Multiobjective optimization problem with variational inequality constraints

 We study a general multiobjective optimization problem with variational inequality, equality, inequality and abstract constraints. Fritz John type necessary optimality conditions involving Mordukhovich coderivatives are derived. They lead to Kuhn-Tucker type necessary optimality conditions under additional constraint qualifications including the calmness condition, the error bound constraint qualification, the no nonzero abnormal multiplier constraint qualification, the generalized Mangasarian-Fromovitz constraint qualification, the strong regularity constraint qualification and the linear constraint qualification. We then apply these results to the multiobjective optimization problem with complementarity constraints and the multiobjective bilevel programming problem. Received: November 2000 / Accepted: October 2001 Published online: December 19, 2002 Key Words. Multiobjective optimization – Variational inequality – Complementarity constraint – Constraint qualification – Bilevel programming problem – Preference – Utility function – Subdifferential calculus – Variational principle Research of this paper was supported by NSERC and a University of Victoria Internal Research Grant Research was supported by the National Science Foundation under grants DMS-9704203 and DMS-0102496 Mathematics Subject Classification (2000): Sub49K24, 90C29     

A variational formulation for the torsional problem of piezoelastic beams

In this paper a variational formulation is presented for the torsional deformation of homogeneous, linear piezoelectric monoclinic beams. All results of the paper are based on a generalization of the Saint-Venant’s theory of uniform torsion of elastic beams to piezoelastic beams. Variational formulation uses the torsional and electric potential functions as the independent quantities of the considered variational functional. The mechanical meaning of the variational functional defined is also given. Examples illustrate the application of the presented variational formulation. Considered examples are the torsional problem of thin-walled piezoelastic beams with closed cross-section, and the torsion of hollow circular cylinders made of orthotropic piezoelectric material.     

Dynamic Walrasian price equilibrium problem: evolutionary variational approach with sensitivity analysis

Many authors have been devoted to the study of the static general economic equilibrium problem regulated to Walras’ law (see e.g. Arrow and Debreu in Econometrica 22:265–290, 1954; Arrow and Hahn in General competitive analysis, 1991; Arrow et al. in Econometrica 27:82–109, 1959; Border in Fixed point theorems with application to economics and game theory, Cambridge University Press, Cambridge, 1985; Dafermos in Math Programm 46:391–402, 1990; Dafermos and Zhao in Oper Res Lett 10:396–376, 1991; Donato et al. in J Glob Optim, 2007; Hahn in Stability, North Holland, Amsterdam, 1982; Jofré et al. in Math Oper Res, 2007; Nagurney in Network economics—a variational inequality approach, Kluwer, Dordrecht, 1999; Nagurney and Zhao in Network formalism for pure exchange economic equilibria, World Scientific Press, Singapore, 1993; Walker in J Polit Econ 94(4), 1987; Walras in Elements d’Economique Politique Pure, Corbaz, Lausanne, Switzerland, 1874; Zhao in Variational inequalities in general equilibrium: analysis and computation, PhD thesis, Brown University, 1988; and their bibliography). The aim of this paper is to provide a first approach to a particular dynamic general economic equilibrium problem: a Walrasian price equilibrium problem when the data are time-dependent. The equilibrium conditions that describe this pure exchange economic model are expressed in terms of an evolutionary variational inequality, for which existence and sensitivity results are given. Moreover, our problem can be expressed in a common way to many other equilibrium problems.     

On a cubic variational problem

An extremal curve of the simplest variational problem is a continuously differentiable function. Hilbert’s differentiability theorem provides a sufficient condition for the existence of the second derivative of an extremal curve. It is desirable to have a simple example in which the condition of Hilbert’s theorem is violated and an extremal curve is not twice differentiable.In this paper, a cubic variational problem with the following properties is analyzed. The functional of the problem is bounded neither above nor below. There exists an extremal curve for this problem which is obtained by sewing together two different extremal curves and not twice differentiable at the sewing point. Despite this unfavorable situation, an attempt to apply the method of steepest descent (in the form proposed by V.F. Dem’yanov) to this problem is made. It turns out that the method converges to a stationary curve provided that a suitable step size rule is chosen.     

Existence of solutions for variational inequalities on Riemannian manifolds

We establish the existence and uniqueness results for variational inequality problems on Riemannian manifolds and solve completely the open problem proposed in [S.Z. Németh, Variational inequalities on Hadamard manifolds, Nonlinear Anal. 52 (2003) 1491–1498]. Also the relationships between the constrained optimization problem and the variational inequality problems as well as the projections on Riemannian manifolds are studied.     

Embedding methods for solving variational inequalities

Variational inequality problems (VIP) are an important class of mathematical problems that appear in many practical situations. So, it is important to find efficient and robust numerical solution methods. An appealing idea is to embed the VIP into a one-parametric problem which, then, can be solved numerically by a path-following method. In this article, we study two different types of embeddings and we analyse their generic properties. The non-linear complementarity problem and box-constrained VIP are discussed as special cases.     

Stochastic variational inequalities: single-stage to multistage

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.     

Stable monotone variational inequalities

Variational inequalities associated with monotone operators (possibly nonlinear and multivalued) and convex sets (possibly unbounded) are studied in reflexive Banach spaces. A variety of results are given which relate to a stability concept involving a natural parameter. These include characterizations useful as criteria for stable existence of solutions and also several characterizations of surjectivity. The monotone complementarity problem is covered as a special case, and the results are sharpened for linear monotone complementarity and for generalized linear programming.Sponsored by the United States Army under Contract No. DAAG29-80-C-0041 at the University of Wisconsin - Madison and by the National Science Foundation under Grant No. DMS-8405179 at the University of Illinois at Urbana-Champaign.     

On patched variational principles with application to elliptic and mixed elliptic-hyperbolic problems

Summary Variational principles are important tools for the approximate solution of boundary-value problems. There are many types of variational principles, and each has its advantages and disadvantages. In this paper we show how to use a combination of variational principles, each for a given subregion of the underlying region of space, so as to best utilize the chief benefits of the individual principles. Such a patched principle is particularly useful in solving transonic flow problems, where we use different principles in the elliptic and hyperbolic regions. We present the results of some numerical experiments for the Tricomi problem. These seem to indicate that our patched principle, when used in conjunction with the finite element method, leads to accuracy which is second-order in the mesh spacing, as compared to the standard numerical methods of solving this problem, which are only first-order.     

A variational approach to a shape design problem for the wave equation

The problem of determining the optimal damping set for the stabilization of the wave equation may be not well-posed. By means of a vector variational reformulation and use of gradient Young measures, we present a general methodology to relax this kind of problems. From the optimal Young measure associated with the relaxed problem, we obtain information concerning minimizing sequences for the original problem as well as continuity properties of the relaxed cost function. To cite this article: A. Münch et al., C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

An evolution variational inequality related to a diffusion-absorption problem

An implicit non-steady free boundary problem is transformed into a variational inequality, which is solved by means of a semi-discretization technique.     

KAM Stability for a three-body problem of the Solar system

A new (iso-energetic) KAM method is tested on a specific three-body problem “extracted” from the Solar system (Sun-Jupiter + asteroid 12 Victoria). Analytical results in agreement with the observed data are established. This paper is a concise presentation of [2]. Supported by the MIUR projects: “Dynamical Systems: Classical, Quantum, Stochastic” and “Variational Methods and Nonlinear Differential Equations” Received: February 3, 2004     

A nonconvex variational problem related to change of phase

We investigate the elastostatic deformation of a tube whose crosssection is a convex ring . The outer lateral surface is assumed to be held fixed and the inner surface is displaced in the axial direction a uniform distanceh. The problem becomes one of seeking minimizers for a functionalJ(u) = (|u|) dx whereu(x) is the axial displacement and(·) is nonconvex. When is an annulus minimizers are known to exist. We prove existence and nonexistence results by studying a relaxed problem obtained by replacing(|·|) with its lower convex envelope, ^**(|·|). If a minimizer forJ(·) exists it is also a solution to the relaxed problem and this leads to an overdetermined problem in some cases.WhenJ(·) has no minimizer, solutions of the relaxed problem are of interest. We show that the relaxed problem has a unique solution and give detailed information on its structure.This work was partially supported by National Science Foundation Grants DMS-8601515 and DMS-8704368.     

Solutions for a class of singular nonlinear boundary value problem involving critical exponent

In this paper, we consider the existence of multiple solutions for a class of singular nonlinear boundary value problem involving critical exponent in Weighted Sobolev Spaces. The existence of two solutions is established by using the Ekeland Variational Principle. Meanwhile, the uniqueness of positive solution for the same problem is also obtained under different assumptions.     

On a variational problem for radial solutions to extremal elliptic equations

On the ball |x| ≤ 1 of R ^m , m ≥ 2, a radial variational problem, related to a priori estimates for solutions to extremal elliptic equations with fixed ellipticity constant α is investigated. Such a problem has been studied and solved [see Manselli Ann. Mat. Pura Appl. (IV), t. LXXXIX:31–54, 1971] in L ^p spaces, with p ≤ m. In this paper, we assume p > m and we prove the existence of a positive number α ₀ = α ₀(p,m) such that if there exists a smooth function maximizing the problem, whose representation is explicitly determined as in Manselli [Ann. Mat. Pura Appl. (IV), t. LXXXIX:31–54, 1971] This fact is no longer true if 0 < α < α ₀.      

On the existence of solutions to a special variational problem

In this paper we establish an existence and regularity result for solutions to the problem

Existence of solutions to a general geometric elliptic variational problem

We consider the problem of minimising an inhomogeneous anisotropic elliptic functional in a class of closed m dimensional subsets of \({\mathbf {R}}^n\) which is stable under taking smooth deformations homotopic to the identity and under local Hausdorff limits. We prove that the minimiser exists inside the class and is an \(({\mathscr {H}}^m,m)\) rectifiable set in the sense of Federer. The class of competitors encodes a notion of spanning a boundary. We admit unrectifiable and non-compact competitors and boundaries, and we make no restrictions on the dimension m and the co-dimension \(n-m\) other than \(1 \le m < n\). An important tool for the proof is a novel smooth deformation theorem. The skeleton of the proof and the main ideas follow Almgren’s (Ann Math (2) 87:321–391, 1968) paper. In the end we show that classes of sets spanning some closed set B in homological and cohomological sense satisfy our axioms.     

Elementary variational approach to zero-free solutions of a nonlinear eigenvalue problem

A variational approach is employed for obtaining zero-free solutions of a nonlinear eigenvalue problem that appears in several recent studies. Our proofs are elementary but our results are sharp and yield corrections to several existing assertions in the literature.