Prox-regularization and solution of ill-posed elliptic variational inequalities

In this paper new methods for solving elliptic variational inequalities with weakly coercive operators are considered. The use of the iterative prox-regularization coupled with a successive discretization of the variational inequality by means of a finite element method ensures well-posedness of the auxiliary problems and strong convergence of their approximate solutions to a solution of the original problem.In particular, regularization on the kernel of the differential operator and regularization with respect to a weak norm of the space are studied. These approaches are illustrated by two nonlinear problems in elasticity theory.     

混合向量变分不等式标量化及间隙函数误差界

利用Konnov对变分不等式问题的标量化方法,对一般的强变分不等式（SVI）和弱变分不等式（WVI）进行了进一步的推广.主要介绍了基于集值映射的强广义混合向量变分不等式（SGMVVI）和弱广义混合向量变分不等式（WGMVVI）,考虑了与它们相关的间隙函数,在合适的条件下讨论了强广义混合集值变分不等式（SGMVI）的间隙函数和SGMVVI的间隙函数之间的关系,以及WGMVVI和SGMVI的间隙函数之间的关系,最后讨论了它们的间隙函数的全局误差界.     

Error bounds for proximal point subproblems and associated inexact proximal point algorithms

We study various error measures for approximate solution of proximal point regularizations of the variational inequality problem, and of the closely related problem of finding a zero of a maximal monotone operator. A new merit function is proposed for proximal point subproblems associated with the latter. This merit function is based on Burachik-Iusem-Svaiter’s concept of ε-enlargement of a maximal monotone operator. For variational inequalities, we establish a precise relationship between the regularized gap function, which is a natural error measure in this context, and our new merit function. Some error bounds are derived using both merit functions for the corresponding formulations of the proximal subproblem. We further use the regularized gap function to devise a new inexact proximal point algorithm for solving monotone variational inequalities. This inexact proximal point method preserves all the desirable global and local convergence properties of the classical exact/inexact method, while providing a constructive error tolerance criterion, suitable for further practical applications. The use of other tolerance rules is also discussed. Received: April 28, 1999 / Accepted: March 24, 2000?Published online July 20, 2000     

A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization

Our aim in this paper is to introduce a modified viscosity implicit rule for finding a common element of the set of solutions of variational inequalities for two inverse-strongly monotone operators and the set of fixed points of an asymptotically nonexpansive mapping in Hilbert spaces. Some strong convergence theorems are obtained under some suitable assumptions imposed on the parameters. As an application, we give an algorithm to solve fixed point problems for nonexpansive mappings, variational inequality problems and equilibrium problems in Hilbert spaces. Finally, we give one numerical example to illustrate our convergence analysis.     

Generalized Vector Variational and Quasi-Variational Inequalities with Operator Solutions

In a recent paper, Domokos and Kolumbán introduced variational inequalities with operator solutions to provide a suitable unified approach to several kinds of variational inequality and vector variational inequality in Banach spaces. Inspired by their work, in this paper, we further develop the new scheme of vector variational inequalities with operator solutions from the single-valued case into the multi-valued one. We prove the existence of solutions of generalized vector variational inequalities with operator solutions and generalized quasi-vector variational inequalities with operator solutions. Some applications to generalized vector variational inequalities and generalized quasi-vector variational inequalities in a normed space are also provided.     

On convergence of numerical methods for variational–hemivariational inequalities under minimal solution regularity

Hemivariational inequalities have been successfully employed for mathematical and numerical studies of application problems involving nonsmooth, nonmonotone and multivalued relations. In recent years, error estimates have been derived for numerical solutions of hemivariational inequalities under additional solution regularity assumptions. Since the solution regularity properties have not been rigorously proved for hemivariational inequalities, it is important to explore the convergence of numerical solutions of hemivariational inequalities without assuming additional solution regularity. In this paper, we present a general convergence result enhancing existing results in the literature.     

一般多值混合隐拟变分不等式的解的存在性与算法

引入了实Hilbert空间中一类新的一般多值混合隐拟变分不等式.它概括了丁协平教授引入与研究过的熟知的广义混合隐拟变分不等式类成特例.运用辅助变分原理技巧来解这类一般多值混合隐拟变分不等式.首先,定义了具真凸下半连续的二元泛函的新的辅助变分不等式,并选取了一适当的泛函,使得其唯一的最小值点等价于此辅助变分不等式的解.其次,利用此辅助变分不等式,构造了用于计算一般多值混合隐拟变分不等式逼近解的新的迭代算法.在此,等价性保证了算法能够生成一列逼近解.最后,证明了一般多值混合隐拟变分不等式解的存在性与逼近解的收敛性.而且,给算法提供了新的收敛判据.因此,结果对M.A.Noor提出的公开问题给出了一个肯定答案,并推广和改进了关于各种变分不等式与补问题的早期与最近的结果,包括最近文献中涉及单值与集值映象的有关混合变分不等式、混合拟变不等式与拟补问题的相应结果.     

Two-stage stochastic variational inequalities: an ERM-solution procedure

We propose a two-stage stochastic variational inequality model to deal with random variables in variational inequalities, and formulate this model as a two-stage stochastic programming with recourse by using an expected residual minimization solution procedure. The solvability, differentiability and convexity of the two-stage stochastic programming and the convergence of its sample average approximation are established. Examples of this model are given, including the optimality conditions for stochastic programs, a Walras equilibrium problem and Wardrop flow equilibrium. We also formulate stochastic traffic assignments on arcs flow as a two-stage stochastic variational inequality based on Wardrop flow equilibrium and present numerical results of the Douglas–Rachford splitting method for the corresponding two-stage stochastic programming with recourse.     

Positive weak solutions of semilinear second order elliptic inequalities via variational inequalities

Existence, uniqueness and convergence of approximants of positive weak solutions for semilinear second order elliptic inequalities are obtained. The nonlinearities involved in these inequalities satisfy suitable upper or lower bound conditions or monotonicity conditions. The lower bound conditions are allowed to contain the critical Sobolev exponents. The methodology is to establish variational inequality principles for demicontinuous pseudo-contractive maps in Hilbert spaces by considering convergence of approximants and apply them to the corresponding variational inequalities arising from the semilinear second order elliptic inequalities. Examples on the existence, uniqueness and convergence of approximants of positive weak solutions of the semilinear second order elliptic inequalities are given.     

Existence and iterative approximation of solutions of some systems of variational inequalities and inclusions

In 1968, Brézis [Ann. Inst. Fourier (Grenoble), 18 (1) (1968) 115-175] initiated the study of the existence theory of a class of variational inequalities later known as variational inclusions, using proximal-point mappings due to Moreau [Bull. Soc. Math. France, 93 (1965) 273-299]. Variational inclusions include variational, quasi-variational, variational-like inequalities as special cases. In 1985, Pang [Math. Prog. 31 (1985) 206-219] showed that a variety of equilibrium models can be uniformly modelled as a variational inequality defined on the product sets equivalent to a system of variational inequalities and discuss the convergence of method of decomposition for system of variational inequalities. Motivated by the recent research work in this directions, we consider some systems of variational (-like) inequalities and inclusions; develop the iterative algorithms for finding the approximate solutions and discuss their convergence criteria. Further, we study the sensitivity analysis of solution of the system of variational inclusions. The techniques and results presented here improve the corresponding techniques and results for the variational inequalities and inclusions in the literature. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the convergence of the Bermúdez-Moreno algorithm with constant parameters

Summary. Bermúdez-Moreno [5] presents a duality numerical algorithm for solving variational inequalities of the second kind. The performance of this algorithm strongly depends on the choice of two constant parameters. Assuming a further hypothesis of the inf-sup type, we present here a convergence theorem that improves on the one presented in [5]: we prove that the convergence is linear, and we give the expression of the asymptotic error constant and the explicit form of the optimal parameters, as a function of some constants related to the variational inequality. Finally, we present some numerical examples that confirm the theoretical results. Received June 28, 1999 / Revised version received February 19, 2001 / Published online October 17, 2001     

Interior Proximal Method for Variational Inequalities: Case of Nonparamonotone Operators

For variational inequalities characterizing saddle points of Lagrangians associated with convex programming problems in Hilbert spaces, the convergence of an interior proximal method based on Bregman distance functionals is studied. The convergence results admit a successive approximation of the variational inequality and an inexact treatment of the proximal iterations.An analogous analysis is performed for finite-dimensional complementarity problems with multi-valued monotone operators.     

Convergence rate analysis of iteractive algorithms for solving variational inequality problems

 We present a unified convergence rate analysis of iterative methods for solving the variational inequality problem. Our results are based on certain error bounds; they subsume and extend the linear and sublinear rates of convergence established in several previous studies. We also derive a new error bound for $\gamma$-strictly monotone variational inequalities. The class of algorithms covered by our analysis in fairly broad. It includes some classical methods for variational inequalities, e.g., the extragradient, matrix splitting, and proximal point methods. For these methods, our analysis gives estimates not only for linear convergence (which had been studied extensively), but also sublinear, depending on the properties of the solution. In addition, our framework includes a number of algorithms to which previous studies are not applicable, such as the infeasible projection methods, a separation-projection method, (inexact) hybrid proximal point methods, and some splitting techniques. Finally, our analysis covers certain feasible descent methods of optimization, for which similar convergence rate estimates have been recently obtained by Luo [14]. Received: April 17, 2001 / Accepted: December 10, 2002 Published online: April 10, 2003 RID="⋆" ID="⋆" Research of the author is partially supported by CNPq Grant 200734/95–6, by PRONEX-Optimization, and by FAPERJ. Key Words. Variational inequality – error bound – rate of convergence Mathematics Subject Classification (2000): 90C30, 90C33, 65K05     

THE KACANOV METHOD FOR A NONLINEAR VARIATIONAL INEQUALITY OF THE SECOND KIND ARISING IN ELASTOPLASTICITY

The authors first prove a convergence result on the Ka(?)anov method for solving generalnonlinear variational inequalities of the second kind and then apply the Kacanov method tosolve a nonlinear variational inequality of the second kind arising in elastoplasticity. In additionto the convergence result, an a posteriori error estimate is shown for the Kacanov iterates. Ineach step of the Ka(?)anov iteration, one has a (linear) variational inequality of the secondkind, which can be solved by using a regularization technique. The Ka(?)anov iteration andthe regularization technique together provide approximations which can be readily computednumerically. An a posteriori error estimate is derived for the combined effect of the Ka(?)anoviteration and the regularization.     

Common Solutions to Variational Inequalities

We study the new variational inequality problem, called the Common Solutions to Variational Inequalities Problem (CSVIP). This problem consists of finding common solutions to a system of unrelated variational inequalities corresponding to set-valued mappings in Hilbert space. We present an iterative procedure for solving this problem and establish its strong convergence. Relations with other problems of solving systems of variational inequalities, both old and new, are discussed as well.     

A dynamic unilateral contact problem with adhesion and friction in viscoelasticity

The aim of this paper is to study an interaction law coupling recoverable adhesion, friction and unilateral contact between two viscoelastic bodies of Kelvin–Voigt type. A dynamic contact problem with adhesion and nonlocal friction is considered and its variational formulation is written as the coupling between an implicit variational inequality and a parabolic variational inequality describing the evolution of the intensity of adhesion. The existence and approximation of variational solutions are analysed, based on a penalty method, some abstract results and compactness properties. Finally, some numerical examples are presented.     

A dynamic unilateral contact problem with adhesion and friction in viscoelasticity

The aim of this paper is to study an interaction law coupling recoverable adhesion, friction and unilateral contact between two viscoelastic bodies of Kelvin–Voigt type. A dynamic contact problem with adhesion and nonlocal friction is considered and its variational formulation is written as the coupling between an implicit variational inequality and a parabolic variational inequality describing the evolution of the intensity of adhesion. The existence and approximation of variational solutions are analysed, based on a penalty method, some abstract results and compactness properties. Finally, some numerical examples are presented.     

NUMERICAL ANALYSIS OF A CONTACT PROBLEM IN RATE-TYPE VISCOPLASTICITY

In this paper, we consider numerical approximations of a contact problem in rate-type viscoplasticity. The contact conditions are described in term of a subdifferential and include as special cases some classical frictionless boundary conditions. The contact problem consists of an evolution equation coupled with a time-dependent variational inequality. Error estimates for both spatially semi-discrete and fully discrete solutions are derived and some convergence results are shown. Under appropriate regularity assumptions on the exact solution, error estimates are obtained.     

Weighted variational inequalities in non-pivot Hilbert spaces with applications

We introduce variational inequalities defined in non-pivot Hilbert spaces and we show some existence results. Then, we prove regularity results for weighted variational inequalities in non-pivot Hilbert space. These results have been applied to the weighted traffic equilibrium problem. The continuity of the traffic equilibrium solution allows us to present a numerical method to solve the weighted variational inequality that expresses the problem. In particular, we extend the Solodov-Svaiter algorithm to the variational inequalities defined in finite-dimensional non-pivot Hilbert spaces. Then, by means of a interpolation, we construct the solution of the weighted variational inequality defined in a infinite-dimensional space. Moreover, we present a convergence analysis of the method.     

Optimal control of parabolic variational inequalities

Optimal control of parabolic variational inequalities is studied in the case where the spatial domain is not necessarily bounded. First, strong and weak solutions concepts for the variational inequality are proposed and existence results are obtained by a monotone and a finite difference technique. An optimal control problem with the control appearing in the coefficient of the leading term is investigated and a first order optimality system in a Lagrangian framework is derived.