1

1 Introduction
We are concerned with the nonlinear continuous-time problem with inequality con-
straints in the form
Z T
maximize P (z) = φ(z(t), t)dt
0 (IC)
subject to g(z(t), t) ≥ 0 a.e. t ∈ [0, T ],
z ∈ L∞ ([0, T ]; Rn ),

where z ∈ L∞ ([0, T ]; Rn ), namely, z is an n-dimensional vector function with each com-

ponent bounded and Lebesgue measurable on [0, T ], T finite, with norm defined by

kzk∞
n = max kzk k
∞
= max ess sup |zk (t)|,
1≤k≤n 1≤k≤n t∈[0,T ]

φ : Rn × [0, T ] → R and g : Rn × [0, T ] → Rm are functions. Set J = {1, . . . , m} index set.

All vectors are column vectors unless transposed which will be denoted by a prime and all
integrals are in the Lebesgue sense.
Denote the feasible set of (IC) by

Ω = {z ∈ L∞
n [0, T ] | a.e. in [0, T ], g(z(t), t) ≥ 0}.

and for z̄ ∈ Ω we will adopt the notation

φ̄(t) = φ(z̄(t), t), ∇φ̄(t) = ∇φ̄(z̄(t), t),

and similarly for ḡ(t), ∇ḡ(t). Define the set of indexes of the active constraints by

Ia (t) = {j ∈ J | ḡj (t) = 0},

and let Ic (t) be it’s complement. Set qa (t) and qc (t) the cardinals of Ia (t) and Ic (t) a.e.
in [0, T ], respectively. For all j ∈ J, define function δj : [0, T ] → R as
(
1, if j ∈ Ia (t),
δj (t) =
0, if j ∈ Ic (t).

Definition 1.1. We say that z̄ ∈ Ω is a local optimal solution for (IC) if there exists
 > 0 such that P (z̄) ≥ P (z) for all z ∈ Ω such that ||z − z̄||∞
n ≤ . We will denote B̄ the
closed unit ball centered at the origin.

Given  > 0 and z̄ ∈ Ω, we invoke the following hypotheses on (IC):

(H1) φ(·, t) is continuously differentiable on z̄(t) + B̄ a.e. in [0, T ], φ(z, ·) and ∇φ(z, ·)
are Lebesgue mensurable for each z and there exists a number Kφ > 0 such that

||∇φ̄(t)|| ≤ Kφ a.e. in [0, T ].

2

(H2) g(z, ·) is Lebesgue mensurable for each z, g(·, t) is continuously differentiable on

z̄(t) + B̄ a.e. in [0, T ] and there exists a number K0 > 0 such that
||∇ḡ(t)|| ≤ K0 a.e. in [0, T ].

We want apply a alternative theorem given by Arutyunov, Zhukovskiy and Marinković

([1], Theorem 1) to interpret the existence of multipliers for (IC). For this purpose, define
the following sets:
Definition 1.2. Let z ∈ Ω. Define the ascent directions cone of P at z as
Z T
A (z) = {γ ∈ L∞ ([0, T ]; Rn ) | ∇φ0 (z(t), t)γ(t) dt > 0},
0

and the linearized feasible directions cone of Ω at z as

F (z) = {γ ∈ L∞ ([0, T ]; Rn ) | a.e. in [0, T ], gj (z(t), t) + δj (t)∇gj0 (z(t), t)γ(t) ≥ 0, j ∈ J}.
Considering the system
 Z T
f (γ, t) = − ∇φ̄(s)γ(s) ds < 0
0
(Γ) 0
fj (γ, t) = −ḡj (t) − δj (t)∇ḡj0 (t)γ(t) ≤ 0, j ∈ J,


let L = {0} ∪ J and define the set of active indexes of the system (Γ) by
I (γ(t), t) = {j : fj (γ, t) = max fj (γ(t), t)}, t ∈ [0, T ], γ(t) ∈ Rn ,
j∈L

and assume the following assumptions:

(H3) there exists γ̄ ∈ L∞ ([0, T ]; Rn ) and reals r > 0 and α > 0 such that for a.e. in [0, T ]
and for all γ ∈ Rn \ {γ̄(t) + rB}, there exists a unit vector w = w(γ, t) ∈ Rn such
that
h∂γ fj (γ, t), wi ≥ α, ∀ j ∈ I (γ, t),
where ∂γ fj (·, t), j ∈ L, denote the the subdifferential of fj (·, t) at a point γ in the
sense of convex analysis (see [4, 7]), and
(H4) there exists γ ∈ L∞ ([0, T ]; Rn ) such that fj (γ(t), t) < 0 a.e. in [0, T ], for each j ∈ J.
Theorem 1.1. Let z̄ local optimal solution of (IC) where (H1)-(H4) hold. If
A (z̄) ∩ F (z̄) = ∅
hold, then there exists v ∈ L∞ ([0, T ]; Rm ) satisfying
m
X
∇φ̄(t) + vj (t)∇ḡj (t) = 0 a.e. in [0, T ],
j=1

vj (t)ḡj (t) = 0 a.e. in [0, T ], j ∈ J,

vj (t) ≥ 0 a.e. in [0, T ], j ∈ J.
 3

Proof. To say that A (z̄) ∩ F (z̄) = ∅ is equivalent to say that the system Γ does not
admit solution γ ∈ L∞ ([0, T ]; Rn ). By use of assumptions (H1)-(H4), we can show that
the hypothesis of ([1], Theorem 1) are satisfy for the system (Γ). Then, this is equivalent
to existence of a function (µ, ṽ) ∈ L∞ ([0, T ]; R × Rm ) such that, for a.e. in [0, T ], µ(t) > 0,
ṽ(t) ≥ 0 and
m
X
µ(t)f0 (γ, t) + ṽj (t)fj (γ, t) ≥ 0, ∀ γ ∈ L∞ ([0, T ]; Rn ),
j=1

or equivalently, for all γ ∈ L∞ ([0, T ]; Rn ), we have that

Z T m
X m
X
0
µ(t) ∇φ̄ (s)γ(s) ds + ṽj (t)ḡj (t) + ṽj (t)δj (t)∇ḡj0 (t)γ(t) ≤ 0. (1)
0 j=1 j=1

Particularly, if γ ≡ 0, then
m
X
ṽj (t)ḡj (t) ≤ 0.
j=1

For a.e. t ∈ [0, T ], if j ∈ Ia (t), then ḡj (t) = 0. If j ∈ Ic (t), ḡj (t) > 0 and as ṽj (t) ≥ 0 for
all j ∈ J, we have that
X
ṽj (t)ḡj (t) ≤ 0 ⇒ ṽj (t) = 0, j ∈ Ic (t).
j∈Ic (t)

Therefore, ṽj (t)ḡj (t) = 0 a.e. in [0, T ], j ∈ J, and (1) becomes

Z T m
X
µ(t) ∇φ̄0 (s)γ(s) ds + ṽj (t)δj (t)∇ḡj0 (t)γ(t) ≤ 0, ∀ γ ∈ L∞ ([0, T ]; Rn ).
0 j=1

Integrating from 0 to T , with respect to t, for all γ ∈ L∞ ([0, T ]; Rn ), the last sentence
imply that
 
Z T Z T m
X
µ(t) ∇φ̄0 (s)γ(s) ds + ṽj (t)δj (t)∇ḡj0 (t)γ(t) dt ≤ 0,
0 0 j=1

or equivalently,
Z T Z T Z m
T X
µ(t) dt ∇φ̄0 (s)γ(s) ds + ṽj (t)δj (t)∇ḡj0 (t)γ(t) dt ≤ 0.
0 0 0 j=1

Z T
As µ = µ(t) dt > 0, dividing by µ, joining the terms in the same integral and writing
0

ṽj (t)δj (t)

vj (t) = a.e. in [0, T ], j ∈ J,
µ
4

we obtain
 0
Z T m
X
∇φ̄(t) + vj (t)∇ḡj (t) γ(t) dt ≤ 0, ∀ γ ∈ L∞ ([0, T ]; Rn ).
0 j=1

Since the inequality is valid for all γ ∈ L∞ ([0, T ]; Rn ), then it’s hold by equality implying
that  0
Z T Xm
∇φ̄(t) + vj (t)∇ḡj (t) γ(t) dt = 0, ∀ γ ∈ L∞ ([0, T ]; Rn ),
0 j=1

resulting that
m
X
∇φ̄(t) + vj (t)∇ḡj (t) = 0 a.e. in [0, T ].
j=1

For almost everything t ∈ [0, T ], if j ∈ Ic (t), then vj (t) = 0 and if j ∈ Ia (t), then ḡj (t) = 0.
Therefore, vj (t)ḡj (t) = 0 a.e. in [0, T ], j ∈ J.

Definition 1.3 (Bouligand Tangent Cone). Let X be normed space and S be a subset of
X. The tangent cone to S at a point z ∈ S, denoted TS (z), consists of all points γ ∈ X
expressible in the form
zk − z
γ = lim ,
k→∞ tk
where {zk } is a sequence in S converging to z, and {tk } is a positive sequence decreasing
to 0.

Proposition 1.1. Let X be normed space and S be a subset of X. Given z ∈ S, TS (z) is

closed.

Proof. Let {γk } ⊂ TS (z) such that γk → γ. We want show that γ ∈ TS (z). For each
k ∈ N, γk ∈ TS (z). Then there exist sequences {zik }∞ k
i=1 ⊂ S, zi → z when i → ∞, and
k ∞ k
{ti }i=1 ⊂ R+ , ti → 0 when i → ∞, such that

zik − z
→ γk when i → ∞.
tki

For each k, choose ik such that ik > ik−1 > . . . > i1 and a diagonal sequence {zikk } such
that
1 zik − z 1
||zikk − z|| < k and || k k − γk || < k .
2 tik 2

Note that {zikk } ⊂ S, {tkik } ⊂ R+ , zikk → z when k → ∞ and tkik → 0 when k → ∞. Too

zikk − z
|| − γk || → 0 when k → ∞.
tkik
 5

This together with the fact that γk → γ and

zikk − z zikk − z
|| − γ|| ≤ || − γk || + ||γk − γ||
tkik tkik

implies
zikk − z
|| − γ|| → 0 when k → ∞,
tkik
verifying that γ ∈ TS (z). So TS (z) is closed.

Proposition 1.2. Let z̄ ∈ Ω local optimal solution for (CTP). The there is no ascent
direction within the tangent cone to Ω at z̄:

A (z̄) ∩ TΩ (z̄) = ∅.

Proof. Suppose that γ ∈ A (z̄) ∩ TΩ (z̄). Then there exists sequences {tk } ⊂ R+ , tk → 0,
and {zk } ⊂ Ω, zk → z̄ such that

zk − z̄
γk = → γ when k → ∞.
tk

By Mean Value Theorem ([2], pag. 253, Theorem 12.6) there exists a λ∗ ∈ (0, 1) such that

P (zk ) − P (z̄) = δP (z̃k ; zk − z̄) = tk δP (z̃k ; γk ) (2)

where z̃k = (1 − λ∗ )zk + λ∗ z̄. As γ ∈ A (z̄), then δP (z̄; γ) > 0 and since z̃k → z̄, γk → γ
and tk is positive for k sufficiently large, we obtain δP (z̃k ; γk ) > 0 for all sufficiently large
k implying (2) that P (zk ) > P (z̄) for all sufficiently large k. This contradicts the local
optimality of z̄.

Proposition 1.3. Suppose that (H4) hold. Then

TΩ (z̄) = F (z̄).

Proof. Choose S0 ⊂ [0, T ] to be the largest subset such that (h, g)(·, t) does not conti-
nuously differentiable on z̄(t) + B̄. By assumption, S0 is of Lebesgue measure zero. It
follows from page 309 in [8] that there exists a Borel set S, which is the intersection of a
countable collection of open sets, such that S0 ⊂ S and S \ S0 has measure zero. Thus S
is a Borel set of measure zero. Define A = [0, T ] \ S a Borel set of full measure.

(a) TΩ (z̄) ⊂ F (z̄).

Let γ ∈ TΩ (z̄). For γ ≡ 0 is trivial. Set γ(t) 6= 0 on a subset of measure positive.
Then there exists sequences {tk } ⊂ R+ , tk → 0, and {zk } ⊂ Ω, zk → z̄ such that

zk − z̄
γk = → γ when k → ∞.
tk
 6

Fix t ∈ A. For j ∈ Ia (t), using Taylor’s expansion and that {zk } ⊂ Ω, we have that

0 ≤ gj (zk (t), t) = gj (z̄(t), t) + ∇ḡj0 (t)(zk (t) − z̄(t)) + (||zk (t) − z̄(t)||),

where (||zk (t)− z̄(t)||)/||zk (t)− z̄(t)|| → 0 when k → 0. As tk = ||zk (t)− z̄(t)||/||γk ||,
we obtain
(||zk (t) − z̄(t)||)
0 ≤ ∇ḡj0 (t)γk (t) +
tk
(||zk (t) − z̄(t)||)
⇔ 0 ≤ ∇ḡj0 (t)γk (t) + ||γk (t)|| .
||zk (t) − z̄(t)||
Doing k → ∞, we have that ∇ḡj0 (t)γ(t) ≥ 0, t ∈ A, j ∈ Ia (t). As t ∈ A and j ∈ Ia (t)
are arbitrary, we have that

∇ḡj0 (t)γ(t) ≥ 0 a.e. in [0, T ], j ∈ Ia (t)

⇔ δj (t)∇ḡj0 (t)γ(t) ≥ 0 a.e. in [0, T ], j ∈ J,

implying that

ḡj (t) + δj (t)∇ḡj0 (t)γ(t) ≥ δj (t)∇ḡj0 (t)γ(t) ≥ 0 a.e. in [0, T ], j ∈ J,

resulting that γ ∈ F (z̄).

(b) TΩ (z̄) ⊃ F (z̄).
Let γ ∈ F (z̄) and, by (H4), let γ̄ ∈ L∞ ([0, T ]; Rn ) such that ḡj (t) + δj (t)∇ḡj0 (t)γ̄(t) > 0
a.e. in [0, T ], j ∈ J. Define
1 1
γk = (1 − )γ + γ̄, k ∈ N.
k k
Note that γk → γ when k → ∞. We will show that γk ∈ TΩ (z̄), for all k ∈ N. Fix k and
define
zik = z̄ + λi γk ,
where λi = 1/i, i ∈ N. When i → ∞, λi → 0, zik → z̄ and

zik − z̄
lim = γk .
i→∞ λi
We will show that zik ∈ Ω for i sufficiently large. For this purpose, fix t ∈ A. If j ∈ Ic (t),
gj (z̄(t), t) > 0 and by continuity of g, we have that gj (zik (t), t) > 0 for i sufficiently large.
If j ∈ Ia (t), by (H4) we have that ∇ḡj0 (t)γ̄(t) > 0 and that

1 1
∇ḡj0 (t)γk (t) = (1 − )∇ḡj0 (t)γ(t) + ∇ḡj (t)γ̄(t) > 0, j ∈ Ia (t).
k k
As ḡj (t) = 0, j ∈ Ia (t), we have that

gj (zik (t), t) (||zik (t) − z̄(t)||)

= ∇ḡj0 (t)γk (t) + ||γk (t)|| , j ∈ Ia (t)
λi ||zik (t) − z̄(t)||
 7

where (||zik (t) − z̄(t)||)/||zik (t) − z̄(t)|| → 0 when i → ∞. Therefore, for i sufficiently
large, we have that gj (zik (t), t) > 0, j ∈ Ia (t). As t ∈ A is arbitrary, gj (zik (t), t) > 0 for
all t ∈ A (or a.e. in [0, T ]), i ∈ J. Then {zik }∞ i=1 ⊂ Ω and γk ∈ TΩ (z̄). As k is arbitrary,
∞
{γk }k=1 ⊂ TΩ (z̄) and as TΩ (z̄) is closed, γ ∈ TΩ (z̄).

Remark 1.1. The inclusion (a) in Proposition 1.3 in many cases is proper, as show the
example below.
Exemplo 1.1. Consider g1 , g2 : R2 × [0, T ] → R and the system
(
g1 (z(t), t) = −z13 (t) − z2 (t) ≥ 0
a.e. in [0, T ].
g2 (z(t), t) = −z13 (t) + z2 (t) ≥ 0

For z̄ = (0, 0), if γ = (γ1 , γ2 ) ∈ TΩ (z̄), there exists sequences {z k } ⊂ Ω, z k = (z1k , z2k ) →
(0, 0) when k → ∞, and {sk } ⊂ R+ , sk → 0 when k → ∞, such that

zk
→ γ when k → ∞. (3)
sk
But {z k } ⊂ Ω imply, a.e. in [0, T ] and for all k, that
  k 3
 k 2 z1 (t) z2k (t)
−(s ) − ≥0
( 
−[z1k (t)]3 − z2k (t) ≥ 0

sk sk
⇔ 3
−[z1k (t)]3 + z2k (t) ≥ 0 z k (t) z2k (t)
 
−(sk )2 1 k

+ ≥0


s sk

z k (t)
this imply that 2 k = 0 a.e in [0, T ] and that γ2 ≡ 0. Furthermore, for a.e. in [0, T ] and
s
for all k, we have that

[z1k (t)]3 ≤ z2k (t) ≤ −[z1k (t)]3 ⇒ z1k (t) ≤ 0,

implying that γ1 (t) ≤ 0 a.e. in [0, T ]. Then

TΩ (z̄) ⊂ {(γ1 , 0) ∈ L∞ ([0, T ]); R2 ) | γ1 (t) ≤ 0 a.e. in [0, T ]}.

For the contrary inclusion, just consider z k = tk (γ1 , 0) and tk = k1 , for all k. Then

TΩ (z̄) = {(γ1 , 0) ∈ L∞ ([0, T ]); R2 ) | γ1 (t) ≤ 0 a.e. in [0, T ]}.

But as
F (z̄) = {(γ, 0) ∈ L∞ ([0, T ]; R2 )},
we have that TΩ (z̄) F (z̄).
Definition 1.4. A z ∈ Ω is said to be quasiregular if the tangent cone of Ω at z is equal
to the linearized feasible directions cone of Ω at z:

TΩ (z) = F (z).
8

Proposition 1.4. Let z̄ a local optimal solution of (CTP) where (H1)-(H3) hold. If z̄ is
∞
quasiregular, then there exists u ∈ L∞
p [0, T ] and v ∈ Lm [0, T ] satisfying

p
X m
X
∇φ̄(t) + ui (t)∇h̄i (t) + vj (t)∇ḡj (t) = 0 a.e. in [0, T ],
i=1 j=1

vj (t)ḡj (t) = 0 a.e. in [0, T ],

vj (t) ≥ 0 a.e. in [0, T ].
Proof. Follows directly of Proposition 1.2 and Theorem 1.1.

2 Restrições de Igualdade e Desigualdade

Consider the general continuous-time problem
Z T
Maximize P (z) = φ(z(t), t)dt
0 (CTP)
subject to h(z(t), t) = 0 a.e. in [0, T ]
g(z(t), t) ≥ 0 a.e. in [0, T ]

where φ : Rn × [0, T ] → R, h : Rn × [0, T ] → Rp and g : Rn × [0, T ] → Rm . Let the feasible

set of (CTP) by

Ω = {z ∈ L∞ ([0, T ]; Rn ) | h(z(t), t) = 0, g(z(t), t) ≥ 0 a.e. in [0, T ]}.

Assume valid the following assumptions for (CTP):

(A1) φ(·, t) is continuously differentiable on z̄(t) + B̄ a.e. in [0, T ], φ(z, ·) and ∇φ(z, ·)
are Lebesgue mensurable for each z and there exists a number Kφ > 0 such that

||∇φ(t)|| ≤ Kφ a.e. in [0, T ].

(A2) [h, g](z, ·) is Lebesgue mensurable for each z, [h, g](·, t) is continuously differentiable
on z̄(t) + B̄ a.e. in [0, T ] and there exists a number K1 > 0 such that

||∇[h̄, ḡ](t)|| ≤ K1 a.e. in [0, T ].

There exists a increasing function θ̄ : (0, ∞) → (0, ∞), θ̄(s) ↓ 0 when s ↓ 0, such
that for all z̃, z ∈ z̄(t) + B̄ and a.e. in [0, T ], we have that

||∇h(z̃, t) − ∇h(z, t)|| ≤ θ̄(||z̃ − z||).

Consider again the system

 Z T
f (γ, t) = −
0 ∇φ̄0 (s)γ(s) ds < 0
(Γ) 0
fj (γ, t) = −ḡj (t) − δj (t)∇ḡj0 (t)γ(t) ≤ 0, j ∈ J,

 9

let L = {0} ∪ J, define the set of active indexes of the system (Γ) by

I (γ(t), t) = {j : fj (γ, t) = max fj (γ(t), t)}, t ∈ [0, T ], γ(t) ∈ Rn ,

j∈L

and assume the following assumptions:

(A3) there exists γ̄ ∈ L∞ ([0, T ]; Rn ) and reals r > 0 and α > 0 such that for a.e. in [0, T ]
and for all γ(t) ∈ Rn \ {γ̄(t) + rB}, there exists a unit vector w = w(γ(t), t) ∈ Rn
such that
h∂γ fj (γ, t), wi ≥ α, ∀ j ∈ I (γ(t), t),
where ∂γ fj (·, t) denote the differential of fj (·, t) at γ, j ∈ L.

(A4) Denoting Υ(t) = ∇h̄(t) a.e. in [0, T ],

(i) there exists γ ∈ L∞ ([0, T ]; Rn ) such that, for a.e. in [0, T ],

Υ(t)γ(t) = 0, and fj (γ(t), t) < 0, j ∈ J.

(ii) The matrix Υ(t) has full rank for a.e. in [0, T ].

Theorem 2.1. Let z̄ local optimal solution for (CTP) that satisfy the assunptions (A1)-
(A4). Then there exists (u, v) ∈ L∞ ([0, T ]; Rp ×Rm ) such that, for a.e. in [0, T ], vj (t) ≥ 0,
j ∈ J, and
p
X m
X
∇φ̄(t) + ui (t)∇h̄i (t) + vj (t)∇ḡ(t) = 0, (4)
i=1 j=1

vj (t)ḡj (t) = 0, j ∈ J. (5)

Proof. Let z̄ local optimal solution of (CTP) on z̄(t) + B̄ a.e. in [0, T ]. The proof is
divided in several steps.
STEP 1: We define an application that satisfy the conditions of the Uniform Implicit
Function Theorem (UIFT, [3]) so that we can transform (CTP) into a problem with
inequality constraints only. Choose S0 ⊂ [0, T ] to be the largest subset such that each
of the conditions in (A1)-(A4) do not hold for every t ∈ S0 . By assumption, S0 is of
Lebesgue measure zero. It follows from ( [8], p. 309) that there exists a Borel set S, which
is the intersection of a countable collection of open sets, such that S0 ⊂ S and S \ S0 has
measure zero. Thus S is a Borel set of measure zero. We define A = [0, T ] \ S a Borel set
of full measure. In (UIFT), identify A = [0, T ] \ S a Borel set of measure zero, t with a,
(ξ, η) with (u, v) and (0, 0) with (u0 , v0 ) and define µ : Rn × Rp × [0, T ] → Rp given by

µ(ξ, η, t) = h(z̄(t) + ξ + Υ0 (t)η, t).

Note that if (ξ, η) = (0, 0), we have that µ(0, 0, t) = h(z̄, t) = 0 a.e. in [0, T ] and considering
α0 = min{ 2 , 2K 1 } we obtain

||z̄(t) + ξ + Υ0 (t)η − z̄(t)|| = ||ξ + Υ0 (t)η|| ≤ ||ξ|| + ||Υ0 (t)||.||η|| ≤ ,

10

whenever (ξ, η) ∈ (0, 0) + α0 B̄. This imply that µ is differentiable on (0, 0) + α0 B, for all
˜ η̃), (ξ, η) ∈ (0, 0) + αB, t ∈ A, we have that
t ∈ A. For (ξ,
˜ η̃, t) − ∇µ(ξ, η, t)|| = ||( ∇h(z̄(t) + ξ˜ + Υ0 (t)η̃, t) ∇h(z̄(t) + ξ˜ + Υ0 (t)η̃, t)Υ0 (t) )
||∇µ(ξ,

−( ∇h(z̄(t) + ξ + Υ0 (t)η, t) ∇h(z̄(t) + ξ + Υ0 (t)η, t)Υ0 (t) )||

= ||[∇h(z̄(t) + ξ˜ + Υ0 (t)η̃, t) − ∇h(z̄(t) + ξ + Υ0 (t)η, t)]( In Υ0 (t) )||
≤ ||∇h(z̄(t) + ξ˜ + Υ0 (t)η̃, t) − ∇h(z̄(t) + ξ + Υ0 (t)η, t)||.||( In Υ0 (t) )||
≤ θ̃(||(ξ˜ − ξ) + Υ0 (t)(η̃ − η)||).(1 + K0 ) ≤ θ̃(||(ξ˜ − ξ)|| + K1 .||(η̃ − η)||).(1 + K1 )
≤ θ̃(||(ξ˜ − ξ, η̃ − η)|| + K1 .||(ξ˜ − ξ, η̃ − η)||).(1 + K1 ) = θ(||(ξ,
˜ η̃) − (ξ, η)||),

where the function θ : (0, ∞) → (0, ∞) given by

θ(s) = (1 + K1 )θ̃(s + K1 s)

is increasing and as s ↓ 0, θ̃(s) ↓ 0, implying that θ(s) ↓ 0. As

∇η µ(0, 0, t) = ∇h̄(t)Υ0 (t) = Υ(t)Υ0 (t),

by (A4)(ii), ∇η µ(0, 0, t) is nonsingular for each t ∈ A and along with the assumption (A2),
result that there exists M > 0 such that

||[Υ(t)Υ0 (t)]−1 || ≤ M a.e. in [0, T ]. (6)

By (UIFT) there exists σ ∈ (0, ), δ ∈ (0, ) and a implicit function

d : σB × A → δB

such that d(ξ, ·) is mensurable for fix ξ, the functions of family {d(·, t) | t ∈ A} are Lipschitz
continuous with common Lipschitz constant, d(·, t) is continuously differentiable for each
t ∈ A,

d(0, t) = 0 a.e. in [0, T ], (7)

µ(ξ, d(ξ, t), t) = 0 a.e. in [0, T ], ξ ∈ σB (8)

∇d(0, t) = −[Υ(t)Υ0 (t)]−1 ∇h(z̄(t), t) a.e. in [0, T ]. (9)

Choose σ1 > 0 e δ1 > 0 such that

α0 α0 α0
σ1 ∈ (0, min{σ, }), δ1 ∈ (0, min{δ, }), σ1 + K1 δ1 ∈ (0, ), (10)
2 2 2
In what follows and without loss of generality,we consider the implicit function d defined
on σ1 B × [0, T ] and takes values in δ1 B.
 11

STEP 2: We will show that if z̄ is a local optimal solution for (CTP), then z̄ is a
local optimal solution for the auxiliary problem
Z T
Maximize P̃ (z) = ϕ(z(t), t) dt
0
(AUX)
subject to G(z(t), t) ≥ 0 a.e. in [0, T ],
where
ϕ(z(t), t) = φ(z(t) + Υ0 (t)d(z(t) − z̄(t), t), t)
and
G(z(t), t) = g(z(t) + Υ0 (t)d(z(t) − z̄(t), t), t), a.e. in [0, T ].
Indeed, suppose that z̃ ∈ z̄(t) + σ2 B, 0 < σ2 < σ1 arbitrary, is a feasible solution for
(AUX) such that P̃ (z̃) > P̃ (z̄). Consider

ẑ(t) = z̃(t) + Υ0 (t)d(z̃(t) − z̄(t), t) a.e. in [0, T ].

Using triangle inequality, (11) and (A2), we obtain

||ẑ(t) − z̄(t)|| = ||(z̃(t) − z̄(t)) + Υ0 (t)d(z̃(t) − z̄(t), t)||

≤ ||z̃(t) − z̄(t)|| + ||Υ0 (t)||.||d(z̃(t) − z̄(t), t)|| < σ1 + K1 δ1 < .

As z̃ − z̄ ∈ σ1 B, by definition of µ we have that

µ(z̃(t) − z̄(t), d(z̃(t) − z̄(t), t), t) = 0 ⇒ h(z̃(t) + Υ0 (t)d(z̃(t) − z̄(t), t), t) = 0,

this is, h(ẑ(t), t) = 0. Also,

g(ẑ(t), t) = g(z̃(t) + Υ0 (t)d(z̃(t) − z̄(t), t), t) = G(z̃(t), t) ≥ 0 q.t.p. em [0, T ].

This show us that ẑ ∈ Ω, but

P (ẑ) = P̃ (z̃) > P̃ (z̄) = P (z̄),

which contradict the fact that z̄ is a local optimal solution for (CTP).
Passo 3: We will show that (AUX) satisfy the conditions of (UIFT) and apply it. For
the hypotheses (H1) and (H2) note that as φ(·, t) and h(·, t) are continuously differentiable
on z̄(t) + B a.e. in [0, T ], ϕ(·, t) and G(·, t) are also. ϕ(z, ·) and G(z, ·) are mensurable
for each z. Noting that

∇ϕ̄(t) = [In + Υ0 (t)∇d(0, t)]0 ∇φ̄(t) a.e. in [0, T ], (11)

∇Ḡ(t) = [In + Υ0 (t)∇d(0, t)]0 ∇ḡ(t) a.e. in [0, T ], (12)

we have that ∇ϕ̄(·) and ∇Ḡ(·) are uniformly bounded on [0, T ] by (A1), (A2) and (6).
Also, for γ satisfying (A4)(i), we have a.e. in [0, T ] that
Z T Z T
∇ϕ̄0 (t)γ(t) dt = ∇φ̄0 (t)[In − Υ0 (t)[Υ(t)Υ0 (t)]−1 Υ(t)]γ(t) dt
0 0
12

Z T
= ∇φ̄0 (t)γ(t) dt = f0 (γ, t) and
0

−Ḡj (t) − δj (t)∇Ḡ0j (t)γ(t) = −ḡj (t) − δj (t)∇ḡj0 (t)[In − Υ0 (t)[Υ(t)Υ0 (t)]−1 Υ(t)]γ(t)
= −ḡj (t) − δj (t)∇ḡj0 (t)γ(t) = fj (γ, t), j ∈ J.
Then, if (A3) and (A4) hold for (PTC), the hypothesis (H3) and (H4) hold for (AUX).
By Theorem 1.2, there exists v ∈ L∞ ([0, T ]; Rm ) such that, for a.e. in [0, T ], v(t) ≥ 0 and
m
X
∇ϕ̄(t) + vj (t)∇Ḡj (t) = 0, (13)
j=1

vj (t)Ḡj (t) = 0, j ∈ J. (14)

Note that (14) imply (5). By (11) and (12), for a.e. in [0, T ], we have that

∇ϕ̄(t) = ∇φ̄(t) + ∇h̄0 (t){−[Υ(t)Υ0 (t)]−1 Υ(t)}∇φ̄(t) (15)

and

∇Ḡj (t) = ∇ḡj (t) + ∇h̄0 (t){−[Υ(t)Υ0 (t)]−1 Υ(t)}∇ḡj (t), j ∈ J. (16)

Replacing (15) and (16) in (13) result for a.e. in [0, T ] that
p
X m
X
∇φ̄(t) + ui (t)∇h̄i (t) + vj (t)∇ḡ(t) = 0,
i=1 j=1

providing (4) with

 
m
X
ui (t) = [−[Υ(t)Υ0 (t)]−1 Υ(t)][∇φ̄(t) + vj (t)∇ḡj (t)] , i ∈ I.
j=1
i

As u ∈ L∞ ([0, T ]; Rp ) by (A1), (A2) and (6), this concludes the proof.

 13

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