A continuous optimization problem that reduces to TSP
The differentiability requirement doesn't change the nature of the problem: requiring $\mathcal{C}^0$ (continuity) or $\mathcal{C}^{\infty}$ (infinite differentiability) gives the same lower bound for the length and the same order of points, and is equivalent to solving the traveling salesman problem.

If you have a solution to the TSP, you have a $\mathcal{C}^0$ curve that goes through all the points. Conversely, suppose you have a $\mathcal{C}^0$ curve of finite length that goes through all the points, and let $p_{\sigma(1)}, \ldots, p_{\sigma(n)}$ be the order in which it traverses the points and $t_1,\ldots,t_n$ the corresponding parameters (if the curve traverses a point more than once, pick any of the possible values of $t$). Then the curve built from $n$ segments $[p_{\sigma(1)},p_{\sigma(2)}], \ldots, [p_{\sigma(n-1)},p_{\sigma(n)}], [p_{\sigma(n)},p_{\sigma(1)}]$ is shorter, because for each segment a straight line is shorter than any other curve that connects the point. Thus for every ordering of the points, the best curve is a TSP solution, and the TSP solution provides the best ordering of the points.

Let's now show that requiring the curve to be $\mathcal{C}^{\infty}$ (or $\mathcal{C}^k$ for any $k$) doesn't change the best ordering of points. For any TSP solution of total length $\ell$ and any $\epsilon &gt; 0$, we can round every corner, i.e. build a $\mathcal{C}^{\infty}$ curve that traverses the points in the same order and has a length of at most $\ell + \epsilon$ (the explicit construction relies on algebraic functions and $e^{-1/t^2}$ to define bump functions and from those smooth connections between curve segments such as $e^{1-1/x^2} (x-e^{-1/(1-x)^2})$ which connects with $y=0$ at $x=0$ and with $y=x$ at $x=1$; it is tedious to make these explicit, but they are computable); hence, the lower bound for a $\mathcal{C}^{\infty}$ curve is the same as for a collection of segments (note that the lower bound is not reached in general).