Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints

@inproceedings{Fontes2013NormalFO,
  title={Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints},
  author={Fernando A. Fontes and Sofia O. Lopes},
  year={2013}
}
Abstract There has been a longstanding interest in deriving conditions under which dynamic optimization problems are normal, that is, the necessary conditions of optimality (NCO) can be written with a nonzero multiplier associated with the objective function. This paper builds upon previous results on nondegenerate NCO for trajectory constrained optimal control problems to provide even stronger, normal forms of the conditions. The NCO developed may address problems with nonsmooth, less regular… CONTINUE READING

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