Abstract

Quadratic functions play an important role in applied mathematics. In this paper, we consider the problem of minimizing the integral of a (not necessarily convex) quadratic function in a bounded subset of nonnegative integrable functions defined on a finite-dimensional space that is not compact with respect to any (locally convex) topology in the space of integrable functions. We establish a complete description about the existence or nonexistence of solution in terms of the (strict) copositivity of the matrix involved in the integrand. In addition, we characterize optimality via the Hamiltonian function.

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