolza; dual Hamilton–Jacobi inequality; first-order and second-order dual sufficient optimality conditions; relative minimum (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004669931831

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