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A Full Rank Condition for Continuous-Time Optimization Problems with Equality and Inequality Constraints

ABSTRACT

First and second order necessary optimality conditions of the Karush-Kuhn-Tucker type are established for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with a uniform implicit function theorem are used in order to achieve such necessary conditions.

Keywords:
continuous-time programming; necessary optimality conditions; constraint qualifications

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