An Evolutionary Boundary Value Problem

We consider a nonlinear initial boundary value problem in a two-dimensional rectangle. We derive variational formulation of the problem which is in the form of an evolutionary variational inequality in a product Hilbert space. Then, we establish the existence of a unique weak solution to the problem and prove the continuous dependence of the solution with respect to some parameters. Finally, we consider a second variational formulation of the problem, the so-called dual variational formulation, which is in a form of a history-dependent inequality associated with a time-dependent convex set. We study the link between the two variational formulations and establish existence, uniqueness, and equivalence results.

     

Utility maximization problem in the case of unbounded endowment

We consider a problem of expected utility maximization with an utility function finite on ?₊ and with an unbounded random endowment in an abstract model of financial market. We formulate a dual problem to the primal one and prove duality relations between them. In addition, we study necessary conditions to the existence of solutions to the primal problem. Finally, we reduce the dual problem to a form more convenient for practice.     

Lexicographic variational inequalities with applications

In this article, we consider equivalence properties between various kinds of lexicographic variational inequalities. By employing various concepts of monotonicity, we show that the usual sequential variational inequality is equivalent to the direct lexicographic variational inequality or to the dual lexicographic variational inequality. We establish several existence results for lexicographic variational inequalities. Also, we introduce the lexicographic complementarity problem and establish its equivalence with the lexicographic variational inequality. We illustrate our approach by several examples of applications to vector transportation and vector spatial equilibrium problems.     

A frictionless contact problem for elastic-viscoplastic materials with internal state variables

This paper deals with an initial and boundary value problem describing the quasistatic evolution of a rate-type viscoplastic material with internal state variables which is in frictionless contact. Two variational formulations of the problem are proposed, and existence and uniqueness results established. The equivalence of the variational formulation is studied and a strong convergence result involving penalized problems is proved.     

广义弹塑性梁理论及接触问题中的时偶变分不等式*

为研究摩擦接触问题,本文建立了一个具有二类独立交量的二维弹塑性梁模型。由此提出了一个新的非线性二次互补性问题。其中的外部互补性条件定义了自由边界;而内部互补性条件则控制了弹塑性分界面。文中证明了此二次互补性问题等价于一非线性变分不等式,并导出了其对偶变分不等式。本文结果显示对偶问题较原问题有更多的优越性。应用于塑性极限分析理论中,文中最后证明了一个简单的下限定理。     

Mayer and optimal stopping stochastic control problems with discontinuous cost

We study two classes of stochastic control problems with semicontinuous cost: the Mayer problem and optimal stopping for controlled diffusions. The value functions are introduced via linear optimization problems on appropriate sets of probability measures. These sets of constraints are described deterministically with respect to the coefficient functions. Both the lower and upper semicontinuous cases are considered. The value function is shown to be a generalized viscosity solution of the associated HJB system, respectively, of some variational inequality. Dual formulations are given, as well as the relations between the primal and dual value functions. Under classical convexity assumptions, we prove the equivalence between the linearized Mayer problem and the standard weak control formulation. Counter-examples are given for the general framework.     

A quasistatic contact problem with slip‐dependent coefficient of friction

We consider a mathematical model which describes the bilateral quasistatic contact of a viscoelastic body with a rigid obstacle. The contact is modelled with a modified version of Coulomb's law of dry friction and, moreover, the coefficient of friction is assumed to depend either on the total slip or on the current slip. In the first case, the problem depends upon contact history. We present the classical formulations of the problems, the variational formulations and establish the existence and uniqueness of a weak solution to each of them, when the coefficient of friction is sufficiently small. The proofs are based on classical results for elliptic variational inequalities and fixed point arguments. We also study the dependence of the solutions on the perturbations of the friction coefficient and obtain a uniform convergence result. Copyright © 1999 John Wiley & Sons, Ltd.     

Strictly feasible solutions and strict complementarity in multiple objective linear optimization

Recently, Luc defined a dual program for a multiple objective linear program. The dual problem is also a multiple objective linear problem and the weak duality and strong duality theorems for these primal and dual problems have been established. Here, we use these results to prove some relationships between multiple objective linear primal and dual problems. We extend the available results on single objective linear primal and dual problems to multiple objective linear primal and dual problems. Complementary slackness conditions for efficient solutions, and conditions for the existence of weakly efficient solution sets and existence of strictly primal and dual feasible points are established. We show that primal-dual (weakly) efficient solutions satisfying strictly complementary conditions exist. Furthermore, we consider Isermann’s and Kolumban’s dual problems and establish conditions for the existence of strictly primal and dual feasible points. We show the existence of primal-dual feasible points satisfying strictly complementary conditions for Isermann’s dual problem. Also, we give an alternative proof to establish necessary conditions for weakly efficient solutions of multiple objective programs, assuming the Kuhn–Tucker (KT) constraint qualification. We also provide a new condition to ensure the KT constraint qualification.     

Optimal control of a two-dimensional contact problem

We consider a frictionless contact problem with unilateral constraints for a 2D bar. We describe the problem, then we derive its weak formulation, which is in the form of an elliptic variational inequality of the first kind. Next, we establish the existence of a unique weak solution to the problem and prove its continuous dependence with respect to the applied tractions and constraints. We proceed with the study of an associated control problem for which we prove the existence of an optimal pair. Finally, we consider a perturbed optimal control problem for which we prove a convergence result.     

Analysis and numerical solution of a piezoelectric frictional contact problem

We consider a mathematical model which describes the frictional contact between an electro-elastic–visco-plastic body and a conductive foundation. The contact is modelled with normal compliance and a version of Coulomb’s law of dry friction, in which the stiffness and the friction coefficients depend on the electric potential. We derive a variational formulation of the problem and we prove an existence and uniqueness result. The proof is based on a recent existence and uniqueness result on history-dependent quasivariational inequalities obtained in [15]. Then we introduce a fully discrete scheme for solving the problem and, under certain solution regularity assumptions, we derive an optimal order error estimate. Finally, we present some numerical results in the study of a two-dimensional test problem which describes the process of contact in a microelectromechanical switch.     

On a Modified Subgradient Algorithm for Dual Problems via Sharp Augmented Lagrangian*

We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the step-size parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and an optimal control problem. *Partially Supported by 2003 UniSA ITEE Small Research Grant Ero2. Supported by CAPES, Brazil, Grant No. 0664-02/2, during her visit to the School of Mathematics and Statistics, UniSA.     

History-dependent variational–hemivariational inequalities in contact mechanics

We consider an abstract class of variational–hemivariational inequalities which arise in the study of a large number of mathematical models of contact. The novelty consists in the structure of the inequalities which involve two history-dependent operators and two nondifferentiable functionals, a convex and a nonconvex one. For these inequalities we provide an existence and uniqueness result of the solution. The proof is based on arguments of surjectivity for pseudomonotone operators and fixed point. Then, we consider a viscoelastic problem in which the contact is frictionless and is modeled with a new boundary condition which describes both the instantaneous and the memory effects of the foundation. We prove that this problem leads to a history-dependent variational–hemivariational inequality in which the unknown is the displacement field. We apply our abstract result in order to prove the unique weak solvability of this viscoelastic contact problem.     

A dynamic viscoelastic contact problem with normal compliance,finite penetration and nonmonotone slip rate dependent friction

We consider a mathematical model which describes the dynamic evolution of a viscoelastic body in frictional contact with an obstacle. The contact is modelled with normal compliance and unilateral constraint, associated to a rate slip-dependent version of Coulomb’s law of dry friction. In order to approximate the contact conditions, we consider a regularized problem wherein the contact is modelled by a standard normal compliance condition without finite penetrations. For each problem, we derive a variational formulation and an existence result of the weak solution of the regularized problem is obtained. Next, we prove the convergence of the weak solution of the regularized problem to the weak solution of the initial nonregularized problem. Then, we introduce a fully discrete approximation of the variational problem based on a finite element method and on a second order time integration scheme. The solution of the resulting nonsmooth and nonconvex frictional contact problems is presented, based on approximation by a sequence of nonsmooth convex programming problems. Finally, some numerical simulations are provided in order to illustrate both the behaviour of the solution related to the frictional contact conditions and the convergence result.     

Duality and Exact Penalization for General Augmented Lagrangians

We consider a problem of minimizing an extended real-valued function defined in a Hausdorff topological space. We study the dual problem induced by a general augmented Lagrangian function. Under a simple set of assumptions on this general augmented Lagrangian function, we obtain strong duality and existence of exact penalty parameter via an abstract convexity approach. We show that every cluster point of a sub-optimal path related to the dual problem is a primal solution. Our assumptions are more general than those recently considered in the related literature.     

On the existence of multiple solutions for a nonlocal BVP with vector-valued response

The existence of positive solutions for a nonlocal boundary-value problem with vector-valued response is investigated. We develop duality and variational principles for this problem. Our variational approach enables us to approximate solutions and give a measure of a duality gap between the primal and dual functional for minimizing sequences.     

An acoustic scattering problem for periodic,inhomogeneous media

We study the problem of the scattering by a periodic, inhomogeneous, penetrable medium. Using the Dirichlet-to-Neumann operator from the classical formulation of the problem we derive a variational equation and give regularity result to show the equivalence of both formulations. We present certain uniqueness results, which by the Fredholm alternative yield existence of the solution and its continuous dependence on the incoming wave. We prove existence of a solution for special incident waves even if there is no uniqueness. A result about analytical dependence of the solution on the wave number and the incident angle is given. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

A Dynamic Frictional Contact Problem with Normal Damped Response

We consider a mathematical model which describes the frictional contact between a viscoelastic body and a reactive foundation. The process is assumed to be dynamic and the contact is modeled with a general normal damped response condition and a local friction law. We present a variational formulation of the problem and prove the existence and uniqueness of the weak solution, using results on evolution equations with monotone operators and a fixed point argument. We then introduce and study a fully discrete numerical approximation scheme of the variational problem, in terms of the velocity variable. The numerical scheme has a unique solution. We derive error estimates under additional regularity assumptions on the data and the solution.     

Quasistatic Frictional Problems for Elastic and Viscoelastic Materials

We consider two quasistatic problems which describe the frictional contact between a deformable body and an obstacle, the so-called foundation. In the first problem the body is assumed to have a viscoelastic behavior, while in the other it is assumed to be elastic. The frictional contact is modeled by a general velocity dependent dissipation functional. We derive weak formulations for the models and prove existence and uniqueness results. The proofs are based on the theory of evolution variational inequalities and fixed-point arguments. We also prove that the solution of the viscoelastic problem converges to the solution of the corresponding elastic problem, as the viscosity tensor converges to zero. Finally, we describe a number of concrete contact and friction conditions to which our results apply.     

An Elastic Frictional Contact Problem with Unilateral Constraint

We consider a mathematical model which describes the equilibrium of an elastic body in contact with two obstacles. We derive its weak formulation which is in a form of an elliptic quasi-variational inequality for the displacement field. Then, under a smallness assumption, we establish the existence of a unique weak solution to the problem. We also study the dependence of the solution with respect to the data and prove a convergence result. Finally, we consider an optimization problem associated with the contact model for which we prove the existence of a minimizer and a convergence result, as well.