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1.
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. 相似文献
2.
Gap Functions for Equilibrium Problems 总被引:1,自引:0,他引:1
G. Mastroeni 《Journal of Global Optimization》2003,27(4):411-426
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. 相似文献
3.
We consider an approach to convert vector variational inequalities into an equivalent scalar variational inequality problem
with a set-valued cost mapping. Being based on this property, we give an equivalence result between weak and strong solutions
of set-valued vector variational inequalities and suggest a new gap function for vector variational inequalities. Additional
examples of applications in vector optimization, vector network equilibrium and vector migration equilibrium problems are
also given
Mathematics Subject Classification(2000). 49J40, 65K10, 90C29 相似文献
4.
Gap Functions and Existence of Solutions to Set-Valued Vector Variational Inequalities 总被引:3,自引:0,他引:3
The variational inequality problem with set-valued mappings is very useful in economics and nonsmooth optimization. In this paper, we study the existence of solutions and the formulation of solution methods for vector variational inequalities (VVI) with set-valued mappings. We introduce gap functions and establish necessary and sufficient conditions for the existence of a solution of the VVI. It is shown that the optimization problem formulated by using gap functions can be transformed into a semi-infinite programming problem. We investigate also the existence of a solution for the generalized VVI with a set-valued mapping by virtue of the existence of a solution of the VVI with a single-valued function and a continuous selection theorem. 相似文献
5.
In this paper, we consider a vector optimization problem involving approximately star-shaped functions. We formulate approximate vector variational inequalities in terms of Fréchet subdifferentials and solve the vector optimization problem. Under the assumptions of approximately straight functions, we establish necessary and sufficient conditions for a solution of approximate vector variational inequality to be an approximate efficient solution of the vector optimization problem. We also consider the corresponding weak versions of the approximate vector variational inequalities and establish various results for approximate weak efficient solutions. 相似文献
6.
D. Aussel R. Correa M. Marechal 《Journal of Optimization Theory and Applications》2011,151(3):474-488
The gap function (or merit function) is a classic tool for reformulating a Stampacchia variational inequality as an optimization
problem. In this paper, we adapt this technique for quasivariational inequalities, that is, variational inequalities in which
the constraint set depends on the current point. Following Fukushima (J. Ind. Manag. Optim. 3:165–171, 2007), an axiomatic approach is proposed. Error bounds for quasivariational inequalities are provided and an application to generalized
Nash equilibrium problems is also considered. 相似文献
7.
In this article, gap functions for a generalized vector equilibrium problem (GVEP) with explicit constraints are investigated. Under a concept of supremum/infimum of a set, defined in terms of a closure of the set, three kinds of conjugate dual problems are investigated by considering the different perturbations to GVEP. Then, gap functions for GVEP are established by using the weak and strong duality results. As application, the proposed approach is applied to construct gap functions for a vector optimization problem and a generalized vector variational inequality problem. 相似文献
8.
傅白白 《数学的实践与认识》2005,35(8):84-88
利用极大熵函数方法将不等式组及变分不等式的求解问题转化为近似可微优化问题,给出了不等式组及变分不等式问题近似解的可微优化方法,得到了不等式组和变分不等式问题的解集合的示性函数. 相似文献
9.
利用极大熵函数方法将不等式组及变分不等式的求解问题转化为近似可微优化问题,给出了不等式组及变分不等式问题近似解的可微优化方法,得到了不等式组和变分不等式问题的解集合的示性函数. 相似文献
10.
In this paper, well-posedness of a general class of elliptic mixed hemivariational–variational inequalities is studied. This general class includes several classes of the previously studied elliptic mixed hemivariational–variational inequalities as special cases. Moreover, our approach of the well-posedness analysis is easily accessible, unlike those in the published papers on elliptic mixed hemivariational–variational inequalities so far. First, prior theoretical results are recalled for a class of elliptic mixed hemivariational–variational inequalities featured by the presence of a potential operator. Then the well-posedness results are extended through a Banach fixed-point argument to the same class of inequalities without the potential operator assumption. The well-posedness results are further extended to a more general class of elliptic mixed hemivariational–variational inequalities through another application of the Banach fixed-point argument. The theoretical results are illustrated in the study of a contact problem. For comparison, the contact problem is studied both as an elliptic mixed hemivariational–variational inequality and as an elliptic variational–hemivariational inequality. 相似文献
11.
12.
Giovanni P. Crespi 《Journal of Mathematical Analysis and Applications》2008,345(1):165-175
In scalar optimization it is well known that a solution of a Minty variational inequality of differential type is a solution of the related optimization problem. This relation is known as “Minty variational principle.” In the vector case, the links between Minty variational inequalities and vector optimization problems were investigated in [F. Giannessi, On Minty variational principle, in: New Trends in Mathematical Programming, Kluwer Academic, Dordrecht, 1997, pp. 93-99] and subsequently in [X.M. Yang, X.Q. Yang, K.L. Teo, Some remarks on the Minty vector variational inequality, J. Optim. Theory Appl. 121 (2004) 193-201]. In these papers, in the particular case of a differentiable objective function f taking values in Rm and a Pareto ordering cone, it has been shown that the vector Minty variational principle holds for pseudoconvex functions. In this paper we extend such results to the case of an arbitrary ordering cone and a nondifferentiable objective function, distinguishing two different kinds of solutions of a vector optimization problem, namely ideal (or absolute) efficient points and weakly efficient points. Further, we point out that in the vector case, the Minty variational principle cannot be extended to quasiconvex functions. 相似文献
13.
In this note, the Auslender gap function, which is used to formulate a variational inequality into an equivalent minimization problem, is shown to be differentiable in the generalized sense and has a lower contingent derivative under suitable conditions. This enables us to establish necessary and sufficient conditions for the existence of a solution to problems of variational inequalities.This research was partially supported by the National Natural Science Foundation of China and the Research Committee of Hong Kong Polytechnic University.
Communicated by F. Giannessi 相似文献
14.
Lkhamsuren Altangerel Gert Wanka 《Journal of Mathematical Analysis and Applications》2007,329(2):1010-1035
The aim of this paper is to extend the so-called perturbation approach in order to deal with conjugate duality for constrained vector optimization problems. To this end we use two conjugacy notions introduced in the past in the literature in the framework of set-valued optimization. As a particular case we consider a vector variational inequality which we rewrite in the form of a vector optimization problem. The conjugate vector duals introduced in the first part allow us to introduce new gap functions for the vector variational inequality. The properties in the definition of the gap functions are verified by using the weak and strong duality theorems. 相似文献
15.
Variational inequality modeling, analysis and computations are important for many applications, but much of the subject has been developed in a deterministic setting with no uncertainty in a problem’s data. In recent years research has proceeded on a track to incorporate stochasticity in one way or another. However, the main focus has been on rather limited ideas of what a stochastic variational inequality might be. Because variational inequalities are especially tuned to capturing conditions for optimality and equilibrium, stochastic variational inequalities ought to provide such service for problems of optimization and equilibrium in a stochastic setting. Therefore they ought to be able to deal with multistage decision processes involving actions that respond to increasing levels of information. Critical for that, as discovered in stochastic programming, is introducing nonanticipativity as an explicit constraint on responses along with an associated “multiplier” element which captures the “price of information” and provides a means of decomposition as a tool in algorithmic developments. That idea is extended here to a framework which supports multistage optimization and equilibrium models while also clarifying the single-stage picture. 相似文献
16.
17.
C. S. Lalitha 《Numerical Functional Analysis & Optimization》2013,34(5-6):548-565
In this paper, we introduce two new classes of generalized monotone set-valued maps, namely relaxed μ–p monotone and relaxed μ–p pseudomonotone. Relations of these classes with some other well-known classes of generalized monotone maps are investigated. Employing these new notions, we derive existence and well-posedness results for a set-valued variational inequality problem. Our results generalize some of the well-known results. A gap function is proposed for the variational inequality problem and a lower error bound is obtained under the assumption of relaxed μ–p pseudomonotonicity. An equivalence relation between the well-posedness of the variational inequality problem and that of a related optimization problem pertaining to the gap function is also presented. 相似文献
18.
《Optimization》2012,61(7):1499-1520
In this article, we intend to study several scalar-valued gap functions for Stampacchia and Minty-type vector variational inequalities. We first introduce gap functions based on a scalarization technique and then develop a gap function without any scalarizing parameter. We then develop its regularized version and under mild conditions develop an error bound for vector variational inequalities with strongly monotone data. Further, we introduce the notion of a partial gap function which satisfies all, but one of the properties of the usual gap function. However, the partial gap function is convex and we provide upper and lower estimates of its directional derivative. 相似文献
19.
Liya Fan 《Applied Mathematics Letters》2009,22(2):202-207
This work is devoted to studying the minimum and maximum principle sufficiency properties by means of primal and dual gap functions for prevariational inequalities with set-valued mappings. Under some new conditions, several necessary or sufficient results are obtained. 相似文献