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Comments on a multiplier condition for problems with state variable inequality constraints

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1 Author(s)
J. Taylor ; Naval Postgraduate School, Monterey, CA, USA

This correspondence points out that a widely quoted necessary condition on the Lagrange multiplier associated with a first-order state variable inequality constraint is not equivalent to Gamkrelidze's multiplier condition. An example is given of a problem for which the latter stronger condition is required to determine optimal trajectories.

Published in:

IEEE Transactions on Automatic Control  (Volume:17 ,  Issue: 5 )