Necessary Conditions for the Bolza Problem
Frankowska, Halina (1985), Necessary Conditions for the Bolza Problem, Mathematics of Operations Research, 10, 2, p. 361-366. http://dx.doi.org/10.1287/moor.10.2.361
TypeArticle accepté pour publication ou publié
Journal nameMathematics of Operations Research
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Abstract (EN)In this paper we provide necessary conditions for the Bolza problem which are obtained by using a generalization of Frechet derivative and by reducing the original problem to a convex problem. The investigation of this convex problem is carried out by approximating the given functions by smooth ones.
Subjects / Keywordsgeneralized gradient; nonsmooth Bolza problem; subdifferential calculus
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