Vector optimization problems with nonconvex preferences

In this paper, some vector optimization problems are considered where pseudo-ordering relations are determined by nonconvex cones in Banach spaces. We give some characterizations of solution sets for vector complementarity problems and vector variational inequalities. When the nonconvex cone is the union of some convex cones, it is shown that the solution set of these problems is either an intersection or an union of the solution sets of all subproblems corresponding to each of these convex cones depending on whether these problems are defined by the nonconvex cone itself or its complement. Moreover, some relations of vector complementarity problems, vector variational inequalities, and minimal element problems are also given. While this paper was being revised in September 2006, Professor Alex Rubinov (the second author of the paper) left us due to the illness. This is a very sad news to us. We dedicate this paper to the memory of Professor Rubinov as a mathematician and truly friend.     

平衡问题解的存在性

主要研究平衡问题解的存在性.通过对目标函数和可行集合的渐近分析,给出拟单调平衡问题解集非空的条件.进而用类似的方法研究了向量平衡问题解存在的条件,并将其应用到向量优化问题上.     

Generalized Equilibrium Problems for Quasimonotone and Pseudomonotone Bifunctions

By using quasimonotone and pseudomonotone bifunctions, we derive sufficient conditions which include weak coercivity conditions for existence of equilibrium points. As a consequence, we improve some recent results on the existence of such solutions.     

Vector Equilibrium Problems Under Asymptotic Analysis

Given a closed convex set K in Rⁿ; a vector function F:K×K R^m; a closed convex (not necessarily pointed) cone P(x) in ^m with non-empty interior, PP(x) Ø, various existence results to the problemfind xK such that F(x,y)- int P(x) y K under P(x)-convexity/lower semicontinuity of F(x,) and pseudomonotonicity on F, are established. Moreover, under a stronger pseudomonotonicity assumption on F (which reduces to the previous one in case m=1), some characterizations of the non-emptiness of the solution set are given. Also, several alternative necessary and/or sufficient conditions for the solution set to be non-empty and compact are presented. However, the solution set fails to be convex in general. A sufficient condition to the solution set to be a singleton is also stated. The classical case P(x)=^m ₊ is specially discussed by assuming semi-strict quasiconvexity. The results are then applied to vector variational inequalities and minimization problems. Our approach is based upon the computing of certain cones containing particular recession directions of K and F.     

Existence Results for Systems of Vector Equilibrium Problems*

The purpose of this paper is to study systems of vector equilibrium problems. We establish some existence theorems for systems of vector equilibrium problems by using (S)₊-conditions and Kakutani–Fan–Glicksberg fixed point theorem *This work was supported by the Kyungnam University Research Fund 2004     

均衡及约束凸优化问题公共解的一般迭代算法

梯度投影法在解决约束凸极小化问题中起到了重要的作用. 基于Tian的一般迭代算法, 本文将梯度投影法和平均算子方法相结合, 首次提出隐式和显式的复合迭代算法, 寻求均衡问题和约束凸极小化问题的公共解. 在适当条件下, 获得了强收敛定理.     

Extragradient Methods for Solving Equilibrium Problems,Variational Inequalities,and Fixed Point Problems

In this paper, we propose the new extragradient algorithms for an α-inverse-strongly monotone operator and a relatively nonexpansive mapping in Banach spaces. We prove convergence theorems by this methods under suitable conditions. Applying our algorithms, we find a zero paint of maximal monotone operators. Using FMINCON optimization toolbox in MATLAB, we give an example to illustrate the usability of our results.     

Duality for Equilibrium Problems

We consider equilibrium problems in the framework of the formulation proposed by Blum and Oettli. We establish a new dual formulation for this equilibrium problem using the classical Fenchel conjugation, thus generalizing the classical convex duality theory for optimization problems. This work was begun when the first author was visiting the Instituto de Matemática y Ciencias Afines (Lima-Peru) in July 2002 and was finished when the second author was visiting the Centre de Recerca Matemàtica (Bellaterra-Spain) in September 2002.     

Existence of a Solution and Variational Principles for Vector Equilibrium Problems

In this paper, we prove an existence result for a solution to the vector equilibrium problems. Then, we establish variational principles, that is, vector optimization formulations of set-valued maps for vector equilibrium problems. A perturbation function     

Applications of Equilibrium Problems to a Class of Noncoercive Variational Inequalities

In this paper, we are interested in the existence of solutions for a class of noncoercive variational inequalities involving a p-Laplacian type operator. Our approach is based essentially on equilibrium problems and arguments from recession analysis. Our results are of two types: the first is obtained in a monotone framework; the second is obtained without a monotonicity assumption. The first and the third authors were partially supported by the National Science Council of the Republic of China. The second author was partially supported by NSF, Hunan Province, Grant 04JJY20001. The authors express their sincere thanks to two anonymous referees for careful reading and comments leading to the present version of this paper.     

α-Well-posedness for Nash Equilibria and For Optimization Problems with Nash Equilibrium Constraints

We present the concepts of α-well-posedness for parametric noncooperative games and for optimization problems with constraints defined by parametric Nash equilibria. We investigate some classes of functions that ensure these types of well-posedness and the connections with α-well-posedness for variational inequalities and optimization problems with variational inequality constraints.     

抽象经济均衡问题解的存在性及其算法

本文首先研究一类新的向量均衡问题,利用截口定理与KKM定理两种不同的工具证明此类均衡问题解的存在性,接着,把这类向量均衡问题推广到更为一般的情形,随后讨论了具有上下界的均衡问题,它是由Isac,Sehgal和Singh于1999年提出的一个公开问题,本文在一定条件下获得了一个新的解的存在性定理,并构造了一个迭代算法,讨论了算法的收敛性。     

General iterative methods for equilibrium and constrained convex minimization problem

The gradient-projection algorithm (GPA) plays an important role in solving constrained convex minimization problems. Based on Marino and Xu's method [G. Marino and H.-K. Xu, A general method for nonexpansive mappings in Hilbert space, J. Math. Anal. Appl. 318 (2006), pp. 43–52], we combine GPA and averaged mapping approach to propose implicit and explicit composite iterative algorithms for finding a common solution of an equilibrium and a constrained convex minimization problem for the first time in this article. Under suitable conditions, strong convergence theorems are obtained.     

On Efficiency Conditions for Nonsmooth Vector Equilibrium Problems with Equilibrium Constraints

In this article, necessary conditions of Fritz John type for weak efficient solutions of a nonsmooth vector equilibrium problem involving equilibrium constraints (VEPEC) in terms of the Clarke subdifferentials are established. Under constraint qualifications which are suitable for (VEPEC), necessary conditions of Kuhn-Tucker type for efficiency are derived. Under assumptions on generalized convexity of data, sufficient conditions for efficiency are developed. Some applications to vector variational inequalities and vector optimization problems with equilibrium constraints are also given.     

System of Vector Equilibrium Problems and Its Applications

In this paper, we introduce a system of vector equilibrium problems andprove the existence of a solution. As an application, we derive someexistence results for the system of vector variational inequalities. We alsoestablish some existence results for the system of vector optimizationproblems, which includes the Nash equilibrium problem as a special case.     

Well-positioned Closed Convex Sets and Well-positioned Closed Convex Functions

We characterize the class of those closed convex sets which have a barrier cone with a nonempty interior. As a consequence, we describe the set of those proper extended-real-valued functionals for which the domain of their Fenchel conjugate has a nonempty interior. As an application, we study the stability of the solution set of a semi-coercive variational inequality.     

Hilbert空间中混合平衡问题与非扩张半群的强收敛定理

在Hilbert空间中引进并研究了一种新的迭代算法,借以寻求混合平衡问题解集与非扩张半群不动点集的一公共元.所得到的结果,推广并改进了最近一些人所发布的新结果.     

Combined Relaxation Method for Monotone Equilibrium Problems

A scalar equilibrium problem which involves a monotone differentiable cost bifunction is considered. For such bifunction, a skew-symmetric type property with respect to the partial gradients is established. This property enables us to construct a new combined relaxation method and essentially simplify its line search procedure. An application to an inverse equilibrium problem is also presented.     

Gap Functions for Equilibrium Problems

The theory of gap functions, developed in the literature for variational inequalities, is extended to a general equilibrium problem. Descent methods, with exact an inexact line-search rules, are proposed. It is shown that these methods are a generalization of the gap function algorithms for variational inequalities and optimization problems.     

Vector Equilibrium Problems. Existence Theorems and Convexity of Solution Set

The natural quasi-concavity of set-valued mappings in an ordered vector space is introduced. Existence theorems for vector equilibrium problems involving set-valued monotone mappings are obtained and the convexity of the solution set is shown.