Global linear convergence of a path-following algorithm for some monotone variational inequality problems

We consider a primal-scaling path-following algorithm for solving a certain class of monotone variational inequality problems. Included in this class are the convex separable programs considered by Monteiro and Adler and the monotone linear complementarity problem. This algorithm can start from any interior solution and attain a global linear rate of convergence with a convergence ratio of 1 ?c/√m, wherem denotes the dimension of the problem andc is a certain constant. One can also introduce a line search strategy to accelerate the convergence of this algorithm.     

Optimal shape design for systems governed by variational inequalities,part 1: Existence theory for the elliptic case

Some general existence results for optimal shape design problems for systems governed by elliptic variational inequalities are established by the mapping method and variational convergence theory. Then, an existence theorem is given for the optimal shape for an electrochemical machining problem, in which the cost functional is not lower semicontinuous, by extending the general results to this case. Furthermore, this problem is approximated by a set of optimal shape design problems which have more smooth cost functionals and are easier to handle computationally.The authors with to express their sincere thanks to the reviewers for supplying additional references and for their valuable comments, which made the paper more readable.     

FORCED OSCILLATION AND APPLICATION OF FUNCTIONAL DIFFERENTIAL INEQUALITIES

In this paper we study the oscillations for a class of functional differential inequalities. By using these properties some forced oscillations to the boundary value problems of functional partial differential equations are established.     

Convex duality for finite-fuel problems in singular stochastic control

Upon introducing a finite-fuel constraint in a stochastic control system, the convex duality formulation can be set up to represent the original singular control problem as a minimization problem over the space of vector measures at each level of available fuel. This minimization problem is imbedded tightly into a related weak problem, which is actually a mathematical programming problem over a convex,w*-compact space of vector-valued Radon measures. Then, through the Fenchel duality principle, the dual for the finite-fuel control problems is to seek the maximum of smooth subsolutions to a dynamic programming variational inequality. The approach is basically in the spirit of Fleming and Vermes, and the results of this paper extend those of Vinter and Lewis in deterministic control problems to the finite-fuel problems in singular stochastic control. Meanwhile, we also obtain the characterization of the value function as a solution to the dynamic programming variational inequality in the sense of the Schwartz distribution.The author is much indebted to Professor Wendell H. Fleming for his constant support and many helpful discussions during the preparation of this paper.     

Parabolic Harnack inequality for divergence form second order differential operators

Old and recent results concerning Harnack inequalities for divergence form operators are reviewed. In particular, the characterization of the parabolic Harnack principle by simple geometric properties -Poincaré inequality and doubling property- is discussed at length. It is shown that these two properties suffice to apply Moser's iterative technique.     

Variational inequalities for monotone operators in nonreflexive Banach spaces

The purpose of this paper is to study the existence problem of solutions and perturbation problem for some kind of variational inequalities with monotone operators in nonreflexive Banach spaces, and to obtain some results.     

Lenglart不等式与特殊半鞅的收敛集

本文讨论局部鞅和特殊半鞅的收敛集。我们给出Ｌｅｎｇｌａｒｔ不等式的一个推广形式，利用这一不等式对一些定理给出了简单证明，对一些结果作了改进和推广。     

The Study of Minimax Inequalities, Abstract Economics and Applications to Variational Inequalities and Nash Equilibria

In this survey, a new minimax inequality and one equivalent geometricform are proved. Next, a theorem concerning the existence of maximalelements for an LC-majorized correspondence is obtained.By the maximal element theorem, existence theorems of equilibrium point fora noncompact one-person game and for a noncompact qualitative game withLC-majorized correspondences are given. Using the lastresult and employing 'approximation approach', we prove theexistence of equilibria for abstract economies in which the constraintcorrespondence is lower (upper) semicontinuous instead of having lower(upper) open sections or open graphs in infinite-dimensional topologicalspaces. Then, as the applications, the existence theorems of solutions forthe quasi-variational inequalities and generalized quasi-variationalinequalities for noncompact cases are also proven. Finally, with theapplications of quasi-variational inequalities, the existence theorems ofNash equilibrium of constrained games with noncompact are given. Our resultsinclude many results in the literature as special cases.     

On the Lipschitzian properties of polyhedral multifunctions

In this paper, we show that for a polyhedral multifunctionF:R ⁿ →R ^m with convex range, the inverse functionF ⁻¹ is locally lower Lipschitzian at every point of the range ofF (equivalently Lipschitzian on the range ofF) if and only if the functionF is open. As a consequence, we show that for a piecewise affine functionf:R ⁿ →R ⁿ ,f is surjective andf ⁻¹ is Lipschitzian if and only iff is coherently oriented. An application, via Robinson's normal map formulation, leads to the following result in the context of affine variational inequalities: the solution mapping (as a function of the data vector) is nonempty-valued and Lipschitzian on the entire space if and only if the solution mapping is single-valued. This extends a recent result of Murthy, Parthasarathy and Sabatini, proved in the setting of linear complementarity problems. Research supported by the National Science Foundation Grant CCR-9307685.     

与波动方程边界控制有关的一类本征值问题

本文在高维空间情形，研究了大型空间结构和柔性机器人的控制中提出的一类新型的包含边界双线性形式的本征值问题，利用Ｐｏｈｏｚａｅｖ恒等式，分析了本征元的边界形态．