Saddle-point type optimality criteria, duality and a new approach for solving nonsmooth fractional continuous-time programming problems

Aleksandar Jović

doi:10.3934/jimo.2022025

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2023, Volume 19, Issue 3: 1931-1944. Doi: 10.3934/jimo.2022025

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Saddle-point type optimality criteria, duality and a new approach for solving nonsmooth fractional continuous-time programming problems

Aleksandar Jović

Department of Numerical Mathematics and Optimization, Faculty of Mathematics, University of Belgrade, Studentski trg 16, 11000 Belgrade, Serbia

Received: October 2021

Revised: January 2022

Early access: February 2022

Published: March 2023

This research was supported by the Science Fund of the Republic of Serbia, Grant No. 7744592, Integrability and Extremal Problems in Mechanics, Geometry and Combinatorics-MEGIC

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Abstract

In this paper, fractional continuous-time programming problems with inequality phase constraints are considered. Optimality conditions and duality results under a certain regularity condition are derived. All functions are assumed to be nondifferentiable. These results improve and generalize a number of existing results in the area of fractional continuous-time programming. We provide a practical example to illustrate our results.

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Mathematics Subject Classification: Primary: 90C30; 90C32; 90C46.

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