Optimality conditions and duality for a class of continuous-time linear optimization problems
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Springer Nature
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In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush–Kuhn–Tucker form. Weak and strong duality properties as well as the complementary slackness theorem are established. A result concerning the existence of solutions is also stated.
