Lagrange multipliers and non-constant gradient constrained problem

Abstract

The aim of the paper is to study a gradient constrained problem associated with a linear operator. Two types of problems are investigated. The first one is the equivalence between a non-constant gradient constrained problem and a suitable obstacle problem, where the obstacle solves a Hamilton-Jacobi equation in the viscosity sense. The equivalence result is obtained under a condition on the gradient constraint. The second problem is the existence of Lagrange multipliers. We prove that the non-constant gradient constrained problem admits a Lagrange multiplier, which is a Radon measure if the free term of the equation f∈Lp, p>1. If f is a positive constant, we regularize the result, namely we prove that the Lagrange multipliers belong to L2.