A class of nondifferentiable continuous programming problems

constrained optimization duality and converse duality results Fritz John theorem nondifferentiable continuous programming optimality conditions piecewise smooth functions

Mathematics Subject Classification ID

Optimality conditions (49K99) Numerical methods based on nonlinear programming (49M37) Duality theory (optimization) (49N15) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)

Review text

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.

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