Abstract

The paper is devoted to an analysis of optimality conditions for nonsmooth multidimensional problems of the calculus of variations with various types of constraints, such as additional constraints at the boundary and isoperimetric constraints. To derive optimality conditions, we study generalised concepts of differentiability of nonsmooth functions called codifferentiability and quasidifferentiability. Under some natural and easily verifiable assumptions we prove that a nonsmooth integral functional defined on the Sobolev space is continuously codifferentiable and compute its codifferential and quasidifferential. Then we apply general optimality conditions for nonsmooth optimisation problems in Banach spaces to obtain optimality conditions for nonsmooth problems of the calculus of variations. Through a series of simple examples we demonstrate that our optimality conditions are sometimes better than existing ones in terms of various subdifferentials, in the sense that our optimality conditions can detect the non-optimality of a given point, when subdifferential-based optimality conditions fail to disqualify this point as non-optimal.

Highlights

  • Nonsmooth problems of the calculus of variations arise in various applications, such as optimisation of hydrothermal systems [3,4,5] and nonsmooth modelling in mechanics and engineering

  • In this paper we presented a general theory of first order necessary optimality conditions for nonsmooth multidimensional problems of the calculus of variations on arbitrary domains

  • This theory is based on the concepts of codifferentiability and quasidifferentiability of nonsmooth functions developed in the finite dimensional case by Demyanov, Rubinov, and Polyakova

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Summary

Introduction

Nonsmooth problems of the calculus of variations arise in various applications, such as optimisation of hydrothermal systems [3,4,5] and nonsmooth modelling in mechanics and engineering (see monograph [29]). The main goal of this paper is to present a general theory of necessary optimality conditions for nonsmooth multidimensional problems of the calculus of variations with various types of additional constraints, such as problems with constraints at the boundary and problems with isoperimetric constraints To this end, we significantly improve our earlier results from [31] and prove the codifferentiability of a nonsmooth integral functional defined on the Sobolev space under natural and verifiable assumptions on the integrand. With the use of the general result on the codifferentiability of an integral functional obtained in this paper and necessary optimality conditions for nonsmooth mathematical programming problems in Banach spaces in terms of quasidfferentials from [34, 35] we derive optimality conditions for unconstrained nonsmooth problems of the calculus of variations, as well as problems with additional constraints at the boundary and isoperimetric constraints.

Codifferentiable and quasidifferentiable functions
Codifferentiability of integral functionals
Constrained nonsmooth problems of the calculus of variations
Problems with constraints at the boundary
Problems with isoperimetric constraints
Findings
Conclusions
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