Sensitivity analysis for variational inequalities and nonlinear complementarity problems

This paper surveys the main results in the area of sensitivity analysis for finite-dimensional variational inequality and nonlinear complementarity problems. It provides an overview of Lipschitz continuity and differentiability properties of perturbed solutions for variational inequality problems, defined on both fixed and perturbed sets, and for nonlinear complementarity problems.     

Perturbed solutions of variational inequality problems over polyhedral sets

This paper is concerned with variational inequality problems defined over polyhedral sets, which provide a generalization of many diverse problems of mathematical programming, complementarity, and mathematical economics. Differentiability properties of locally unique perturbed solutions to such problems are studied. It is shown that, if a simple sufficient condition is satisfied, then the perturbed solution is locally unique, continuous, and directionally differentiable. Furthermore, under an additional regularity assumption, the perturbed solution is also continuously differentiable.     

Nonlinear extended variational inequalities without differentiability: Applications and solution methods

We consider a class of nonlinear problems which is intermediate between equilibrium and variational inequality ones. Several classes of applications of such problems are described. Iterative methods are proposed for finding a solution. The methods are utilized without differentiability properties of the mappings and converge to a solution under weakened monotonicity type assumptions.     

优化和均衡的等价性

通过向量优化问题, 向量变分不等式问题以及向量变分原理来分析优化问题及均衡问题的一致性.从而显然, 可以用统一的观点来处理数值优化、向量优化以及博弈论等问题.进而为非线性分析提供了一个新的发展空间.     

Differentiability and its asymptotic analysis for nonlinear singularly perturbed boundary value problem

In this paper, we show differentiability of solutions with respect to the given boundary value data for nonlinear singularly perturbed boundary value problems and its corresponding asymptotic expansion of small parameter. This result fills the gap caused by the solvability condition in Esipova’s result so as to lay a rigorous foundation for the theory of boundary function method on which a guideline is provided as to how to apply this theory to the other forms of singularly perturbed nonlinear boundary value problems and enlarge considerably the scope of applicability and validity of the boundary function method. A third-order singularly perturbed boundary value problem arising in the theory of thin film flows is revisited to illustrate the theory of this paper. Compared to the original result, the imposed potential condition is completely removed by the boundary function method to obtain a better result. Moreover, an improper assumption on the reduced problem has been corrected.     

Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems

Whether or not the general asymmetric variational inequality problem can be formulated as a differentiable optimization problem has been an open question. This paper gives an affirmative answer to this question. We provide a new optimization problem formulation of the variational inequality problem, and show that its objective function is continuously differentiable whenever the mapping involved in the latter problem is continuously differentiable. We also show that under appropriate assumptions on the latter mapping, any stationary point of the optimization problem is a global optimal solution, and hence solves the variational inequality problem. We discuss descent methods for solving the equivalent optimization problem and comment on systems of nonlinear equations and nonlinear complementarity problems.     

On generalized variational inequalities

We obtain a new version of the minimax inequality of Ky Fan. As an application, an existence result for the generalized variational inequality problem with set-valued mappings defined on noncompact sets in Hausdorff topological vector spaces is given. Also, some existence results for the generalized variational inequality problem for quasimonotone and pseudomonotone mappings are obtained. Dedicated to the memory of T. Rapcsák.     

Differential Vector Variational Inequalities in Finite-Dimensional Spaces

In this paper, a differential vector variational inequality is introduced and studied in finite-dimensional Euclidean spaces. The existence of a Carathéodory weak solution for the differential vector variational inequality is presented under some suitable conditions. Furthermore, the upper semicontinuity and the lower semicontinuity of the solution sets for the differential variational inequality are established when both the mapping and the constraint set are perturbed by two different parameters.     

Strongly nonlinear variational inequalities and generalized pseudocontractions

The solvability of a class of generalized strongly nonlinear variational inequality problems on nonempty closed convex sets in Hilbert spaces is presented.     

The Solvability of Nonlinear Split Ordered Variational Inequality Problems in Partially Ordered Vector Spaces

The concept of nonlinear split ordered variational inequality problems on partially ordered Banach spaces extends the concept of the linear split vector variational inequality problems on Banach spaces, while the latter is a natural extension of vector variational inequality problems on Banach spaces. In this article, we prove the solvability of some nonlinear split vector variational inequality problems by using fixed-point theorems on partially ordered Banach spaces. It is important to notice that in the results obtained in this article, the considered mappings are not required to have any type of continuity and they just satisfy some order-monotonic conditions. Consequently, both the solvability of linear split vector variational inequality problems and vector variational inequality problems will be immediately obtained from the solvability of nonlinear split vector variational inequality problems. We will apply these results to solving nonlinear split vector optimization problems. The underlying spaces of the considered variational inequality problems may just be vector spaces which do not have topological structures, the considered mappings are not required to satisfy any continuity conditions, which just satisfy some order-increasing conditions.     

Asymmetric variational inequality problems over product sets: Applications and iterative methods

In this paper, we (i) describe how several equilibrium problems can be uniformly modelled by a finite-dimensional asymmetric variational inequality defined over a Cartesian product of sets, and (ii) investigate the local and global convergence of various iterative methods for solving such a variational inequality problem. Because of the special Cartesian product structure, these iterative methods decompose the original variational inequality problem into a sequence of simpler variational inequality subproblems in lower dimensions. The resulting decomposition schemes often have a natural interpretation as some adjustment processes. This research was based on work supported by the National Science Foundation under grant ECS 811–4571.     

A Minty variational principle for set optimization

Extremal problems are studied involving an objective function with values in (order) complete lattices of sets generated by so-called set relations. Contrary to the popular paradigm in vector optimization, the solution concept for such problems, introduced by F. Heyde and A. Löhne, comprises the attainment of the infimum as well as a minimality property. The main result is a Minty type variational inequality for set optimization problems which provides a sufficient optimality condition under lower semicontinuity assumptions and a necessary condition under appropriate generalized convexity assumptions. The variational inequality is based on a new Dini directional derivative for set-valued functions which is defined in terms of a “lattice difference quotient.” A residual operation in a lattice of sets replaces the inverse addition in linear spaces. Relationships to families of scalar problems are pointed out and used for proofs. The appearance of improper scalarizations poses a major difficulty which is dealt with by extending known scalar results such as Diewert's theorem to improper functions.     

单调变分不等式可行与非可行点组合的连续算法

本文给出了单调变分不等式问题一个新的连续型求解方法，方法的实现依赖于一系列含有四个参数的摄动单调变分不等式的求解．其中摄动参数要求的条件较为温和，这使得本文方法成为可行点与非可行点算法的有机组合和统一．在适当的假设条件下，我们分析和证明了摄动变分不等式问题解的存在性，唯一性和算法的强收敛性．     

Finite convergence of algorithms for nonlinear programs and variational inequalities

Algorithms for nonlinear programming and variational inequality problems are, in general, only guaranteed to converge in the limit to a Karush-Kuhn-Tucker point, in the case of nonlinear programs, or to a solution in the case of variational inequalities. In this paper, we derive sufficient conditions for nonlinear programs with convex feasible sets such that any convergent algorithm can be modified, by adding a convex subproblem with a linear objective function, to guarantee finite convergence in a generalized sense. When the feasible set is polyhedral, the subproblem is a linear program and finite convergence is obtained. Similar results are also developed for variational inequalities.The research of the first author was supported in part by the Office of Naval Research under Contract No. N00014-86-K-0173.The authors are indebted to Professors Olvi Mangasarian, Garth McCormick, Jong-Shi Pang, Hanif Sherali, and Hoang Tuy for helpful comments and suggestions and to two anonymous referees for constructive remarks and for bringing to their attention the results in Refs. 13 and 14.     

Lagrange Multipliers and mixed formulations for some inequality constrained variational inequalities and some nonsmooth unilateral problems

Abstract

This paper addresses a class of inequality constrained variational inequalities and nonsmooth unilateral variational problems. We present mixed formulations arising from Lagrange multipliers. First we treat in a reflexive Banach space setting the canonical case of a variational inequality that has as essential ingredients a bilinear form and a non-differentiable sublinear, hence convex functional and linear inequality constraints defined by a convex cone. We extend the famous Brezzi splitting theorem that originally covers saddle point problems with equality constraints, only, to these nonsmooth problems and obtain independent Lagrange multipliers in the subdifferential of the convex functional and in the ordering cone of the inequality constraints. For illustration of the theory we provide and investigate an example of a scalar nonsmooth boundary value problem that models frictional unilateral contact problems in linear elastostatics. Finally we discuss how this approach to mixed formulations can be further extended to variational problems with nonlinear operators and equilibrium problems, and moreover, to hemivariational inequalities.     

Necessary conditions for optimality for a diffusion with a non-smooth drift

The purpose of this paper is to establish the necessary conditions for optimality of a controlled stochastic differential system without differentiability assumptions on the drift. We use an approximation argument in order to obtain a sequence of smooth control problems, and we apply Ekeland's variational principle to derive the associated adjoint processes. Passing at the Limit with respect to the stable convergence, we obtain a weak adjoint process and the inequality between Hamiltonians. This result is a generalisation of Kushner's maximum principle     

Inverse problems for multi-valued quasi variational inequalities and noncoercive variational inequalities with noisy data

ABSTRACT

We study the inverse problem of identifying a variable parameter in variational and quasi-variational inequalities. We consider a quasi-variational inequality involving a multi-valued monotone map and give a new existence result. We then formulate the inverse problem as an optimization problem and prove its solvability. We also conduct a thorough study of the inverse problem of parameter identification in noncoercive variational inequalities which appear commonly in applied models. We study the inverse problem by posing optimization problems using the output least-squares and the modified output least-squares. Using regularization, penalization, and smoothing, we obtain a single-valued parameter-to-selection map and study its differentiability. We consider optimization problems using the output least-squares and the modified output least-squares for the regularized, penalized and smoothened variational inequality. We give existence results, convergence analysis, and optimality conditions. We provide applications and numerical examples to justify the proposed framework.     

Solution differentiability and continuation of Newton's method for variational inequality problems over polyhedral sets

In this paper, we derive some further differentiability properties of solutions to a parametric variational inequality problem defined over a polyhedral set. We discuss how these results can be used to establish the feasibility of continuation of Newton's method for solving the variational problem in question.This work was based on research supported by the National Science Foundation under Grant No. ECS-87-17968.     

A variational inequality and applications to quasistatic problems with Coulomb friction

The aim of this paper is to study an evolution variational inequality that generalizes some contact problems with Coulomb friction in small deformation elasticity. Using an incremental procedure, appropriate estimates and convergence properties of the discrete solutions, the existence of a continuous solution is proved. This abstract result is applied to quasistatic contact problems with a local Coulomb friction law for nonlinear Hencky and also for linearly elastic materials.     

Gâteaux differentiability of the dual gap function of a variational inequality

In terms of the mapping involved in a variational inequality, we characterize the Gâteaux differentiability of the dual gap function G and present several sufficient conditions for its directional derivative expression, including one weaker than that of Danskin [J.M. Danskin, The theory of max–min, with applications, SIAM Journal on Applied Mathematics 14 (1966) 641–664]. When the solution set of a variational inequality problem is contained in that of its dual problem, the Gâteaux differentiability of G on the latter turns out to be equivalent to the conditions appearing in the authors’ recent results about the weakly sharp solutions of the variational inequality problem.