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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

Type
Article accepté pour publication ou publié
Date
1985
Journal name
Mathematics of Operations Research
Volume
10
Number
2
Publisher
INFORMS
Pages
361-366
Publication identifier
Metadata
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Author(s)
Frankowska, Halina
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 / Keywords
generalized gradient; nonsmooth Bolza problem; subdifferential calculus