Generalized sufficiency criteria in continuous-time programming with application to a class of variational-type inequalities (Q2639329)

Let V be a nonempty open convex subset of a real Banach space X and let \(W\subseteq V\). A Fréchet differentiable function \(\xi\) : \(V\to R\) is said to be \(\rho\)-(\(\eta\),\(\theta\))-invex (strictly \(\rho\)- (\(\eta\),\(\theta\))-invex) at \(y\in V\) (on V) with respect to W if there exist \(\rho\in R\) and operators \(\eta\),\(\theta\) : \(V\times V\to X\) such that for each \(x\in W\), \(\xi\) (x)-\(\xi\) (y)\(\geq (>)\) \(D\xi (y)\eta (x,y)+\rho \| \theta (x,y)\|^ 2\) (for all \(y\in V)\) where \(D\xi\) (y) denotes the Fréchet derivative of \(\xi\) at y, and \(\| \|\) is the norm on X. Corresponding definitions are given for \(\rho\)- (\(\eta\),\(\theta\))-quasiinvexity and \(\rho\)-(\(\eta\),\(\theta\))-pseudoinvexity. Consider the continuous-time programming problem \[ \text{ minimize } \phi (x)=\int^{T}_{0}f(x)(t)dt \] subject to g(x)(t)\(\leq 0\) for all \(r\in [0,T]\), \(h(X)(t)=0\) for all \(t\in [0,T]\), \(x\in W^ n[0,T]\equiv W^ 2_{2,1}[0,T]\). Kuhn-Tucker and Fritz John type sufficient conditions for optimality are given under a variety of \(\rho\)- (\(\eta\),\(\theta\))-invexity, pseudoinvexity and quasiinvexity conditions. A second order sufficiency theorem is also proved.