Characterizing the Single-Valuedness of Multifunctions

We characterize the local single-valuedness and continuity of multifunctions (set-valued mappings) in terms of their premonotonicity and lower semicontinuity. This result completes the well-known fact that lower semicontinuous, monotone multifunctions are single-valued and continuous. We also show that a multifunction is actually a Lipschitz single-valued mapping if and only if it is premonotone and has a generalized Lipschitz property called Aubin continuity. The possible single-valuedness and continuity of multifunctions is at the heart of some of the most fundamental issues in variational analysis and its application to optimization. We investigate the impact of our characterizations on several of these issues; discovering exactly when certain generalized subderivatives can be identified with classical derivatives, and determining precisely when solutions to generalized variational inequalities are locally unique and Lipschitz continuous. As an application of our results involving generalized variational inequalities, we characterize when the Karush–Kuhn–Tucker pairs associated with a parameterized optimization problem are locally unique and Lipschitz continuous.     

Error bounds for nondegenerate monotone linear complementarity problems

Error bounds and upper Lipschitz continuity results are given for monotone linear complementarity problems with a nondegenerate solution. The existence of a nondegenerate solution considerably simplifies the error bounds compared with problems for which all solutions are degenerate. Thus when a point satisfies the linear inequalities of a nondegenerate complementarity problem, the residual that bounds the distance from a solution point consists of the complementarity condition alone, whereas for degenerate problems this residual cannot bound the distance to a solution without adding the square root of the complementarity condition to it. This and other simplified results are a consequence of the polyhedral characterization of the solution set as the intersection of the feasible region {zMz + q 0, z 0} with a single linear affine inequality constraint.This material is based on research supported by National Science Foundation Grants CCR-8723091 and DCR-8521228 and Air Force Office of Scientific Research Grant AFOSR-86-0172.     

Implicit multifunction theorems for the sensitivity analysis of variational conditions

We study implicit multifunctions (set-valued mappings) obtained from inclusions of the form 0∈M(p,x), whereM is a multifunction. Our basic implicit multifunction theorem provides an approximation for a generalized derivative of the implicit multifunction in terms of the derivative of the multifunctionM. Our primary focus is on three special cases of inclusions 0∈M(p,x) which represent different kinds of generalized variational inequalities, called “variational conditions”. Appropriate versions of our basic implicit multifunction theorem yield approximations for generalized derivatives of the solutions to each kind of variational condition. We characterize a well-known generalized Lipschitz property in terms of generalized derivatives, and use our implicit multifunction theorems to state sufficient conditions (and necessary in one case) for solutions of variational conditions to possess this Lipschitz, property. We apply our results to a general parameterized nonlinear programming problem, and derive a new second-order condition which guarantees that the stationary points associated with the Karush-Kuhn-Tucker conditions exhibit generalized Lipschitz continuity with respect to the parameter.     

Hölder Continuity of Solutions to Parametric Vector Equilibrium Problems with Nonlinear Scalarization

In this article, using the nonlinear scalarization approach by virtue of the nonlinear scalarization function, commonly known as the Gerstewitz function in the theory of vector optimization, Hölder continuity of solution mappings for both set-valued and single-valued cases to parametric vector equilibrium problems is studied. The nonlinear scalarization function is a powerful tool that plays a key role in the proofs, and its main properties (such as sublinearity, continuity, convexity) are fully employed. Especially, its locally and globally Lipschitz properties are provided and the Lipschitz property is first exploited to investigate the Hölder continuity of solutions.     

Lipschitz continuity of an approximate solution mapping for parametric set-valued vector equilibrium problems

The purpose of this paper is to generalize and improve some topological properties of solutions set to the set-valued vector equilibrium problems by using the scalar characterization method. Moreover, the Lipschitz continuity of an approximate solution mapping for the parametric set-valued vector equilibrium problems is studied.     

Global convergence of a class of non-interior point algorithms using Chen-Harker-Kanzow-Smale functions for nonlinear complementarity problems

We propose a class of non-interior point algorithms for solving the complementarity problems(CP): Find a nonnegative pair (x,y)∈ℝ ²ⁿ satisfying y=f(x) and x _i y _i =0 for every i∈{1,2,...,n}, where f is a continuous mapping from ℝ ⁿ to ℝ ⁿ . The algorithms are based on the Chen-Harker-Kanzow-Smale smoothing functions for the CP, and have the following features; (a) it traces a trajectory in ℝ ³ⁿ which consists of solutions of a family of systems of equations with a parameter, (b) it can be started from an arbitrary (not necessarily positive) point in ℝ ²ⁿ in contrast to most of interior-point methods, and (c) its global convergence is ensured for a class of problems including (not strongly) monotone complementarity problems having a feasible interior point. To construct the algorithms, we give a homotopy and show the existence of a trajectory leading to a solution under a relatively mild condition, and propose a class of algorithms involving suitable neighborhoods of the trajectory. We also give a sufficient condition on the neighborhoods for global convergence and two examples satisfying it. Received April 9, 1997 / Revised version received September 2, 1998? Published online May 28, 1999     

Q-matrix recognition via secondary and universal polytopes

T (Mx+q)=0, Mx+q≥0, x≥0 has a solution. We explain how one can use the polyhedral structure of the set of all triangulations of a finite point set to determine if an n×n matrix M is a Q-matrix. Our implementation of the algorithm is practical for deciding the Q-nature for all M with n≤8. Received May 30, 1997 / Revised version received June 12, 1998 Published online November 24, 1998     

Implicit functions and sensitivity of stationary points

We consider the spaceL(D) consisting of Lipschitz continuous mappings fromD to the Euclideann-space ⁿ ,D being an open bounded subset of ⁿ . LetF belong toL(D) and suppose that solves the equationF(x) = 0. In case that the generalized Jacobian ofF at is nonsingular (in the sense of Clarke, 1983), we show that forG nearF (with respect to a natural norm) the systemG(x) = 0 has a unique solution, sayx(G), in a neighborhood of Moreover, the mapping which sendsG tox(G) is shown to be Lipschitz continuous. The latter result is connected with the sensitivity of strongly stable stationary points in the sense of Kojima (1980); here, the linear independence constraint qualification is assumed to be satisfied.     

Tikhonov regularization of metrically regular inclusions

We present a Tikhonov regularization method for inclusions of the form where T is a set-valued mapping defined on a Banach space that enjoys metric regularity properties. We investigate, subsequently, the case when the mapping T is metrically regular, strongly metrically regular, strongly subregular and Lipschitz continuous and show the strong convergence of the solutions of regularized problems to a solution to the original inclusion . We also prove that the method has finite termination under some special conditioning assumptions on T and we study its stability with respect to some variational perturbations. These authors are supported by Contract EA3591 (France).     

Set-valued approximations and Newton’s methods

n to R^m. Under the assumption of semi-smoothness of the mapping, we prove that the approximation can be obtained through the Clarke generalized Jacobian, Ioffe-Ralph generalized Jacobian, B-subdifferential and their approximations. As an application, we propose a generalized Newton’s method based on the point-based set-valued approximation for solving nonsmooth equations. We show that the proposed method converges locally superlinearly without the assumption of semi-smoothness. Finally we include some well-known generalized Newton’s methods in our method and consolidate the convergence results of these methods. Received October 2, 1995 / Revised version received May 5, 1998 Published online October 9, 1998     

Second-order optimality conditions for the extremal problem under inclusion constraints

In this paper we establish second-order necessary and sufficient conditions for the problem of minimizing a functionf on the solution set of an inclusion 0F(x) wheref and the support function of set-valued mapF areC ^1,1-functions, i.e., functions whose gradient mapping is locally Lipschitz. Our results generalize those obtained by Hiriart-Urruty and others.     

集值映射的不动点指数与带间断非线性项的椭圆型方程的多重解

<正> 本文研究二阶半线性椭圆边值问题■的多重解(符号详见§3),其中φ(x,t)允许对t是不连续的.一些自由边界问题可以化归这类问题.为了统一处理φ(x,t)对t连续与不连续两种情形,我们采用集值映射的观点.为此推广了经典的算子与Hammerstein算子到集值映射,并发展了集值映射的Leray-Schauder度理论;与已有的集值映射理论不同,现在处理的是映射串(定     

Upper Lipschitz behavior of solutions to perturbed. C1,1 programs

We analyze the local upper Lipschitz behavior of critical points, stationary solutions and local minimizers to parametric C ^1,1 programs. In particular, we derive a characterization of this property for the stationary solution set map without assuming the Mangasarian–Fromovitz CQ. Moreover, conditions which also ensure the persistence of solvability are given, and the special case of linear constraints is handled. The present paper takes pattern from [21] by continuing the approach via contingent derivatives of the Kojima function associated with the given optimization problem. Received: June 10, 1999 / Accepted: November 15, 1999?Published online July 20, 2000     

Supremal Representation of L∞ Functionals

We characterize the maps F=F(u,A) defined for u ∈ W^1,∞ and A open, which can be written as supremal functionals of the form F(u,A)=ess sup_{x ∈ A} f(x,u(x),Du(x)).     

Lipschitz Kernel of a Closed Set-Valued Map

This paper deals with Lipschitz selections of set-valued maps with closed graphs. First, we characterize Lipschitzianity of a closed set-valued map in the differential games framework in terms of a discriminating property of its graph. This allows us to consider the -Lipschitz kernel of a given set-valued map as the largest -Lipschitz closed set-valued map contained in the initial one, to derive an algorithm to compute the collection of Lipschitz selections, and to extend the Pasch–Hausdorff envelope to set-valued maps.     

<Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-spectrum of Banach space valued Ornstein–Uhlenbeck operators

We characterize the L ¹(E,μ _∞)-spectrum of the Ornstein–Uhlenbeck operator , where μ _∞ is the invariant measure for the Ornstein–Uhlenbeck semigroup generated by L. The main result covers the general case of an infinite-dimensional Banach space E under the assumption that the point spectrum of A ^* is nonempty and extends several recent related results.     

A posteriori error analysis for higher order dissipative methods for evolution problems

We prove a posteriori error estimates for time discretizations by the discontinuous Galerkin method dG(q) and the corresponding implicit Runge- Kutta-Radau method IRK-R(q) of arbitrary order q≥0 for both linear and nonlinear evolution problems of the form , with γ²-angle bounded operator . The key ingredient is a novel higher order reconstruction of the discrete solution U, which restores continuity and leads to the differential equation for a suitable interpolation operator Π and piecewise polynomial approximation F of f. We discuss applications to linear PDE, such as the convection-diffusion equation (γ ≥ 1/2) and the wave equation (formally γ = ∞), and nonlinear PDE corresponding to subgradient operators (γ = 1), such as the p-Laplacian, as well as Lipschitz operators (γ ≥ 1/2). We also derive conditional a posteriori error estimates for the time-dependent minimal surface problem.Partially supported by NSF Grants DMS-9971450 and DMS-0204670 and the General Research Board of the University of Maryland.     

Stability Results for Ekeland's ε Variational Principle for Set-Valued Mappings

In this paper, we define the Mosco convergence and Kuratowski-Painleve (P.K.) convergence for set-valued mapping sequence F n . Under some conditions, we derive the following result If a set-valued mapping sequence F n , which are nonempty, compact valued, upper semicontinuous and uniformly bounded below, Mosco (or P.K.) converges to a set-valued mapping F , which is upper semicontinuous, nonempty, compact valued, then Q l >0, u >0, $\varepsilon / \lambda - {\rm ext}\, F := \{ \bar x \in X : (F(x) - \bar y + \varepsilon / \lambda \Vert x - \bar x \Vert e)$     

A note on intersections of free submonoids of a free monoid

According to a theorem of Tilson [6] any intersection of free submonoids of a free monoid is free. Here we consider intersections of the form {x, y}^* ∩ {u, v}^*, where x, y, u and v are words in a finitely generated free monoid Σ^*, and show that if both the monoids {x, y}^* and {u, v}^* are of the rank two, then the intersection is a free monoid generated either by (at most) two words or by a regular language of the form β₀ + β((γ(1+ δ + ... δ^t))^*ε for some words β⁰, β, γ, δ and ε, and some integer t≥0. An example is given showing that the latter possibility may occur for each t≥0 with nonempty values of the words.     

Existence of Positive Solutions for N-term Non-autonomous Fractional Differential Equations

Existence of positive solutions for the nonlinear fractional differential equation D ^αu = f(x,u), 0 < α < 1 has been given (S. Zhang. J. Math. Anal. Appl. 252 (2000), 804–812) where D ^α denotes Riemann–Liouville fractional derivative. In the present work we extend this analysis for n-term non autonomous fractional differential equations. We investigate existence of positive solutions for the following initial value problem