An exact minimax penalty function approach to solve multitime variational problems

Abstract

This paper aims to examine an appropriateness of the exact minimax penalty function method applied to solve the partial differential inequation (PDI) and partial differential equation (PDE) constrained multitime variational problems. The criteria for equivalence between the optimal solutions of a multitime variational problem with PDI and PDE constraints and its associated unconstrained penalized multitime variational problem is studied in this work. We also present some examples to validate the results derived in the paper.