Weighted variational inequalities in normed spaces

In this article, we consider weighted variational inequalities over a product of sets and a system of weighted variational inequalities in normed spaces. We extend most results established in Ansari, Q.H., Khan, Z. and Siddiqi, A.H., (Weighted variational inequalities, Journal of Optimization Theory and Applications, 127(2005), pp. 263–283), from Euclidean spaces ordered by their respective non-negative orthants to normed spaces ordered by their respective non-trivial closed convex cones with non-empty interiors.     

Convergence analysis of non-quadratic proximal methods for variational inequalities in Hilbert spaces

We consider a general approach for the convergence analysis of proximal-like methods for solving variational inequalities with maximal monotone operators in a Hilbert space. It proves to be that the conditions on the choice of a non-quadratic distance functional depend on the geometrical properties of the operator in the variational inequality, and –- in particular –- a standard assumption on the strict convexity of the kernel of the distance functional can be weakened if this operator possesses a certain `reserve of monotonicity'. A successive approximation of the `feasible set' is performed, and the arising auxiliary problems are solved approximately. Weak convergence of the proximal iterates to a solution of the original problem is proved.     

Multi-valued variational inequalities with K-pseudomonotone operators

In this paper, we first employ the 1961 celebrated Fan lemma to derive a very general existence result for multi-valued variational inequalities involving multi-valued K-pseudomonotone operators. It will be seen that this result improves and unifies existence results of variational inequalities for monotone operators. Next, we establish some uniqueness results for multi-valued variational inequalities by introducing the concepts of strict, , and strong K-pseudomonotonicity of multi-valued operators, respectively. These uniqueness results appear to be new even if the underlying space is finite-dimensional.This work was partially supported by the National Science Council Grant NSC 82-0208-M-110-023. The author would like to express his sincere thanks to the referees for their valuable comments and suggestions that improved this paper substantially.     

Stochastic weighted variational inequalities in non-pivot Hilbert spaces with applications to a transportation model

A class of stochastic weighted variational inequalities in non-pivot Hilbert spaces is proposed. Existence and continuity results are proved. These theoretical results play a prominent role in order to introduce a new weighted transportation model with uncertainty. Moreover, they allow to establish the equivalence between the random weighted equilibrium principle and a suitable stochastic weighted variational inequality. At the end, a numerical model is discussed.     

Generalized system for relaxed cocoercive variational inequalities in Hilbert spaces

In this article, we introduce and consider a general system of variational inequalities. Using the projection technique, we suggest and analyse new iterative methods for this system of variational inequalities. We also study the convergence analysis of the new iterative method under certain mild conditions. Since this new system includes the system of variational inequalities involving the single operator, variational inequalities and related optimization problems as special cases, results obtained in this article continue to hold for these problems. Our results improve and extend the recent ones announced by many others.     

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.     

On system of generalized vector variational inequalities

In this paper, we introduce a new system of generalized vector variational inequalities with variable preference. This extends the model of system of generalized variational inequalities due to Pang and Konnov independently as well as system of vector equilibrium problems due to Ansari, Schaible and Yao. We establish existence of solutions to the new system under weaker conditions that include a new partial diagonally convexity and a weaker notion than continuity. As applications, we derive existence results for both systems of vector variational-like inequalities and vector optimization problems with variable preference.     

On the optimal control for variational inequalities

We prove an existence theorem for the optimal control of variational inequalities governed by a pseudomonotone operator: the cost is assumed to be quadratic. Then, we give an extension of the theorem to more general costs (assuming the operator to be monotone); we also give a result on a perturbation problem.This work is an extended part of the author's thesis, written under the direction of Professor T. Zolezzi. This research was partially supported by the Consiglio Nazionale delle Ricerche (CNR), Rome, Italy.     

A hybrid steepest-descent method for variational inequalities in Hilbert spaces

A Mann-type hybrid steepest-descent method for solving the variational inequality ?F(u*), v ? u*? ≥ 0, v ∈ C is proposed, where F is a Lipschitzian and strong monotone operator in a real Hilbert space H and C is the intersection of the fixed point sets of finitely many non-expansive mappings in H. This method combines the well-known Mann's fixed point method with the hybrid steepest-descent method. Strong convergence theorems for this method are established, which extend and improve certain corresponding results in recent literature, for instance, Yamada (The hybrid steepest-descent method for variational inequality problems over the intersection of the fixed-point sets of nonexpansive mappings, in Inherently Parallel Algorithms in Feasibility and Optimization and Their Applications, D. Butnariu, Y. Censor, and S. Reich, eds., North-Holland, Amsterdam, Holland, 2001, pp. 473–504), Xu and Kim (Convergence of hybrid steepest-descent methods for variational inequalities, J. Optim. Theor. Appl. 119 (2003), pp. 185–201), and Zeng, Wong and Yao (Convergence analysis of modified hybrid steepest-descent methods with variable parameters for variational inequalities, J. Optim. Theor. Appl. 132 (2007), pp. 51–69).     

Quasimonotone variational inequalities in Banach spaces

Various existence results for variational inequalities in Banach spaces are derived, extending some recent results by Cottle and Yao. Generalized monotonicity as well as continuity assumptions on the operatorf are weakened and, in some results, the regularity assumptions on the domain off are relaxed significantly. The concept of inner point for subsets of Banach spaces proves to be useful.This work was completed while the first author was visiting the Graduate School of Management of the University of California, Riverside. The author wishes to thank the School for its hospitality.     

Generalized system for relaxed cocoercive mixed variational inequalities in Hilbert spaces

The approximate solvability of a generalized system for relaxed cocoercive mixed variational inequality is studied by using the resolvent operator technique. The results presented in this paper are more general and include many previously known results as special cases.     

On double degenerate quasilinear parabolic variational inequalities

We deal with the existence of weak solutions of double degenerate quasilinear parabolic inequalities with a Signorini-Dirichlet-Neumann type mixed boundary condition, which may degenerate in certain subset of the boundary or on a segment in the interior of the domain and in time. The main tools in our study are the maximM monotone property of the derivative operator with zero-initial valued conditions and the theory of pseudomonotone perturbations of maximal monotone mappings.     

An explicit algorithm for monotone variational inequalities

We introduce a fully explicit method for solving monotone variational inequalities in Hilbert spaces, where orthogonal projections onto the feasible set are replaced by projections onto suitable hyperplanes. We prove weak convergence of the whole generated sequence to a solution of the problem, under only the assumptions of continuity and monotonicity of the operator and existence of solutions.     

A new projection and contraction method for linear variational inequalities

In this paper, we presented a new projection and contraction method for linear variational inequalities, which can be regarded as an extension of He's method. The proposed method includes several new methods as special cases. We used a self-adaptive technique to adjust parameter β at each iteration. This method is simple, the global convergence is proved under the same assumptions as He's method. Some preliminary computational results are given to illustrate the efficiency of the proposed method.     

Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities

The typical structured variational inequalities can be interpreted as a system of equilibrium problems with a leader and two cooperative followers. Assume that, based on the instruction given by the leader, each follower can solve the individual equilibrium sub-problems in his own way. The responsibility of the leader is to give a more reasonable instruction for the next iteration loop based on the feedback information from the followers. This consideration leads us to present a parallel splitting augmented Lagrangian method (abbreviated to PSALM). The proposed method can be extended to solve the system of equilibrium problems with three separable operators. Finally, it is explained why we cannot use the same technique to develop similar methods for problems with more than three separable operators.     

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.     

Strict feasibility of pseudomonotone set-valued variational inequalities

In this article, we use degree theory developed in Kien et al. [B.T. Kien, M.-M. Wong, N.C. Wong, and J.C. Yao, Degree theory for generalized variational inequalities and applications, Eur. J. Oper. Res. 193 (2009), pp. 12–22.] to prove a result on the existence of solutions to set-valued variational inequality under a weak coercivity condition, provided that the set-valued mapping is upper semicontinuous with nonempty compact convex values. If the set-valued mapping is pseudomonotone in the sense of Karamardian and upper semicontinuous with nonempty compact convex values, it is shown that the set-valued variational inequality is strictly feasible if and only if its solution set is nonempty and bounded.     

On the convergence of a regularization method for variational inequalities

For variational inequalities in a finite-dimensional space, the convergence of a regularization method is examined in the case of a nonmonotone basic mapping. It is shown that a fairly general sufficient condition for the existence of solutions to the original problem also guarantees the convergence and existence of solutions to perturbed problems. Examples of applications to problems on order intervals are presented.     

On the proximal point method for equilibrium problems in Hilbert spaces

We analyse a proximal point method for equilibrium problems in Hilbert spaces, improving upon previously known convergence results. We prove global weak convergence of the generated sequence to a solution of the problem, assuming existence of solutions and rather mild monotonicity properties of the bifunction which defines the equilibrium problem, and we establish existence of solutions of the proximal subproblems. We also present a new reformulation of equilibrium problems as variational inequalities ones.