Second-Order Necessary Conditions for Nonlinear Optimization Problems in Banach Spaces and Their Application to an Optimal Control Problem

Published Online:https://doi.org/10.1287/moor.15.3.467

We study second-order necessary conditions for nonlinear optimization problems with equality and set constraints in Banach spaces. The necessary conditions are given in the primal form and the dual form by the use of second-order Neustadt derivative. Moreover we apply the necessary conditions to an optimal control problem without state constraints.

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