Lipschitz Continuity Results for a Class of Variational Inequalities and Applications: A Geometric Approach

We consider a class of parametric variational inequalities which, under suitable assumptions, admit an equivalent integral formulation. We study the Lipschitz continuity of the solution and treat in detail the case in which the parametric constraint set is a polytope. Finally, the results obtained are applied to the time-dependent traffic equilibrium problem.     

Invex equilibrium problems

In this paper, we introduce a new class of equilibrium problems, known as invex equilibrium problems in the setting of invexity. This class of equilibrium problems includes equilibrium problems, variational inequalities and variational-like inequalities as special cases. We use the auxiliary principle technique to suggest and analyze some iterative schemes for solving invex equilibrium problems and study the convergence criteria of these methods under some mild conditions. We also consider the concept of well-posedness for invex equilibrium problems. Our results represent significant and important refinements of the previously known results.     

On equilibrium-like problems

In this article we introduce a new class of equilibrium problems known as mixed quasi invex equilibrium (equilibrium-like) problems with trifunction. This class of equilibrium problems includes invex equilibrium problems, variational inequalities and variational-like inequalities as special cases. We use the auxiliary principle technique to suggest and analyze some iterative schemes for solving invex equilibrium problems and study the convergence criteria of these methods under mild conditions. Our results represent significant and important refinements of the previously known results.     

Extragradient algorithms extended to equilibrium problems¶

We make use of the auxiliary problem principle to develop iterative algorithms for solving equilibrium problems. The first one is an extension of the extragradient algorithm to equilibrium problems. In this algorithm the equilibrium bifunction is not required to satisfy any monotonicity property, but it must satisfy a certain Lipschitz-type condition. To avoid this requirement we propose linesearch procedures commonly used in variational inequalities to obtain projection-type algorithms for solving equilibrium problems. Applications to mixed variational inequalities are discussed. A special class of equilibrium problems is investigated and some preliminary computational results are reported.     

Dynamical systems and variational inequalities

The variational inequality problem has been utilized to formulate and study a plethora of competitive equilibrium problems in different disciplines, ranging from oligopolistic market equilibrium problems to traffic network equilibrium problems. In this paper we consider for a given variational inequality a naturally related ordinary differential equation. The ordinary differential equations that arise are nonstandard because of discontinuities that appear in the dynamics. These discontinuities are due to the constraints associated with the feasible region of the variational inequality problem. The goals of the paper are two-fold. The first goal is to demonstrate that although non-standard, many of the important quantitative and qualitative properties of ordinary differential equations that hold under the standard conditions, such as Lipschitz continuity type conditions, apply here as well. This is important from the point of view of modeling, since it suggests (at least under some appropriate conditions) that these ordinary differential equations may serve as dynamical models. The second goal is to prove convergence for a class of numerical schemes designed to approximate solutions to a given variational inequality. This is done by exploiting the equivalence between the stationary points of the associated ordinary differential equation and the solutions of the variational inequality problem. It can be expected that the techniques described in this paper will be useful for more elaborate dynamical models, such as stochastic models, and that the connection between such dynamical models and the solutions to the variational inequalities will provide a deeper understanding of equilibrium problems.     

Banach空间中k-次增生型变分包含解的存在与收敛性

在实自反Banach空间中,引入并研究一类k-次增生型变分包含问题,证明了这类变分包含解的存在与唯一性,并在去掉α_n→0,β_n→0(n→∝)以及序列{x_n)和{_η(g(x_n))}有界限制的条件下,建立了k-次增生型变分包含和变分不等式解的具有混合误差的多步迭代序列的强收敛性定理,给出了收敛率的估计式,从而改进和推广了前人的研究结果.     

Regularized mixed quasi equilibrium problems

In this paper, we introduce and study a new class of equilibrium problems, known as regularized mixed quasi equilibrium problems. We use the auxiliary principle technique to suggest and analyze some iterative schemes for regularized equilibrium problems. We prove that the convergence of these iterative methods requires either pseudomonotonicity or partially relaxed strongly monotonicity. Our proofs of convergence are very simple. As special cases, we obtain earlier results for solving equilibrium problems and variational inequalities involving the convex sets.     

一类隐式集值向量均衡问题解的存在性和解集的稳定性

研究一类隐式集值向量均衡问题,它是隐式向量均衡问题、隐式变分不等式问题、隐式相补问题、向量均衡问题和向量变分不等式问题等的推广.利用截口定理,在Hausdorff拓扑线性空间的非紧子集上得出了一些隐式集值向量均衡问题解的存在性结果.并且还讨论了该隐式集值向量均衡问题解集的通有稳定性.这些结果推广和统一了近期的一些相关结果.     

Mixed quasi nonconvex equilibrium problems

In this paper, we introduce and study a new class of equilibrium problems, known as mixed quasi nonconvex equilibrium problems. We use the auxiliary principle technique to suggest and analyze some iterative schemes for solving nonconvex equilibrium problems. We prove that the convergence of these iterative methods requires either pseudomonotonicity or partially relaxed strongly monotonicity. Our proofs of convergence are very simple. As special cases, we obtain earlier known results for solving equilibrium problems and variational inequalities involving the convex sets.     

隐式形式多值向量均衡问题解的存在性

考虑一类隐式形式多值向量均衡问题的解的存在性,该类问题包含了多值均衡问题、隐式向量均衡问题、多值变分不等式问题、向量变分不等式问题以及向量互补问题作为其特殊情形.利用广义Fan-Browder不动点定理,得到了拓扑向量空间中该类问题解的存要性定理,该结果推广并统一了已有问题解的存在性结果.     

On vector optimization problems and vector variational inequalities using convexificators

In this paper, we establish some results which exhibit an application of convexificators in vector optimization problems (VOPs) and vector variational inequaities involving locally Lipschitz functions. We formulate vector variational inequalities of Stampacchia and Minty type in terms of convexificators and use these vector variational inequalities as a tool to find out necessary and sufficient conditions for a point to be a vector minimal point of the VOP. We also consider the corresponding weak versions of the vector variational inequalities and establish several results to find out weak vector minimal points.     

On general hemiequilibrium problems

In this paper, we introduce and analyze a new class of equilibrium problems known as general hemiequilibrium problems. It is shown that this class includes hemiequilibrium problems, hemivariational inequalities and complementarity problems as special cases. We use the auxiliary principle techniques to suggest some iterative-type methods for solving multivalued hemiequilibrium problems. We also analyze the convergence analysis of these new iterative methods under some mild conditions. As special cases, we obtain several new and known methods for solving variational inequalities and equilibrium problems.     

Random equilibrium problems on networks

We apply the theory of random variational inequalities to study a class of random equilibrium problems on networks. By means of two classical test problems we treat the case of random demand and random cost and compute mean values and variances for two special probability distributions.     

On the global exponential stability of a projected dynamical system for strongly pseudomonotone variational inequalities

We investigate the global exponential stability of equilibrium solutions of a projected dynamical system for variational inequalities. Under strong pseudomonotonicity and Lipschitz continuity assumptions, we prove that the dynamical system has a unique equilibrium solution. Moreover, this solution is globally exponentially stable. Some examples are given to analyze the effectiveness of the theoretical results. The numerical results confirm that the trajectory of the dynamical system globally exponentially converges to the unique solution of the considered variational inequality. The results established in this paper improve and extend some recent works.     

EXISTENCE AND DUALITY OF IMPLICIT VECTOR VARIATIONAL PROBLEMS*

In this paper, we consider implicit vector variational problems which contain vector equilibrium problems and vector variational inequalities as special cases. The existence of solutions of implicit vector variational problems and vector equilibrium problems have been established. As a special case, we derive some existence results for a solution of vector variational inequalities. We also study the duality of implicit vector variational problems and discuss the relationship between solutions of dual and primal problems. Our results on duality contains known results in the literature as special cases.

     

On Optimality Conditions for Henig Efficiency and Superefficiency in Vector Equilibrium Problems

Abstract

Necessary optimality conditions for local Henig efficient and superefficient solutions of vector equilibrium problems involving equality, inequality, and set constraints in Banach space with locally Lipschitz functions are established under a suitable constraint qualification via the Michel–Penot subdifferentials. With assumptions on generalized convexity, necessary conditions for Henig efficiency and superefficiency become sufficient ones. Some applications to vector variational inequalities and vector optimization problems are given as well.     

System of nonsmooth variational inequalities with applications

In this paper, we consider a system of vector variational inequalities and a system of nonsmooth variational inequalities defined by means of Clarke directional derivative. We also consider the Nash equilibrium problem with vector pay-offs and its scalarized form. We present some relations among these systems and problems. The existence results for a solution of system of nonsmooth variational inequalities are given. As a consequence, we derive an existence result for a solution of Nash equilibrium problem with vector pay-offs.     

Continuity Results for a Class of Variational Inequalities with Applications to Time-Dependent Network Problems

We consider a class of monotone variational inequalities in which both the operator and the convex set are parametrized by continuous functions. Under suitable assumptions, we prove the continuity of the solution with respect to the parameter. As an important application, we consider the case of finite dimensional variational inequalities on suitable polyhedra. We demonstrate the applicability of our results to time dependent traffic equilibrium problem.     

An existence result for generalized vector equilibrium problems without pseudomonotonicity

In this work, we introduce and study a class of generalized vector equilibrium problems for multifunctions which includes a number of generalized vector variational inequality problems and generalized vector variational-like inequality problems as special cases. By using the KKM–Fan theorem and Nadler’s result, we prove an existence theorem for solutions for this class of generalized vector equilibrium problems in Banach spaces. Applications to generalized vector variational-like inequalities are given.     

Weak and strong convergence of proximal penalization and proximal splitting algorithms for two-level hierarchical Ky Fan minimax inequalities

The theory of Ky Fan minimax inequalities provides a powerful general framework for the study of convex programming, variational inequalities and economic equilibrium problems. One of the fundamental methods for finding a solution of Ky Fan minimax inequalities is the proximal point algorithm, where a lot of papers have been dedicated to this subject. In this paper, a general class of two-level hierarchical Ky Fan minimax inequalities is introduced in real Hilbert spaces. For a wide class of Bregman functions, an association of inexact implicit Bregman-penalization proximal and Bregman-splitting proximal algorithms are suggested and analysed. Weak and strong convergences are proved under essentially weaker conditions. We conclude this paper with a hierarchical minimization problem and a numerical example.