加权Fan Ky不等式及其加细

本文简证了加权Ｋｙ Ｆａｎ不等式，给出了两种加细形式。     

Minimax inequalities of Ky Fan

In this paper, we found a new result by relaxing the condition of [1, Theorem 3]. As its direct consequence, we have obtained some new minimax inequalities of Ky Fan and minimax theorems.     

广义Ky Fan点的通有稳定性

得到一个广义的Ky Fan不等式,它以通常的Ky Fan不等式为特例.我们讨论了在一致度量诱导的拓扑结构和二元泛函上方图形的拓扑结构下广义Ky Fan不等式问题构成的空间M中,大多数(在Baire分类意义下)广义Ky Fan不等式问题的所有广义Ky Fan点都是稳定的.     

A new projection method for a class of variational inequalities

In this paper, we revisit the numerical approach to variational inequality problems involving strongly monotone and Lipschitz continuous operators by a variant of projected reflected gradient method. Contrary to what done so far, the resulting algorithm uses a new simple stepsize sequence which is diminishing and nonsummable. This brings the main advantages of the algorithm where the construction of aproximation solutions and the formulation of convergence are done without the prior knowledge of the Lipschitz and strongly monotone constants of cost operators. The assumptions in the formulation of theorem of convergence are also discussed in this paper. Numerical results are reported to illustrate the behavior of the new algorithm and also to compare with others.     

Weak and strong convergence of proximal penalization and proximal splitting algorithms for two-level hierarchical Ky Fan minimax inequalities

The theory of Ky Fan minimax inequalities provides a powerful general framework for the study of convex programming, variational inequalities and economic equilibrium problems. One of the fundamental methods for finding a solution of Ky Fan minimax inequalities is the proximal point algorithm, where a lot of papers have been dedicated to this subject. In this paper, a general class of two-level hierarchical Ky Fan minimax inequalities is introduced in real Hilbert spaces. For a wide class of Bregman functions, an association of inexact implicit Bregman-penalization proximal and Bregman-splitting proximal algorithms are suggested and analysed. Weak and strong convergences are proved under essentially weaker conditions. We conclude this paper with a hierarchical minimization problem and a numerical example.     

Degree theory for generalized variational inequalities and applications

In this paper, a degree theory for finite dimensional generalized variational inequalities is built and employed to prove some results on solution existence and solution stability.     

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.     

Convergence of stationary sequences for variational inequalities with maximal monotone operators

LetT be a maximal monotone operator defined on ^N . In this paper we consider the associated variational inequality 0 T(x ^*) and stationary sequences {x _k ^* for this operator, i.e., satisfyingT(x _k ^* 0. The aim of this paper is to give sufficient conditions ensuring that these sequences converge to the solution setT ^–1(0) especially when they are unbounded. For this we generalize and improve the directionally local boundedness theorem of Rockafellar to maximal monotone operatorsT defined on ^N .     

Gap Functions and Error Bounds for Weak Generalized Ky Fan Inequalities

In this paper, we study a weak generalized Ky Fan inequality with cone constraints through image space analysis. First, we characterize the separation for the weak generalized Ky Fan inequality with cone constraints using the saddle points of generalized Lagrangian function. Then, we use regular weak separation functions to construct gap functions and regularized gap functions for the weak generalized Ky Fan inequality with cone constraints in a general way, and establish its error bounds in terms of these gap functions.     

A continuation method for monotone variational inequalities

This paper presents a continuation method for monotone variational inequality problems based on a new smooth equation formulation. The existence, uniqueness and limiting behavior of the path generated by the method are analyzed.This work was supported by the National Science Foundation Presidential Young Investigator Award ECE-8552773 and by a grant from the Burlington Northern Railroad.     

Iterative schemes for approximating solutions of generalized variational inequalities in Banach spaces

In this paper, we introduce two iterative schemes for approximating solutions of generalized variational inequalities in the setting of Banach spaces. The existence of solutions of this general problem and the convergence of the proposed iterative schemes to a solution are established.     

Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming

A classical method for solving the variational inequality problem is the projection algorithm. We show that existing convergence results for this algorithm follow from one given by Gabay for a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Moreover, we extend the projection algorithm to solveany monotone affine variational inequality problem. When applied to linear complementarity problems, we obtain a matrix splitting algorithm that is simple and, for linear/quadratic programs, massively parallelizable. Unlike existing matrix splitting algorithms, this algorithm converges under no additional assumption on the problem. When applied to generalized linear/quadratic programs, we obtain a decomposition method that, unlike existing decomposition methods, can simultaneously dualize the linear constraints and diagonalize the cost function. This method gives rise to highly parallelizable algorithms for solving a problem of deterministic control in discrete time and for computing the orthogonal projection onto the intersection of convex sets.This research is partially supported by the U.S. Army Research Office, contract DAAL03-86-K-0171 (Center for Intelligent Control Systems), and by the National Science Foundation under grant NSF-ECS-8519058.Thanks are due to Professor J.-S. Pang for his helpful comments.     

Semicontinuity of the solution mappings to weak generalized parametric Ky Fan inequality problems with trifunctions

In this article, we discuss the lower semicontinuity of solution maps without the condition of C-strict monotonicity for two classes of weak generalized parametric Ky Fan inequalities under the case that the f-solution set be a general set-valued one. Our results extend the recent ones in the literature (e.g. Cheng, Y.H., Zhu, D.L.: Global stability results for the weak vector variational inequality. J. Glob. Optim. 32, 543–550 (2005); C.R. Chen and S.J. Li, On the solution continuity of parametric generalized systems, Pac. J. Optim. 6 (2010), pp. 141–151; Gong, X.H., Yao, J.C.: Lower semicontinuity of the set of efficient solutions for generalized systems. J. Optim. Theory Appl. 138, 197–205 (2008); Gong, X.H.: Continuity of the solution set to parametric weak vector equilibrium problems. J. Optim. Theory Appl. 139, 35–46 (2008)). Several examples are given for the illustration of our results.     

Ky Fan Inequalities and Nash Equilibrium Points without Semicontinuity and Compactness

In this paper, a Ky Fan inequality without compactness and semicontinuity assumptions is proved. The inequality is next applied in order to obtain existence results for Nash equilibrium points for two-person games in topological vector spaces and in reflexive Banach spaces.     

On the solution existence of pseudomonotone variational inequalities

As shown by Thanh Hao [Acta Math. Vietnam 31, 283–289, 2006], the solution existence results established by Facchinei and Pang [Finite-Dimensional Variational Inequalities and Complementarity Problems, vol. I (Springer, Berlin, 2003) Prop. 2.2.3 and Theorem 2.3.4] for variational inequalities (VIs) in general and for pseudomonotone VIs in particular, are very useful for studying the range of applicability of the Tikhonov regularization method. This paper proposes some extensions of these results of Facchinei and Pang to the case of generalized variational inequalities (GVI) and of variational inequalities in infinite-dimensional reflexive Banach spaces. Various examples are given to analyze in detail the obtained results. B. T. Kien: On leave from Hanoi University of Civil Engineering. The online version of the original article can be found at .     

Approximation of common solutions of variational inequalities via strict pseudocontractions

In this paper, a convex feasibility problem is considered. We construct an iterative method to approximate a common element of the solution set of classical variational inequalities and of the fixed point set of a strict pseudocontraction. Strong convergence theorems for the common element are established in the framework of Hilbert spaces.     

A continuation method for (strongly) monotone variational inequalities

We consider the variational inequality problem, denoted by VIP(X, F), whereF is a strongly monotone function and the convex setX is described by some inequality (and possibly equality) constraints. This problem is solved by a continuation (or interior-point) method, which solves a sequence of certain perturbed variational inequality problems. These perturbed problems depend on a parameter > 0. It is shown that the perturbed problems have a unique solution for all values of > 0, and that any sequence generated by the continuation method converges to the unique solution of VIP(X,F) under a well-known linear independence constraint qualification (LICQ). We also discuss the extension of the continuation method to monotone variational inequalities and present some numerical results obtained with a suitable implementation of this method. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.     

Optimal stopping-time problem for stochastic Navier–Stokes equations and infinite-dimensional variational inequalities

We prove the existence of a solution for the obstacle problem associated with the Kolmogorov operator corresponding to the stopping-time problem for stochastic Navier–Stokes equations in 2-D.