On a class of quasi variational inequalities

In this paper, we introduce and study a new class of quasi variational inequalities. Using essentially the projection technique and its variant forms, we establish the equivalence between generalized nonlinear quasi variational inequalities and the fixed point problems. This equivalence is then used to suggest and analyze a number of new iterative algorithms. These new results include the corresponding known results for generalized quasi variational inequalities as special cases.     

On a class of singular nonlinear parabolic variational inequalities

Summary We study a class of singular or degenerate parabolic variational inequalities, containing some nonlinear operators. We prove an existence and uniqueness result for weak solutions, in the framework of suitable Banach weighted spaces.

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Sunto Si studia una classe di disequazioni variazionali paraboliche singolari o degeneri, contenenti operatori non lineari. Si dimostra un risultato di esistenza e unicità per soluzioni deboli, nell'ambito di opportuni spazi di Banach con peso.

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This work was supported in part by the «Istituto di Analisi Numerica del C.N.R.» (Pavia, Italy), the G.N.A.F.A. of the C.N.R. and the Ministero della Pubblica Istruzione (Italy) (through 60% and 40% grants).     

On interative algorithms for a class of nonlinear variational inequalities

In this paper we use the auxiliary principle technique to suggest and analyze novel and innovative iterative algorithms for a class of nonlinear variational inequalities. Several special cases, which can be obtained from our main results, are also discussed.     

On a class of scalar variational inequalities with measure data

We consider a class of variational inequalities defining the so-called hysteresis play operator. We propose a new approach to discontinuous BV-solutions based on measure theoretical arguments, which enable us to infer the existence of solutions as a simple consequence of the classical theory. In this way, we generalize a recent result where only continuous BV-solutions were studied. We also provide a representation formula which allows to deduce the continuity of the play operator from general theorems on hysteresis operators.     

On the existence of a solution to a class of variational inequalities

In this note we consider a class of semilinear elliptic variational inequalities on H ¹(Ω) space. With the aid of the mountain-pass principle and the Ekeland variational principle we prove the existence of solutions.     

Accelerated schemes for a class of variational inequalities

We propose a novel stochastic method, namely the stochastic accelerated mirror-prox (SAMP) method, for solving a class of monotone stochastic variational inequalities (SVI). The main idea of the proposed algorithm is to incorporate a multi-step acceleration scheme into the stochastic mirror-prox method. The developed SAMP method computes weak solutions with the optimal iteration complexity for SVIs. In particular, if the operator in SVI consists of the stochastic gradient of a smooth function, the iteration complexity of the SAMP method can be accelerated in terms of their dependence on the Lipschitz constant of the smooth function. For SVIs with bounded feasible sets, the bound of the iteration complexity of the SAMP method depends on the diameter of the feasible set. For unbounded SVIs, we adopt the modified gap function introduced by Monteiro and Svaiter for solving monotone inclusion, and show that the iteration complexity of the SAMP method depends on the distance from the initial point to the set of strong solutions. It is worth noting that our study also significantly improves a few existing complexity results for solving deterministic variational inequality problems. We demonstrate the advantages of the SAMP method over some existing algorithms through our preliminary numerical experiments.     

Benders decomposition for a class of variational inequalities

This paper examines Benders decomposition for a useful class of variational inequality (VI) problems that can model, e.g., economic equilibrium, games or traffic equilibrium. The dual of the given VI is defined. Benders decomposition of the original VI is derived by applying a Dantzig–Wolfe decomposition procedure to the dual of the given VI, and converting the dual forms of the Dantzig–Wolfe master and subproblems to their primal forms. The master problem VI includes a new cut at each iteration, with information from the latest subproblem VI, which is solved by fixing the “difficult” variables at values determined by the previous master problem. A scalar parameter called the convergence gap is calculated at each iteration; a negative value is equivalent to the algorithm making progress in that the last master problem solution is made infeasible by the new cut. Under mild conditions, the convergence gap approaches zero in the limit of many iterations. With a more restrictive condition that still admits many useful models, a zero value of the convergence gap implies that the master problem has found a solution of the VI. A small model of competitive equilibrium of three commodities in two regions serves as an illustration.     

Construction algorithms for a class of monotone variational inequalities

This paper is devoted to solve the following monotone variational inequality of finding \(x^*\in \mathrm{Fix}(T)\) such that

$$\begin{aligned} \langle Ax^*,x-x^*\rangle \ge 0,\quad \forall x\in \mathrm{Fix}(T), \end{aligned}$$

where A is a monotone operator and \(\mathrm{Fix}(T)\) is the set of fixed points of nonexpansive operator T. For this purpose, we construct an implicit algorithm and prove its convergence hierarchical to the solution of above monotone variational inequality.

     

Descent methods for a class of generalized variational inequalities

In this paper we propose a class of differentiable gap functions in order to formulate a generalized variational inequality (GVI) problem, involving a set-valued map with closed and convex graph, as an optimization problem. We also show that under appropriate assumptions on the set-valued map, any stationary point of the equivalent optimization problem is a global optimal solution and solves the GVI. Finally, we describe descent methods for solving the optimization problem equivalent to the GVI and we prove its global convergence.     

Neural networks for a class of bi-level variational inequalities

In this paper, a class of bi-level variational inequalities for describing some practical equilibrium problems, which especially arise from engineering, management and economics, is presented, and a neural network approach for solving the bi-level variational inequalities is proposed. The energy function and neural dynamics of the proposed neural network are defined in this paper, and then the existence of the solution and the asymptotic stability of the neural network are shown. The simulation algorithm is presented and the performance of the proposed neural network approach is demonstrated by some numerical examples.     

On a class of elliptic variational inequalities with a spectral parameter and discontinuous nonlinearity

We consider coercive second order elliptic variational inequalities with a spectral parameter and discontinuous nonlinearity. Using the variational method, we establish solvability of these problems and apply the results to the Goldshtik problem.     

Algorithm for solving a class of one-dimensional variational inequalities

We consider one-dimensional variational inequalities with end constraints. An exact difference scheme and truncated difference schemes of any order of accuracy are constructed for this problem. The accuracy of the rank-m truncated scheme in the grid norm of C is O(h^2m+2). An algorithm for the implementation of the difference schemes is proposed. The algorithm reduces to two sweeps.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 64, pp. 24–30, 1988.     

On vector variational inequalities

In this paper, we study vector variational inequalities. The concept of weaklyC-pseudomonotone operator is introduced. By employing the Fan lemma, we establish several existence results. The new results extend and unify existence results of vector variational inequalities for monotone operators under a Banach space setting. In particular, existence results for the generalized vector complementarity problem with weaklyC-pseudomonotone operators in Banach space are obtained.This research was partially supported by the National Science Council of the Republic of China under Contract NSC 84-2121-M-110-008.     

On generalized variational inequalities

We obtain a new version of the minimax inequality of Ky Fan. As an application, an existence result for the generalized variational inequality problem with set-valued mappings defined on noncompact sets in Hausdorff topological vector spaces is given. Also, some existence results for the generalized variational inequality problem for quasimonotone and pseudomonotone mappings are obtained. Dedicated to the memory of T. Rapcsák.     

On vector variational inequalities

In this paper, we introduce a general form of a vector variational inequality and prove the existence of its solutions with and without convexity assumptions.