A class of nondifferentiable continuous programming problems (Q1073721): Difference between revisions

Let \(f:[a,b]\times {\mathbb{R}}^ n\times {\mathbb{R}}^ n\to {\mathbb{R}}\), \(g:[a,b]\times {\mathbb{R}}^ n\times {\mathbb{R}}^ n\to {\mathbb{R}}^ m\), and \(h:[a,b]\times {\mathbb{R}}^ n\times {\mathbb{R}}^ n\to {\mathbb{R}}^ p\) be continuously differentiable functions. For each \(t\in [a,b]\), let B(t) be a positive semidefinite \(n\times n\) matrix with B(\(\cdot)\) continuous on [a,b]. The following problem is considered: minimize \[ \int^{b}_{a}[f(t,x(t),\dot x(t))+(x(t)^ TB(t)x(t))^{1/2}]dt \] subject to \(x\in X\), \(x(a)=\alpha\), \(x(v)=\beta\); g(t,x(t),\(\dot x(t))\geq 0\), h(t,x(t),\(\dot x(t))=0\) (a\(\leq t\leq b)\), where X denotes the space of all piecewise smooth functions \(x:[a,b]\to {\mathbb{R}}^ n\). For this problem, which generalizes the variational problem treated by \textit{B. Mond} and \textit{M. A. Hanson} [J. Math. Anal. Appl. 18, 355-364 (1967; Zbl 0159.489)], the authors state optimality conditions as well as duality and converse duality results. The proofs are based on a Fritz John theorem for constrained optimization in abstract spaces.