Extended Projection Methods for Monotone Variational Inequalities

In this paper, we prove that each monotone variational inequality is equivalent to a two-mapping variational inequality problem. On the basis of this fact, a new class of iterative methods for the solution of nonlinear monotone variational inequality problems is presented. The global convergence of the proposed methods is established under the monotonicity assumption. The conditions concerning the implementability of the algorithms are also discussed. The proposed methods have a close relationship to the Douglas–Rachford operator splitting method for monotone variational inequalities.     

优化和均衡的等价性

通过向量优化问题, 向量变分不等式问题以及向量变分原理来分析优化问题及均衡问题的一致性.从而显然, 可以用统一的观点来处理数值优化、向量优化以及博弈论等问题.进而为非线性分析提供了一个新的发展空间.     

BOUNDARY ELEMENT APPROXIMATION OF THE SEMI-DISCRETE PARABOLIC VARIATIONAL INEQUALITIES OF THE SECOND KIND

The boundary element approximation of the parabolic variational inequalities of the second kind is discussed. First, the parabolic variational inequalities of the second kind can be reduced to an elliptic variational inequality by using semidiscretization and implicit method in time; then the existence and uniqueness for the solution of nonlinear non-differentiable mixed variational inequality is discussed. Its corresponding mixed boundary variational inequality and the existence and uniqueness of its solution are yielded. This provides the theoretical basis for using boundary element method to solve the mixed vuriational inequality.     

Gap functions and global error bounds for set-valued variational inequalities

The set-valued variational inequality problem is very useful in economics theory and nonsmooth optimization. In this paper, we introduce some gap functions for set-valued variational inequality problems under suitable assumptions. By using these gap functions we derive global error bounds for the solution of the set-valued variational inequality problems. Our results not only generalize the previously known results for classical variational inequalities from single-valued case to set-valued, but also present a way to construct gap functions and derive global error bounds for set-valued variational inequality problems.     

求解单调变分不等式的两类迭代算法

给出了求解单调变分不等式的两类迭代算法．通过解强单调变分不等式子问题,产生两个迭代点列,都弱收敛到变分不等式的解．最后,给出了这两类新算法的收敛性分析．     

具不等式约束变分不等式的信赖域算法

1　引　　言令Ｘ是Ｒｎ 中的非空闭凸集 ,Ｆ :Ｘ→Ｒｎ 是连续映射 ,〈· ,·〉表示Ｒｎ 中的内积 有限维变分不等式问题 (以下简称变分不等式问题 ,记为ＶＩＰ或ＶＩ(Ｘ ,Ｆ) ) :就是求ｘ ∈Ｒｎ,使ｘ ∈Ｘ且 ｘ ∈Ｘ ,〈Ｆ(ｘ ) ,ｘ -ｘ 〉≥ 0 . ( 1 )在Ｘ =Ｒｎ+ 的特殊情形下 ,( 1 )变为非线性互补问题 (记为ＮＣＰ或ＮＣＰ(Ｆ) ) :就是求ｘ ∈Ｒｎ,使ｘ ≥ 0 ,Ｆ(ｘ ) ≥ 0 ,且〈ｘ ,Ｆ(ｘ )〉 =0 . ( 2 )　　变分不等式长期以来一直用于阐述和研究经济学、控制论、交通运输等领域中出现的各种平衡模型 近二十年来 ,变分不等式及其…     

一般单调变分不等式的一个改进的预估-校正算法

最近何炳生等提出了解大规模单调变分不等式的一种预估-校正算法,然而,这个方法在计算每一个试验点时需要一次投影运算,因而计算量较大．为了克服这个缺点,我们提出了一个解一般大规模g-单调变分不等式的新的预估-校正算法,该方法使用了一个非常有效的预估步长准则,每个步长的选取只需要计算一次投影,这将大大减少计算量．数值试验说明我们的算法比最新文献中出现的投影类方法有效．     

Optimal control of unilateral obstacle problem with a source term

We consider an optimal control problem for the obstacle problem with an elliptic variational inequality. The obstacle function which is the control function is assumed in H². We use an approximate technique to introduce a family of problems governed by variational equations. We prove optimal solutions existence and give necessary optimality conditions. The author is grateful to Prof. M. Bergounioux for her instructive suggestions.     

A variational inequality arising from European option pricing with transaction costs

In this paper we present a method which can transform a variational inequality with gradient constraints into a usual two obstacles problem in one dimensional case.The prototype of the problem is a parabolic variational inequality with the constraints of two first order differential inequalities arising from a two-dimensional model of European call option pricing with transaction costs.We obtain the monotonicity and smoothness of two free boundaries.     

Penalty method for solving a class of stochastic differential variational inequalities with an application

The aim of this paper is to study the penalty method for solving a class of stochastic differential variational inequalities (SDVIs). The penalty problem for solving SDVIs is first constructed and the convergence of the sequences generated by the penalty problem is proved under some mild conditions. As an application, the convergence of the sequences generated by the penalty problem is obtained for solving a stochastic migration equilibrium problem with movement cost.     

A differential variational inequality in the study of contact problems with wear

We start with a mathematical model which describes the sliding contact of a viscoelastic body with a moving foundation. The contact is frictional and the wear of the contact surfaces is taken into account. We prove that this model leads to a differential variational inequality in which the unknowns are the displacement field and the wear function. Then, inspired by this model, we consider a general differential variational inequality in reflexive Banach spaces, governed by four parameters. We prove the unique solvability of the inequality as well as the continuous dependence of its solution with respect to the parameters. The proofs are based on arguments of monotonicity, compactness, convex analysis and lower semicontinuity. Then, we apply these abstract results to the mathematical model of contact for which we deduce the existence of a unique solution as well as the existence of optimal control for an associate optimal control problem. We also present the corresponding mechanical interpretations.     

变分不等式问题的全局收敛性算法

本文给出了带一般凸约束的变分不等式问题的算法，并在多种线性搜索下证明了算法的全局收敛性。     

A Class of differential inverse variational inequalities in finite dimensional spaces

In this paper, we study a class of differential inverse variational inequality (for short, DIVI) in finite dimensional Euclidean spaces. Firstly, under some suitable assumptions, we obtain linear growth of the solution set for the inverse variational inequalities. Secondly, we prove existence theorems for weak solutions of the DIVI in the weak sense of Carath\"{e}odory by using measurable selection lemma. Thirdly, by employing the results from differential inclusions we establish a convergence result on Euler time dependent procedure for solving the DIVI. Finally, we give a numerical experiment to verify the validity of the algorithm.     

A nonoverlapping domain decomposition method for variational inequalities derived from free boundary problems

The article proposes a nonoverlapping domain decomposition method for variational inequalities derived from free boundary problems. The free boundary value problem is broken up into two problems on nonoverlapping regions. In one region the problem is treated as a partial differential equation, while in the second region that contains the free boundary part, a variational inequality is considered. By solving these two related problems successively, we have shown that the successive solutions converge to the solution of the original problem. Application to a free surface seepage problem is given. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

解可分离结构变分不等式的一种新的交替方向法

交替方向法是求解可分离结构变分不等式问题的经典方法之一, 它将一个大型的变分不等式问题分解成若干个小规模的变分不等式问题进行迭代求解. 但每步迭代过程中求解的子问题仍然摆脱不了求解变分不等式子问题的瓶颈. 从数值计算上来说, 求解一个变分不等式并不是一件容易的事情.因此, 本文提出一种新的交替方向法, 每步迭代只需要求解一个变分不等式子问题和一个强单调的非线性方程组子问题. 相对变分不等式问题而言, 我们更容易、且有更多的有效算法求解一个非线性方程组问题. 在与经典的交替方向法相同的假设条件下, 我们证明了新算法的全局收敛性. 进一步的数值试验也验证了新算法的有效性.     

On value functions for impulsive control of piecewise-deterministic processes

The paper deals with value functions for optimal stopping and impulsive control for piecewise-deterministic processes with discounted cost. The associated dynamic programming equations are variational and quasi-variational inequalities with integral and first-order differential terms The technique used is to approximate the value functions for an optimal stopping (impulsive control. switching control) problem for a piecewise-deterministic process by value functions for optimal stopping (impulsive control, switching control) problems for Feller piecewise-deterministic processes     

Lexicographic variational inequalities with applications

In this article, we consider equivalence properties between various kinds of lexicographic variational inequalities. By employing various concepts of monotonicity, we show that the usual sequential variational inequality is equivalent to the direct lexicographic variational inequality or to the dual lexicographic variational inequality. We establish several existence results for lexicographic variational inequalities. Also, we introduce the lexicographic complementarity problem and establish its equivalence with the lexicographic variational inequality. We illustrate our approach by several examples of applications to vector transportation and vector spatial equilibrium problems.     

Existence results of semilinear differential variational inequalities without compactness

ABSTRACT

The purpose of this paper is to study a class of semilinear differential variational systems with nonlocal boundary conditions, which are obtained by mixing semilinear evolution equations and generalized variational inequalities. First we prove essential properties of the solution set for generalized variational inequalities. Then without requiring any compactness condition for the evolution operator or for the nonlinear term, two existence results for mild solutions are established by applying a weak topology technique combined with a fixed point theorem.     

A class of history-dependent systems of evolution inclusions with applications

This paper is devoted to studying a system of coupled nonlinear first order history-dependent evolution inclusions in the framework of evolution triples of spaces. The multivalued terms are of the Clarke subgradient or of the convex subdifferential form. Using a surjectivity result for multivalued maps and a fixed point argument for a history-dependent operator, we prove that the system has a unique solution. We conclude with two examples of an evolutionary differential variational–hemivariational inequality and of a dynamic frictional contact problem in mechanics, which illustrate the abstract results.     

Signorini边值问题与摩擦接触问题变分不等式的等价性

接触问题是固体力学领域的一个重要问题．也是工程实际中经常遇到的问题之一，而解决接触问题有多种方法．本文给出一个带摩擦的Signorini边值问题及其等价的变分不等式，并证明它们的等价性，从而可以把带摩擦的接触问题的偏微分方程通过相应变分不等式加以解决。