Affiliation:
1. Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas, Universidad Nacional Autónoma de México, Apartado Postal, CDMX, México
Abstract
Abstract
In a well-known paper by Kyparisis it is proved that, in nonlinear programming, the uniqueness of Lagrange multipliers is equivalent to a strict version of the Mangasarian–Fromovitz constraint qualification which, in turn, implies the satisfaction of second-order necessary optimality conditions. This is no longer the case in optimal control where, as shown in a recent paper, the corresponding strict constraint qualification is only sufficient for the uniqueness of multipliers. In this paper we exhibit the missing piece: a new, simple condition, implied by the strict constraint qualification, which is necessary and sufficient for the uniqueness of multipliers in optimal control.
Publisher
Oxford University Press (OUP)
Subject
Applied Mathematics,Control and Optimization,Control and Systems Engineering
Cited by
5 articles.
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