Levitin-Polyak well-posedness of a generalized mixed variational inequality in Banach spaces

In this paper, we first introduce the concept of Levitin-Polyak well-posedness of a generalized mixed variational inequality in Banach spaces and establish some characterizations of its Levitin-Polyak well-posedness. Under suitable conditions, we prove that the Levitin-Polyak well-posedness of a generalized mixed variational inequality is equivalent to the Levitin-Polyak well-posedness of a corresponding inclusion problem and a corresponding fixed point problem. We also derive some conditions under which a generalized mixed variational inequality in Banach spaces is Levitin-Polyak well-posed.     

Sensitivity in mixed generalized vector quasiequilibrium problems with moving cones

In this paper, we consider a parametric generalized vector quasiequilibrium problem which is mixed in the sense that several different relations can simultaneously appear in this problem. The moving cones and other data of the problem are assumed to be set-valued maps defined in topological spaces and taking values in topological spaces or topological vector spaces. The main result of this paper gives general verifiable conditions for the solution mapping of this problem to be semicontinuous with respect to a parameter varying in a topological space. The result is proven with the help of notions of cone-semicontinuity of set-valued maps, weaker than the usual concepts of semicontinuity, and an assumption imposed on the set-valued map whose values are the dual cones of the corresponding values of the moving cones.     

Levitin-Polyak well-posedness of variational inequalities

In this paper we consider the Levitin-Polyak well-posedness of variational inequalities. We derive a characterization of the Levitin-Polyak well-posedness by considering the size of Levitin-Polyak approximating solution sets of variational inequalities. We also show that the Levitin-Polyak well-posedness of variational inequalities is closely related to the Levitin-Polyak well-posedness of minimization problems and fixed point problems. Finally, we prove that under suitable conditions, the Levitin-Polyak well-posedness of a variational inequality is equivalent to the uniqueness and existence of its solution.     

Necessary optimality conditions for bilevel minimization problems

In this paper we study bilevel minimization problems. Using the implicit function theorem, variational analysis and exact penalty results we establish necessary optimality conditions for these problems.     

Stability of semi-infinite vector optimization problems without compact constraints

This paper is devoted to the continuity of solution maps for perturbation semi-infinite vector optimization problems without compact constraint sets. The sufficient conditions for lower semicontinuity and upper semicontinuity of solution maps under functional perturbations of both objective functions and constraint sets are established. Some examples are given to analyze the assumptions in the main result.     

Approximate Euler-Lagrange inclusion, approximate transversality condition, and sensitivity analysis of convex parametric problems of calculus of variations

We study the first-order behaviour of the optimal value function associated to a convex parametric problem of calculus of variations. An important feature of this paper is that we do not assume the existence of optimal trajectories for the unperturbed problem. The concepts of approximate Euler-Lagrange inclusion and approximate transversality condition are key ingredients in the writing of our sensitivity results.     

Numerical method for a class of optimal control problems subject to nonsmooth functional constraints

In this paper, we consider a class of optimal control problems which is governed by nonsmooth functional inequality constraints involving convolution. First, we transform it into an equivalent optimal control problem with smooth functional inequality constraints at the expense of doubling the dimension of the control variables. Then, using the Chebyshev polynomial approximation of the control variables, we obtain an semi-infinite quadratic programming problem. At last, we use the dual parametrization technique to solve the problem.     

A hybrid iterative scheme for mixed equilibrium problems and fixed point problems

The purpose of this paper is to investigate the problem of finding a common element of the set of solutions of a mixed equilibrium problem (MEP) and the set of common fixed points of finitely many nonexpansive mappings in a real Hilbert space. First, by using the well-known KKM technique we derive the existence and uniqueness of solutions of the auxiliary problems for the MEP. Second, by virtue of this result we introduce a hybrid iterative scheme for finding a common element of the set of solutions of MEP and the set of common fixed points of finitely many nonexpansive mappings. Furthermore, we prove that the sequences generated by the hybrid iterative scheme converge strongly to a common element of the set of solutions of MEP and the set of common fixed points of finitely many nonexpansive mappings.     

A numerical approach to optimization problems with variational inequality constraints

Optimization problems with variational inequality constraints are converted to constrained minimization of a local Lipschitz function. To this minimization a non-differentiable optimization method is used; the required subgradients of the objective are computed by means of a special adjoint equation. Besides tests with some academic examples, the approach is applied to the computation of the Stackelberg—Cournot—Nash equilibria and to the numerical solution of a class of quasi-variational inequalities.Corresponding author.     

A general iterative method for addressing mixed equilibrium problems and optimization problems

In this paper, we introduce a new general iterative method for finding a common element of the set of solutions of a mixed equilibrium problem (MEP), the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of variational inequalities for a ξ-inverse-strongly monotone mapping in Hilbert spaces. Furthermore, we establish the strong convergence theorem for the iterative sequence generated by the proposed iterative algorithm under some suitable conditions, which solves some optimization problems. Our results extend and improve the recent results of Yao et al. [Y. Yao, M.A. Noor, S. Zainab, Y.C. Liou, Mixed equilibrium problems and optimization problems, J. Math. Anal. Appl. 354 (2009) 319-329; Y. Yao, M. A. Noor, Y.C. Liou, On iterative methods for equilibrium problems, Nonlinear Anal. 70 (1) (2009) 479-509] and many others.     

Second-order optimality conditions using approximations for nonsmooth vector optimization problems under inclusion constraints

Second-order necessary conditions and sufficient conditions for optimality in nonsmooth vector optimization problems with inclusion constraints are established. We use approximations as generalized derivatives and avoid even continuity assumptions. Convexity conditions are not imposed explicitly. Not all approximations in use are required to be bounded. The results improve or include several recent existing ones. Examples are provided to show that our theorems are easily applied in situations where several known results do not work.     

A proximal bundle method with inexact data for convex nondifferentiable minimization

A proximal bundle method with inexact data is presented for minimizing an unconstrained nonsmooth convex function f$f$. At each iteration, only the approximate evaluations of f$f$ and its ε$\epsilon$-subgradients are required and its search directions are determined via solving quadratic programmings. Compared with the pre-existing results, the polyhedral approximation model that we offer is more precise and a new term is added into the estimation term of the descent from the model. It is shown that every cluster of the sequence of iterates generated by the proposed algorithm is an exact solution of the unconstrained minimization problem.     

Unconstrained minimization approaches to nonlinear complementarity problems

The nonlinear complementarity problem can be reformulated as unconstrained minimization problems by introducing merit functions. Under some assumptions, the solution set of the nonlinear complementarity problem coincides with the set of local minima of the corresponding minimization problem. These results were presented by Mangasarian and Solodov, Yamashita and Fukushima, and Geiger and Kanzow. In this note, we generalize some results of Mangasarian and Solodov, Yamashita and Fukushima, and Geiger and Kanzow to the case where the considered function is only directionally differentiable. Some results are strengthened in the smooth case. For example, it is shown that the strong monotonicity condition can be replaced by the P-uniform property for ensuring a stationary point of the reformulated unconstrained minimization problems to be a solution of the nonlinear complementarity problem. We also present a descent algorithm for solving the nonlinear complementarity problem in the smooth case. Any accumulation point generated by this algorithm is proved to be a solution of the nonlinear complementarity under the monotonicity condition.     

Well-posed equilibrium problems

In this paper we introduce some notions of well-posedness for scalar equilibrium problems in complete metric spaces or in Banach spaces. As equilibrium problem is a common extension of optimization, saddle point and variational inequality problems, our definitions originates from the well-posedness concepts already introduced for these problems.We give sufficient conditions for two different kinds of well-posedness and show by means of counterexamples that these have no relationship in the general case. However, together with some additional assumptions, we show via Ekeland’s principle for bifunctions a link between them.Finally we discuss a parametric form of the equilibrium problem and introduce a well-posedness concept for it, which unifies the two different notions of well-posedness introduced in the first part.     

Scalarization and optimality conditions for vector equilibrium problems

In this paper, we investigated vector equilibrium problems and gave the scalarization results for weakly efficient solutions, Henig efficient solutions, and globally efficient solutions to the vector equilibrium problems without the convexity assumption. Using nonsmooth analysis and the scalarization results, we provided the necessary conditions for weakly efficient solutions, Henig efficient solutions, globally efficient solutions, and superefficient solutions to vector equilibrium problems. By the assumption of convexity, we gave sufficient conditions for those solutions. As applications, we gave the necessary and sufficient conditions for corresponding solutions to vector variational inequalities and vector optimization problems.     

Hemiequilibrium-like problems

In this paper, we introduce and consider a new class of equilibrium problems, known as hemiequilibrium-like problems. This new class includes hemiequilibrium, equilibrium-like problems and several classes of variational inequalities as special cases. A number of iterative methods for solving hemiequilibrium-like problems are suggested and analyzed by using the auxiliary principle technique. We also study the convergence analysis of these iterative methods under some mild conditions. The results obtained in this paper can be considered as a novel application of the auxiliary principle technique.     

A semi-infinite programming algorithm for solving optimal power flow with transient stability constraints

This paper proposes a new algorithm for solving a type of complicated optimal power flow (OPF) problems in power systems, i.e., OPF problems with transient stability constraints (OTS). The OTS is converted into a semi-infinite programming (SIP) via some suitable function analysis. Then based on the KKT system of the reformulated SIP, a smoothing quasi-Newton algorithm is presented in which the numerical integration is used. The convergence of the algorithm is established. An OTS problem in power system is tested, which shows that the proposed algorithm is promising.     

Strong convergence theorem by a new hybrid method for equilibrium problems and variational inequality problems

In this paper, we prove a strong convergence theorem for finding a common element of the set of solutions of an equilibrium problem and the set of the solutions of the variational inequality problem by using a new hybrid method. We obtain a new result for finding a solution of an equilibrium problem and the solutions of the variational inequality problem.