Second order conditions of optimality for constrained optimization problems in finite dimensional spaces
E. J. Masserli, Elijah Polak · NASA Technical Reports Server (NASA) · 1967
First-order necessary conditions of optimality f o r many problems in optimal control, nonlinear programming, and the calculus of variations can be obtained by transcribing these problems into a simple canonical form.dimensional space this form reads: Second Order Conditions of Optimality for Constrained Optimization Problems in Finite Dimensional Spaces SUMMARY Introduction: In the last few years it has been shown [l, 21 that problems of the calculus of variations, nonlinear programming and optimal control can be treated in a unified manner a s f a r a s necessary conditions of optimality a r e concerned.This was done by establishing that all these problems can be transcribed into a simple canonical form, f o r which necessary conditions were developed.Specialized necessary conditions of optimality for any particular problem then followed from the structure of the problem.