{ "id": "2305.05466", "version": "v1", "published": "2023-05-09T14:08:24.000Z", "updated": "2023-05-09T14:08:24.000Z", "title": "Continuous-Time Linear Optimization", "authors": [ "Valeriano Antunes de Oliveira" ], "categories": [ "math.OC" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2023-05-09T14:08:24.000Z" } ], "analyses": { "keywords": [ "optimality conditions", "continuous-time linear optimization problems", "complementary slackness theorem", "strong duality properties", "duality theory" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }