TITLE:
Sufficient Fritz John Type Optimality Criteria and Duality for Control Problems
AUTHORS:
Iqbal Husain, Santosh K. Srivastav
KEYWORDS:
Sufficient Optimality Criteria; Control Problem; Fritz John Type Dual; Nonlinear Programming Problem; Generalized Convexity
JOURNAL NAME:
American Journal of Industrial and Business Management,
Vol.3 No.2,
April
25,
2013
ABSTRACT: Sufficient Fritz John optimality conditions are obtained for a control problem in which objective functional is pseudoconvex and constraint functions are quasiconvex or semi-strictly quasiconvex. A dual to the control problem is formulated using Fritz John type optimality criteria instead of Karush-Kuhn-Tucker optimality criteria and hence does not require a regularity condition. Various duality results amongst the control problem and its proposed dual are validated under suitable generalized convexity requirements. The relationship of our duality results to those of a nonlinear programming problem is also briefly outlined.