On extremum problems in the presence of unbounded operator constraint (Q753129)

The author considers general extremum problems that involve the equality constraint given by the unbounded operator in the Banach space in the form \(Lx+F(x)+f(x)=0\), where L is linear unbounded, F is nonlinear and f is locally Lipschitzian. In order to determine tangent directions to such constraint the classical Lusternik theorem or its generalizations that require boundedness of the operator are not applicable. In 1986 Altman introduced, so called, Global Linearization Iterative Methods (GLIM) on the basis of which the existence of the solution for the nonlinear unbounded operator equation was proved [see \textit{M. Altman}, ``A unified theory of nonlinear operator and evolution equations with applications'' (1986; Zbl 0596.35001)]. In this paper the Global Linearization Iterative Method I, which is based on the concept of contractor directions, is applied in order to determine the form of tangent directions to the equality constraint given by a nonlinear unbounded operator. Then this result is used to formulate a necessary condition for the extremum problem in Banach space with such a constraint. In the second part of the paper a general extremum problem with inequality and equality constraints in the Banach space is considered in the case, when one of the equality constraints is given by a nonlinear unbounded operator. The extended version of the Dubovitskij- Milyutin theorem [see \textit{I. V. Girsanov}, ``Lectures on mathematical theory of extremum problems'', Lect. Notes Econ. Math. Syst. 67 (1972; Zbl 0234.49016)] is obtained for this problem. The idea of such an extension is to provide a model for optimal control problems of systems governed by nonlinear evolution equations subject to equality and inequality constraints.