An elementary proof of the Karush–Kuhn–Tucker theorem in normed linear spaces for problems with a finite number of inequality constraints

We present an elementary proof of the Karush–Kuhn–Tucker theorem for the problem with a finite number of nonlinear inequality constraints in normed linear spaces under the linear independence constraint qualification. Most proofs in the literature rely on advanced concepts and results such as the convex separation theorem and Farkas, lemma. By contrast, the proofs given in this article, including a proof of the lemma, employ only basic results from linear algebra. The lemma derived in this article represents an independent theoretical result.     

Lagrange Multipliers and mixed formulations for some inequality constrained variational inequalities and some nonsmooth unilateral problems

Abstract

This paper addresses a class of inequality constrained variational inequalities and nonsmooth unilateral variational problems. We present mixed formulations arising from Lagrange multipliers. First we treat in a reflexive Banach space setting the canonical case of a variational inequality that has as essential ingredients a bilinear form and a non-differentiable sublinear, hence convex functional and linear inequality constraints defined by a convex cone. We extend the famous Brezzi splitting theorem that originally covers saddle point problems with equality constraints, only, to these nonsmooth problems and obtain independent Lagrange multipliers in the subdifferential of the convex functional and in the ordering cone of the inequality constraints. For illustration of the theory we provide and investigate an example of a scalar nonsmooth boundary value problem that models frictional unilateral contact problems in linear elastostatics. Finally we discuss how this approach to mixed formulations can be further extended to variational problems with nonlinear operators and equilibrium problems, and moreover, to hemivariational inequalities.     

On alternative theorems and necessary conditions for efficiency

In this article, we establish theorems of the alternative for a system described by inequalities, equalities and a set inclusion, which are generalizations of Tucker's classical theorem of the alternative, and develop Kuhn–Tucker necessary conditions for efficiency to mathematical programs in normed linear spaces involving inequality, equality and set constraints with positive Lagrange multipliers of all the components of objective functions.     

Well-posedness of constrained evolutionary differential variational–hemivariational inequalities with applications

A system of a first order history-dependent evolutionary variational– hemivariational inequality with unilateral constraints coupled with a nonlinear ordinary differential equation in a Banach space is studied. Based on a fixed point theorem for history dependent operators, results on the well-posedness of the system are proved. Existence, uniqueness, continuous dependence of the solution on the data, and the solution regularity are established. Two applications of dynamic problems from contact mechanics illustrate the abstract results. First application is a unilateral viscoplastic frictionless contact problem which leads to a hemivariational inequality for the velocity field, and the second one deals with a viscoelastic frictional contact problem which is described by a variational inequality.     

Image Space Analysis for Vector Variational Inequalities with Matrix Inequality Constraints and Applications

In this paper, vector variational inequalities (VVI) with matrix inequality constraints are investigated by using the image space analysis. Linear separation for VVI with matrix inequality constraints is characterized by using the saddle-point conditions of the Lagrangian function. Lagrangian-type necessary and sufficient optimality conditions for VVI with matrix inequality constraints are derived by utilizing the separation theorem. Gap functions for VVI with matrix inequality constraints and weak sharp minimum property for the solutions set of VVI with matrix inequality constraints are also considered. The results obtained above are applied to investigate the Lagrangian-type necessary and sufficient optimality conditions for vector linear semidefinite programming problems as well as VVI with convex quadratic inequality constraints.     

Existence of solutions for fractional differential equations with nonlocal and average type integral boundary conditions

In this paper, we establish sufficient conditions for the existence and uniqueness of solutions for a boundary value problem of fractional differential equations with nonlocal and average type integral boundary conditions. The Leray–Schauder nonlinear alternative, Krasnoselskii’s fixed point theorem and Banach’s fixed point theorem together with Hölder inequality are applied to construct proofs for the main results. Examples illustrating the obtained results are also presented.     

Stability Analysis of nth Order Nonlinear Impulsive Differential Equations in Quasi–Banach Space

Abstract

This article is about Ulam’s type stability of n^th order nonlinear differential equations with fractional integrable impulses. It is a best procession to the stability of higher order fractional integrable impulsive differential equations in quasi–normed Banach space. Different Ulam’s type stability results are obtained by using the definitions of Riemann–Liouville fractional integral, Hölder’s inequality and the beta integral inequality.     

A new proof of an Engelbert–Schmidt type zero–one law for time-homogeneous diffusions

In this paper we give a new proof to an Engelbert–Schmidt type zero–one law for time-homogeneous diffusions, which provides deterministic criteria for the convergence of integral functional of diffusions. Our proof is based on a slightly stronger assumption than that in Mijatović and Urusov (2012a) and utilizes stochastic time change and Feller’s test of explosions. It does not rely on advanced methods such as the first Ray–Knight theorem, William’s theorem, Shepp’s dichotomy result for Gaussian processes or Jeulin’s lemma as in the previous literature (see Mijatović and Urusov (2012a) for a pointer to the literature). The new proof has an intuitive interpretation as we link the integral functional to the explosion time of an associated diffusion process.     

Sturm’s theorem on zeros of linear combinations of eigenfunctions

Motivated by recent questions about the extension of Courant’s nodal domain theorem, we revisit a theorem published by C. Sturm in 1836, which deals with zeros of linear combination of eigenfunctions of Sturm–Liouville problems. Although well known in the nineteenth century, this theorem seems to have been ignored or forgotten by some of the specialists in spectral theory since the second half of the twentieth-century. Although not specialists in History of Sciences, we have tried to put this theorem into the context of nineteenth century mathematics.     

Semicontinuity and convergence for vector optimization problems with approximate equilibrium constraints

This paper mainly intends to present some semicontinuity and convergence results for perturbed vector optimization problems with approximate equilibrium constraints. We establish the lower semicontinuity of the efficient solution mapping for the vector optimization problem with perturbations of both the objective function and the constraint set. The constraint set is the set of approximate weak efficient solutions of the vector equilibrium problem. Moreover, upper Painlevé–Kuratowski convergence results of the weak efficient solution mapping are showed. Finally, some applications to the optimization problems with approximate vector variational inequality constraints and the traffic network equilibrium problems are also given. Our main results are different from the ones in the literature.     

Interpolating inequalities related to a recent result of Audenaert

Audenaert recently obtained an inequality for unitarily invariant norms that interpolates between the arithmetic–geometric mean inequality and the Cauchy–Schwarz inequality for matrices. A refined version of Audenaert’s inequality for the Hilbert–Schmidt norm is given. Other interpolating inequalities for unitarily invariant norms are also presented.     

Optimum Constrained Portfolio Rules in a Diffusion Market

A portfolio selection model is derived for diffusions where inequality constraints are imposed on portfolio security weights. Using the method of stochastic dynamic programming Hamilton–Jacobi–Bellman (HJB) equations are obtained for the problem of maximizing the expected utility of terminal wealth over a finite time horizon. Optimal portfolio weights are given in feedback form in terms of the solution of the HJB equations and its partial derivatives. An analysis of the no‐constraining (NC) region of a portfolio is also conducted.     

Robust best approximation with interpolation constraints under ellipsoidal uncertainty: Strong duality and nonsmooth Newton methods

In this paper we present a duality approach for finding a robust best approximation from a set involving interpolation constraints and uncertain inequality constraints in a Hilbert space that is immunized against the data uncertainty using a nonsmooth Newton method. Following the framework of robust optimization, we assume that the input data of the inequality constraints are not known exactly while they belong to an ellipsoidal data uncertainty set. We first show that finding a robust best approximation is equivalent to solving a second-order cone complementarity problem by establishing a strong duality theorem under a strict feasibility condition. We then examine a nonsmooth version of Newton’s method and present their convergence analysis in terms of the metric regularity condition.     

Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems

In this paper we first establish a Lagrange multiplier condition characterizing a regularized Lagrangian duality for quadratic minimization problems with finitely many linear equality and quadratic inequality constraints, where the linear constraints are not relaxed in the regularized Lagrangian dual. In particular, in the case of a quadratic optimization problem with a single quadratic inequality constraint such as the linearly constrained trust-region problems, we show that the Slater constraint qualification (SCQ) is necessary and sufficient for the regularized Lagrangian duality in the sense that the regularized duality holds for each quadratic objective function over the constraints if and only if (SCQ) holds. A new theorem of the alternative for systems involving both equality constraints and two quadratic inequality constraints plays a key role. We also provide classes of quadratic programs, including a class of CDT-subproblems with linear equality constraints, where (SCQ) ensures regularized Lagrangian duality.     

AZ-Identities and Strict 2-Part Sperner Properties of Product Posets

One of central issues in extremal set theory is Sperner’s theorem and its generalizations. Among such generalizations is the best-known LYM (also known as BLYM) inequality and the Ahlswede–Zhang (AZ) identity which surprisingly generalizes the BLYM into an identity. Sperner’s theorem and the BLYM inequality has been also generalized to a wide class of posets. Another direction in this research was the study of more part Sperner systems. In this paper we derive AZ type identities for regular posets. We also characterize all maximum 2-part Sperner systems for a wide class of product posets.     

对Van Der Corput不等式的加强

有别于研究Van Der Corput不等式的传统方法,利用作者已经证明的最值单调定理,得出了该不等式的又一个新的加强式.它不仅强于现有的许多结果,而且形式美观;同时表明最值单调定理在不等式研究中具有重要的作用。     

Existence results for a class of hemivariational inequality problems on Hadamard manifolds

In this paper, a class of hemivariational inequality problems are introduced and studied on Hadamard manifolds. Using the properties of Clarke’s generalized directional derivative and Fan-KKM lemma, an existence theorem of solution in connection with the hemivariational inequality problem is obtained when the constraint set is bounded. By employing some coercivity conditions and the properties of Clarke’s generalized directional derivative, an existence result and the boundedness of the set of solutions for the underlying problem are investigated when the constraint set is unbounded. Moreover, a sufficient and necessary condition for ensuring the nonemptiness of the set of solutions concerned with the hemivariational inequality problem is also given.     

A remark on the Alexandrov–Fenchel inequality

In this article, we give a complex-geometric proof of the Alexandrov–Fenchel inequality without using toric compactifications. The idea is to use the Legendre transform and develop the Brascamp–Lieb proof of the Prékopa theorem. New ingredients in our proof include an integration of Timorin's mixed Hodge–Riemann bilinear relation and a mixed norm version of Hörmander's $L^2$-estimate, which also implies a non-compact version of the Khovanski?–Teissier inequality.     

Existence of Solutions to Generalized Vector Quasi-variational-like Inequalities with Set-valued Mappings

In this paper, we introduce and study a class of generalized vector quasivariational-like inequality problems, which includes generalized nonlinear vector variational inequality problems, generalized vector variational inequality problems and generalized vector variational-like inequality problems as special cases. We use the maximal element theorem with an escaping sequence to prove the existence results of a solution for generalized vector quasi-variational-like inequalities without any monotonicity conditions in the setting of locally convex topological vector space.     

Existence results for evolutionary inclusions and variational–hemivariational inequalities

We consider an abstract first-order evolutionary inclusion in a reflexive Banach space. The inclusion contains the sum of L-pseudomonotone operator and a maximal monotone operator. We provide an existence theorem which is a generalization of former results known in the literature. Next, we apply our result to the case of nonlinear variational–hemivariational inequalities considered in the setting of an evolution triple of spaces. We specify the multivalued operators in the problem and obtain existence results for several classes of variational–hemivariational inequality problems. Finally, we illustrate our existence result and treat a class of quasilinear parabolic problems under nonmonotone and multivalued flux boundary conditions.