无穷维Hilbert空间中的伪单调非线性互补问题

建立伪单调非线性互补问题在实Hilbert空间任意闭凸锥上的解的存在性理论,特别把互补问题在有限维实Hilbert空间上的一些重要理论推广到无限维实Hilbert空间,还证明了解的存在的可行性理论.     

Iterative methods for nonlinear complementarity problems on isotone projection cones

In this paper we present a recursion related to a nonlinear complementarity problem defined by a closed convex cone in a Hilbert space and a continuous mapping defined on the cone. If the recursion is convergent, then its limit is a solution of the nonlinear complementarity problem. In the case of isotone projection cones sufficient conditions are given for the mapping so that the recursion to be convergent.     

New Type of Generalized Vector Quasiequilibrium Problem

In this paper, we introduce a new type of vector quasiequilibrium problem with set-valued mappings and moving cones. By using the scalarization method and fixed-point theorem, we obtain its existence theorem. As applications, we derive some existence theorems for vector variational inequalities and vector complementarity problems. This work was supported by the National Natural Science Foundation of China. The authors are grateful to Professor X.Q. Yang and the referees for valuable comments and suggestions improving the original draft.     

Monotone generalized variational inequalities and generalized complementarity problems

Some existence results for generalized variational inequalities and generalized complementarity problems involving quasimonotone and pseudomonotone set-valued mappings in reflexive Banach spaces are proved. In particular, some known results for nonlinear variational inequalities and complementarity problems in finite-dimensional and infinite-dimensional Hilbert spaces are generalized to quasimonotone and pseudomonotone set-valued mappings and reflexive Banach spaces. Application to a class of generalized nonlinear complementarity problems studied as mathematical models for mechanical problems is given.The research of the first author was supported by the National Natural Science Foundation of P. R. China and by the Ethel Raybould Fellowship, University of Queensland, St. Lucia, Brisbane, Australia.     

Nonlinear Riemann - Hilbert Problems without Transversality

Nonlinear Riemann - Hilbert problems (RHP) generalize two fundamental classical problems for complex analytic functions, namely: 1. the conformal mapping problem, and 2. the linear Riemann - Hilbert problem. This paper presents new results on global existence for the nonlinear (RHP) in doubly connected domains with nonclosed restriction curves for the boundary data. More precisely, our nonlinear (RHP) is required to become ?at infinity”?, i.e., for solutions having large moduli, a linear (RHP) with variable coefficients. Global existence for q-connected domains was already obtained in [9] for the special case that the restriction curves for the boundary data ?at infinity”? coincide with straight lines corresponding to linear (RHP)-s with special so-called constant - coefficient transversality boundary conditions. In this paper, the boundary conditions are much more general including highly nonlinear conditions for bounded solutions in the context of nontransversality. In order to prove global existence, we reduce the problem to nonlinear singular integral equations which can be treated by a degree theory of Fredholm - quasiruled mappings specifically constructed for mappings defined by nonlinar pseudodifferential operators.     

Interior-point methods for nonlinear complementarity problems

We present a potential reduction interior-point algorithm for monotone nonlinear complementarity problems. At each iteration, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied. For problems satisfying a scaled Lipschitz condition, this requirement is satisfied by the approximate solution obtained by applying one Newton step to that nonlinear system. We discuss the global and local convergence rates of the algorithm, convergence toward a maximal complementarity solution, a criterion for switching from the interior-point algorithm to a pure Newton method, and the complexity of the resulting hybrid algorithm.This research was supported in part by NSF Grant DDM-89-22636.The authors would like to thank Rongqin Sheng and three anonymous referees for their comments leading to a better presentation of the results.     

Inexact algorithm for continuous complementarity problems on measure spaces

In this paper, we discuss a type of complementarity problem posed over a measure space. We give some conditions under which there exists a solution for the problem and work toward a new inexact algorithm for its solution. A general convergence proof for this algorithm is given and the advantage of using this approach is discussed.The authors thank the referees for their helpful suggestions and comments.     

Existence Theorems for Linear Complementarity Problems on Solid Closed Convex Cones

In this paper, we establish some existence results for linear complementarity problems on closed convex cones under generalized monotonicity assumptionsThe authors are grateful to the referees for detailed comments and suggestions on an early version of the paper     

QPCOMP: A quadratic programming based solver for mixed complementarity problems

QPCOMP is an extremely robust algorithm for solving mixed nonlinear complementarity problems that has fast local convergence behavior. Based in part on the NE/SQP method of Pang and Gabriel [14], this algorithm represents a significant advance in robustness at no cost in efficiency. In particular, the algorithm is shown to solve any solvable Lipschitz continuous, continuously differentiable, pseudo-monotone mixed nonlinear complementarity problem. QPCOMP also extends the NE/SQP method for the nonlinear complementarity problem to the more general mixed nonlinear complementarity problem. Computational results are provided, which demonstrate the effectiveness of the algorithm. This material is based on research supported by National Science Foundation Grant CCR-9157632, Department of Energy Grant DE-FG03-94ER61915, and the Air Force Office of Scientific Research Grant F49620-94-1-0036.     

REFE-Acceptable Mappings: Necessary and Sufficient Condition for the Nonexistence of a Regular Exceptional Family of Elements

By considering the notion of regular exceptional family of elements (REFE), we define the class of REFE-acceptable mappings. By definition, a complementarity problem on a Hilbert space defined by a REFE-acceptable mapping and a closed convex cone has either a solution or a REFE. We present several classes of REFE-acceptable mappings. For this, neither the topological degree nor the Leray-Schauder alternative is necessary. By using the concept of REFE-acceptable mappings, we present necessary and sufficient conditions for the nonexistence of regular exceptional family of elements. These conditions are used for generating several existence theorems and existence and uniqueness theorems for complementarity problems. The authors are grateful to Prof. A.B. Németh for many helpful conversations. The research of S.Z. Németh was supported by Hungarian Research Grants OTKA T043276 and OTKA K60480.     

Variational inequalities with nonmonotone operators

In this paper, existence results on variational inequalities and generalized variational inequalities for some nonmonotone operators over closed convex subsets of a real reflexive Banach space are proved. In particular, some surjectivity results and applications to complementarity and generalized complementarity problems are given.This work was partially supported by the National Science Council of the Republic of China under Contracts NSC 81-0208-M-007-34 and NSC 82-0208-M-110-023.     

Growth behavior of a class of merit functions for the nonlinear complementarity problem

When the nonlinear complementarity problem is reformulated as that of finding the zero of a self-mapping, the norm of the selfmapping serves naturally as a merit function for the problem. We study the growth behavior of such a merit function. In particular, we show that, for the linear complementarity problem, whether the merit function is coercive is intimately related to whether the underlying matrix is aP-matrix or a nondegenerate matrix or anR _o-matrix. We also show that, for the more popular choices of the merit function, the merit function is bounded below by the norm of the natural residual raised to a positive integral power. Thus, if the norm of the natural residual has positive order of growth, then so does the merit function.This work was partially supported by the National Science Foundation Grant No. CCR-93-11621.The author thanks Dr. Christian Kanzow for his many helpful comments on a preliminary version of this paper. He also thanks the referees for their helpful suggestions.     

Optimal filter design subject to output sidelobe constraints: Theoretical considerations

The design of filters for detection and estimation in radar and communications systems is considered, with inequality constraints on the maximum output sidelobe levels. A constrained optimization problem in Hilbert space is formulated, incorporating the sidelobe constraints via a partial ordering of continuous functions. Generalized versions (in Hilbert space) of the Kuhn-Tucker and duality theorems allow the reduction of this problem to an unconstrained one in the dual space of regular Borel measures.This research was supported by the National Science Foundation under Grant No. GK-2645, by the National Aeronautics and Space Administration under Grant No. NGL-22-009(124), and by the Australian Research Grants Committee. The authors wish to express their gratitude to Dr. Robert McAulay and Professor Ian Rhodes for various comments and suggestions.     

Regular exceptional family of elements with respect to isotone projection cones in Hilbert spaces and complementarity problems

Conditions for the non-existence of a regular exceptional family of elements with respect to an isotone projection cone in a Hilbert space will be presented. The obtained results will be used for generating existence theorems for a complementarity problem with respect to an isotone projection cone in a Hilbert space.     

Optimal control of infinite-dimensional uncertain systems

In this paper, we consider a minimax problem of optimal control for a class of strongly nonlinear uncertain evolution equations on a Banach space. We prove the existence of optimal controls. A nontrivial example of a class of systems governed by a nonlinear partial differential equation with uncertain spatial parameters is presented for illustration.This work was supported in part by the National Science and Engineering Research Council of Canada under Grant No. A7109 and The Engineering Faculty Development Fund, University of Ottawa.The authors would like to thank the anonymous reviewers for their valuable comments and suggestions.     

On Minimizing Some Merit Functions for Nonlinear Complementarity Problems under <Emphasis Type="Italic">H</Emphasis>-Differentiability

In this paper, we describe the H-differentials of some well known NCP functions and their merit functions. We show how, under appropriate conditions on an H-differential of f, minimizing a merit function corresponding to f leads to a solution of the nonlinear complementarity problem. Our results give a unified treatment of such results for C ¹-functions, semismooth-functions, and locally Lipschitzian functions. Illustrations are given to show the usefulness of our results. We present also a result on the global convergence of a derivative-free descent algorithm for solving the nonlinear complementarity problem. The first author is deeply indebted to Professor M. Seetharama Gowda for his numerous helpful suggestions and encouragement. Special thanks to Professor J.-P. Crouzeix and an anonymous referees for their constructive suggestions which led to numerous improvements in the paper. The research of the first author was supported in part by the Natural Sciences and Engineering Research Council of Canada and Scholar Activity Grant of Thompson Rivers University. The research of the second author was supported by the Natural Sciences and Engineering Research Council of Canada.     

The augmented lagrangian method for equality and inequality constraints in hilbert spaces

In this paper we consider an augmented Lagrangian method for the minimization of a nonlinear functional in the presence of an equality constraint whose image space is in a Hilbert space, an inequality constraint whose image space is finite dimensional, and an affine inequality constraint whose image space is in an infinite dimensional Hilbert space. We obtain local convergence of this method without imposing strict complementarity conditions when the equality, as well as the inequality constraint with finite dimensional image space are augmented. To the author's knowledge this result even generalizes the convergence results which are known when all spaces are finite dimensional.This research was supported by the Air Force Office of Scientific Research under Grant AFOSR-84-0398 and AFOSR-85-0303, by the National Aeronautics and Space Administration under Grant NAG-1-517, and by NSF under Grant UINT-8521208.This research was supported in part by the Fonds zur Förderung der wissenschaftichen Forschung under S3206 and P6005 and by AFOSR-84-0398. Part of this work was performed while the author was visiting the Division of Applied Mathematics, Brown University, Providence, RI, USA.     

An extended Gauss–Seidel method for a class of multi-valued complementarity problems

The complementarity problem is one of the basic topics in nonlinear analysis; however, the methods for solving complementarity problems are usually developed for problems with single-valued mappings. In this paper we examine a class of complementarity problems with multi-valued mappings and propose an extension of the Gauss–Seidel algorithm for finding its solution. Its convergence is proved under off-diagonal antitonicity assumptions. Applications to Walrasian type equilibrium problems and to nonlinear input–output problems are also given. In this work, the authors were supported by Brescia University grant PRIN - 2006: “Oligopolistic models and order monotonicity properties”, the third author was also supported by the joint RFBR–NNSF grant, project No. 07-01-92101.     

Implicit complementarity problems on isotone projection cones

Isac and Németh [G. Isac and A. B. Németh, Projection methods, isotone projection cones and the complementarity problem, J. Math. Anal. Appl. 153 (1990), pp. 258–275] proved that solving a coincidence point equation (fixed point problem) in turn solves the corresponding implicit complementarity problem (nonlinear complementarity problem) and they exploited the isotonicity of the metric projection onto isotone projection cones to solve implicit complementarity problems (nonlinear complementarity problems) defined by these cones. In this article an iterative algorithm is studied in connection with an implicit complementarity problem. It is proved that if the sequence generated through the defined algorithm is convergent, then its limit is a solution of the coincidence point equation and thus solves the implicit complementarity problem. Sufficient conditions are given for this sequence to be convergent for implicit complementarity problems defined by isotone projection cones, extending the results of Németh [S.Z. Németh, Iterative methods for nonlinear complementarity problems on isotone projection cones, J. Math. Anal. Appl. 350 (2009), pp. 340–370]. Some existing concepts from the latter paper are extended to solve the problem of finding nonzero solutions of the implicit complementarity problem.     

A hybrid extragradient method for approximating the common solutions of a variational inequality, a system of variational inequalities, a mixed equilibrium problem and a fixed point problem

In this paper, we give a hybrid extragradient iterative method for finding the approximate element of the common set of solutions of a generalized equilibrium problem, a system of variational inequality problems, a variational inequality problem and a fixed point problem for a strictly pseudocontractive mapping in a real Hilbert space. Further we establish a strong convergence theorem based on this method. The results presented in this paper improves and generalizes the results given in Yao et al. [36] and Ceng et al. [7], and some known corresponding results in the literature.