A Nonconstant Gradient Constrained Problem for Nonlinear Monotone Operators

Abstract

The purpose of the research is the study of a nonconstant gradient constrained problem for nonlinear monotone operators. In particular, we study a stationary variational inequality, defined by a strongly monotone operator, in a convex set of gradient-type constraints. We investigate the relationship between the nonconstant gradient constrained problem and a suitable double obstacle problem, where the obstacles are the viscosity solutions to a Hamilton–Jacobi equation, and we show the equivalence between the two variational problems. To obtain the equivalence, we prove that a suitable constraint qualification condition, Assumption S, is fulfilled at the solution of the double obstacle problem. It allows us to apply a strong duality theory, holding under Assumption S. Then, we also provide the proof of existence of Lagrange multipliers. The elements in question can be not only functions in L2, but also measures.

Keywords

• variational inequalities
• non-constant gradient constraints
• obstacle problem
• nonlinear monotone operators
• Lagrange multipliers