Standard Eta(infinity) optimization cannot handle specifications or co
nstraints on the time response of a closed loop system exactly. In thi
s paper the problem of Eta(infinity) optimization subject to time doma
in constraints over a finite horizon is considered. Following an idea
from Helton and Sideris (1989, IEEE Trans. Aut. Control, AC-3.4, 427-4
34) the problem is transformed into a finite dimensional optimization
program that is shown to be convex although generically nondifferentia
ble. The objective function is constructed via state space methods and
several properties of the optimal constrained controller are discusse
d together with a robust algorithm for computation. It is shown how sa
tisfying the constraints over a finite horizon can imply overall good
behavior.