DOI: 10.68381/jca11025 ISSN: 0944-6532

A Necessary and Sufficient Optimality Condition for a Class of Nonconvex Scalar Variational Problems

Guillaume Carlier

This article studies the minimization of the functional

u\mapsto\int_{0}^{1}f(\dot{u}) u ↦ ∫ 0 1 f ( u ˙ )
among all convex functions
u u
that satisfy the additional obstacle constraint
u\geq {\underline{u}} u ≥ u ‾
,
u(0)=\underline{u}(0) u ( 0 ) = u ‾ ( 0 )
,
u(1)=\underline{u}(1) u ( 1 ) = u ‾ ( 1 )
where
\underline{u} u ‾
is a given convex function. We first show that this nonconvex problem is in fact equivalent to a linear programming problem. This enables us to establish a necessary and sufficient optimality condition.