“…Consider r t , r n , u t , n and t as variables. It should be emphasized that (i) the inequality constraints of (28) are convex; (ii) in the complementarity condition (29), 1 is linear with respect to r t , r n , n and t ; (iii) the stationary condition (30) is linear. From the view point of the Lagrangian, the 'nice' properties (i)-(iii) are achieved since L 1 defined by (26) is linear function with respect to (r t , r n , u t , ) at any point (r t , ) ∈ dom L 1 .…”