一种新的向量互补问题

本文在实局部凸空间中引入了一种新的向量互补问题,这一向量互补问题不仅包含了由Ｙｕ和Ｙａｏ提出的广义向量互补问题由Ｃｈｅｎ和Ｙａｎｇ定义的弱向量互补问题,而且还包含了Ｉｓａｃ意义下的隐互补问题。本文还讨论了新的向量互补问题,向量变分不等式,向量单向极小化问题和最小元问题之间的关系,给出了这一向量互补问题解的存在定理。     

Global Method for Monotone Variational Inequality Problems with Inequality Constraints

We consider optimization methods for monotone variational inequality problems with nonlinear inequality constraints. First, we study the mixed complementarity problem based on the original problem. Then, a merit function for the mixed complementarity problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original variational inequality problem is reformulated as simple bounded minimization. Under certain assumptions, we show that any stationary point of the optimization problem is a solution of the problem considered. Finally, we propose a descent method for the variational inequality problem and prove its global convergence.     

Stampacchia向量均衡问题与向量相补问题

引进Stampacchia向量均衡问题与一种新的向量相补问题．用数值方法,得到它们的存在定理,并讨论Stampacchia广义向量变分不等式,向量隐相补问题与极小元问题的关系．     

Characterizations of Solutions for Vector Equilibrium Problems

In this paper, we characterize the solutions of vector equilibrium problems as well as dual vector equilibrium problems. We establish also vector optimization problem formulations of set-valued maps for vector equilibrium problems and dual vector equilibrium problems, which include vector variational inequality problems and vector complementarity problems. The set-valued maps involved in our formulations depend on the data of the vector equilibrium problems, but not on their solution sets. We prove also that the solution sets of our vector optimization problems of set-valued maps contain or coincide with the solution sets of the vector equilibrium problems.     

隐式形式多值向量均衡问题解的存在性

考虑一类隐式形式多值向量均衡问题的解的存在性,该类问题包含了多值均衡问题、隐式向量均衡问题、多值变分不等式问题、向量变分不等式问题以及向量互补问题作为其特殊情形.利用广义Fan-Browder不动点定理,得到了拓扑向量空间中该类问题解的存要性定理,该结果推广并统一了已有问题解的存在性结果.     

A penalty approximation method for a semilinear parabolic double obstacle problem

In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set. We first rewrite the double obstacle complementarity problem as a double obstacle variational inequality problem. Then, we construct a semilinear parabolic partial differential equation (penalized equation) for approximating the variational inequality problem. We prove that the solution to the penalized equation converges to that of the variational inequality problem and obtain a convergence rate that is corresponding to the power used in the formulation of the penalized equation. Numerical results are presented to demonstrate the theoretical findings.     

Vector complementarity problems with a variable ordering relation

In this paper, we investigate vector complementarity problems with a variable ordering relation. We establish existence results of a solution of a vector complementarity problem under an inclusive type condition. We obtain equivalence results among a vector complementarity problem, a vector variational inequality problem and other related problems.     

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。     

集值映射的对称向量拟均衡问题

研究向量集值映射的拟均衡问题的有效解,利用数值化方法与不动点定理,得到解的存在性定理.作为应用,得到广义向量鞍点,向量变分不等式与向量互补问题的存在性定理.     

Power Penalty Method for a Linear Complementarity Problem Arising from American Option Valuation

In this paper, we present a power penalty function approach to the linear complementarity problem arising from pricing American options. The problem is first reformulated as a variational inequality problem; the resulting variational inequality problem is then transformed into a nonlinear parabolic partial differential equation (PDE) by adding a power penalty term. It is shown that the solution to the penalized equation converges to that of the variational inequality problem with an arbitrary order. This arbitrary-order convergence rate allows us to achieve the required accuracy of the solution with a small penalty parameter. A numerical scheme for solving the penalized nonlinear PDE is also proposed. Numerical results are given to illustrate the theoretical findings and to show the effectiveness and usefulness of the method. This work was partially supported by a research grant from the University of Western Australia and the Research Grant Council of Hong Kong, Grants PolyU BQ475 and PolyU BQ493.     

On the Stability of Generalized Vector Quasivariational Inequality Problems

In this paper, we obtain some stability results for generalized vector quasivariational inequality problems. We prove that the solution set is a closed set and establish the upper semicontinuity property of the solution set for perturbed generalized vector quasivariational inequality problems. These results extend those obtained in Ref. 1. We obtain also the lower semicontinuity property of the solution set for perturbed classical variational inequalities. Several examples are given for the illustration of our results.     

Korpelevich’s method for variational inequality problems on Hadamard manifolds

The concept of pseudomonotone vector field on Hadamard manifold is introduced. A variant of Korpelevich??s method for solving the variational inequality problem is extended from Euclidean spaces to constant curvature Hadamard manifolds. Under a pseudomonotone assumption on the underlying vector field, we prove that the sequence generated by the method converges to a solution of variational inequality, whenever it exists. Moreover, we give an example to show the effectiveness of our method.     

Some generalized vector variational inequalities and complementarity problems for multivalued mappings

In this paper, we introduce and study a new class of generalized vector variational inequalities and complementarity problems for multivalued mappings. We prove the existence of solutions for this kind of vector variational inequality and discuss the relations between the solutions of the generalized vector variational inequalities and the solutions of generalized vector complementarity problems in Hausdorff topological vector spaces. Our results extend and improve some results in this field.     

Existence of Solutions to Generalized Vector Quasi-variational-like Inequalities with Set-valued Mappings

In this paper, we introduce and study a class of generalized vector quasivariational-like inequality problems, which includes generalized nonlinear vector variational inequality problems, generalized vector variational inequality problems and generalized vector variational-like inequality problems as special cases. We use the maximal element theorem with an escaping sequence to prove the existence results of a solution for generalized vector quasi-variational-like inequalities without any monotonicity conditions in the setting of locally convex topological vector space.     

Existence of Solutions to Generalized Vector Quasi-Variational-Like Inequalities with Set-Valued Mappings

In this paper, we introduce and study a class of generalized vector quasi-variational-like inequality problems, which includes generalized nonlinear vector variational inequality problems, generalized vector variational inequality problems and generalized vector variational-like inequality problems as special cases. We use the maximal element theorem with an escaping sequence to prove the existence results of a solution for generalized vector quasi-variational-like inequalities without any monotonicity conditions in the setting of locally convex topological vector space.     

Feasibility and Solvability for Vector Complementarity Problems1

The purpose of this paper is to discuss the feasibility and solvability of vector complementarity problems. We prove that, under suitable conditions, the vector complementarity problem with a pseudomonotonicity assumption is solvable whenever it is strictly feasible. By strengthening the generalized monotonicity condition, we show also that the homogeneous vector complementarity problem is solvable whenever it is feasible. At last, we study the solvability of the vector complementarity problem on product spaces.The authors thank Professor Franco Giannessi for valuable comments and suggestions leading to improvements of this paper.     

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.     

Tikhonov Regularization Methods for Variational Inequality Problems

Motivated by the work of Facchinei and Kanzow (Ref. 1) on regularization methods for the nonlinear complementarity problem and the work of Ravindran and Gowda (Ref. 2) for the box variational inequality problem, we study regularization methods for the general variational inequality problem. A sufficient condition is given which guarantees that the union of the solution sets of the regularized problems is nonempty and bounded. It is shown that solutions of the regularized problems form a minimizing sequence of the D-gap function under a mild condition.     

Extended Projection Methods for Monotone Variational Inequalities

In this paper, we prove that each monotone variational inequality is equivalent to a two-mapping variational inequality problem. On the basis of this fact, a new class of iterative methods for the solution of nonlinear monotone variational inequality problems is presented. The global convergence of the proposed methods is established under the monotonicity assumption. The conditions concerning the implementability of the algorithms are also discussed. The proposed methods have a close relationship to the Douglas–Rachford operator splitting method for monotone variational inequalities.     

On the regularization of mixed complementarity problems

A variational inequality problem (VIP) satisfying a constraint qualification can be reduced to a mixed complementarity problem (MOP). Monotonicity of the VIP implies that the MOP is also monotone. Introducing regularizing perturbations, a sequence of strictly monotone mixed complementarity problems is generated. It is shown that, if the original problem is solvable, the sequence of computable inexact solutions of the strictly monotone MCP's is bounded and every accumulation point is a solution. Under an additional condition on the precision used for solving each subproblem, the sequence converges to the minimum norm solution of the MCP.