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356 (2009) 168–178

Contents lists available at ScienceDirect

Journal of Mathematical Analysis and Applications

www.elsevier.com/locate/jmaa

**Duality in ε -variational inequality problems
**

C.S. Lalitha a , Guneet Bhatia b,∗

a

Department of Mathematics, Rajdhani College, University of Delhi, Raja Garden, New Delhi 110015, India

b

Department of Mathematics, University of Delhi, Delhi 110007, India

a r t i c l e i n f o a b s t r a c t

**Article history: In this paper a general analysis of duality for an extended ε -variational inequality problem
**

Received 3 March 2008 based on the notions of ε -convexity and ε -conjugacy is performed. Optimal solutions of

Available online 4 March 2009 both the primal and dual problems are also related to the saddle point of an associated

Submitted by H. Frankowska

Lagrangian. Gap functions for these problems are proposed. An existence theorem for the

Keywords:

extended ε -variational inequality is also established by means of the KKM lemma.

ε -Variational inequality © 2009 Elsevier Inc. All rights reserved.

ε -Convexity

ε -Conjugacy

Duality

Gap function

Lagrangian

Saddle point

1. Introduction

Duality plays a crucial role in the theory of optimization as dual problem sometimes has a simpler structure than the

primal problem. Existence of an optimal solution of dual provides a certiﬁcate of optimality for primal. When the solution

set of primal problem is empty whereas that of dual is not empty it is more relevant to apply numerical methods to the dual

problem to obtain information regarding the optimal value of the primal. The powerful duality results in linear programming

and complementarity problems sparked of a great deal of interest in the duality theory for variational inequality problems.

Duality for an extended variational inequality problem was ﬁrst investigated by Mosco [1], wherein the notion of Fenchel

transform of the convex function was employed. Invariably, a convexity assumption was required in the study as the ap-

proach was based on conjugate duality. Given an injective map A from Hausdorff topological vector space X to its dual X ∗

and a proper convex lower semicontinuous f : X → R̄, the problem considered by Mosco [1] is to ﬁnd x0 ∈ X such that

0

(VI) A x , x − x0 f x0 − f (x) for all x ∈ X .

A dual was formulated in terms of the inverse A −1 of A and the Fenchel conjugate f ∗ of f , and the duality was established

using the notion of subdifferentials. Motivated by this work, several researchers have intensively studied the various aspects

of duality in variational inequalities, see [2–6] and the references cited therein. In particular, Chen, Goh and Yang [3] not only

provided an alternate proof for the duality result established by Mosco [1] they also employed the duality to describe gap

functions for the primal and dual variational inequality problems. They related the problems with the help of dual Fenchel

optimization problems. It was also pointed out by Chen, Goh and Yang [3] that to understand the duality of variational

inequality problems in its full generality, it is more expedient to study the extended variational inequality problems.

* Corresponding author.

E-mail addresses: cslalitha@rediffmail.com (C.S. Lalitha), guneet172@yahoo.co.in (G. Bhatia).

**0022-247X/$ – see front matter © 2009 Elsevier Inc. All rights reserved.
**

doi:10.1016/j.jmaa.2009.02.041

The main motive of our study is to discuss the duality aspects of an extended ε -variational inequality problem. Luc and Théra [9]. u ) = sup u . Gap functions are proposed for the two problems and the value of the gap functions at the solution point is also characterized in terms of the ε -subdifferential of f and the subdifferential of the ε -conjugate of f . Refer to Jofré. Deﬁnition 2. ε -Convex functions The purpose of the present section is to deﬁne and discuss the notions of ε -convexity and ε -conjugacy. 1] f λx + (1 − λ) y λ f (x) + (1 − λ) f ( y ) + ε λ(1 − λ)x − y . thus when ε = 0 and T is a single-valued map our problem reduces to (VI) in ﬁnite dimensional space. Let f : R n → R̄ be an ε -convex function with ε 0 and x0 ∈ R n be ﬁxed. Deﬁnition 2. This construction. Saddle points of an associated Lagrangian are characterized in terms of solutions of the two variational inequality problems. is a generalization of the problem (VI) in a ﬁnite dimensional setting. Lalitha. Recently.S. Hearn [12] discussed the gap function of a convex optimization problem and interpreted “gap” as the difference between the cost function and the maximum of its Wolfe dual. Employing this notion along with ε -conjugacy enables us to prove the duality results for ε -variational inequality in a lucid manner and at the same time relax the notion of convexity and conjugacy usually associated with study of duality in extended variational inequality. is an ε -convex function with ε = 2 but is not convex. Saddle point of the Lagrangian ensures the existence of solution of a variational inequality and its dual. x − f (x) − ε x − x0 x∈ R n for every u ∈ R n . Luc and Théra [8].2. 2. The extended ε -variational inequality problem. They observed that the nec- essary conditions for approximately eﬃcient elements of vector optimization problems in a linear topological space could be viewed as vector valued ε -variational inequalities. In Section 4 gap functions are introduced for both the problems and certain characterizations are obtained for optimality in terms of gap functions and subdifferentials. which shall serve as the principle tools of our study.5. Remark 2. ε -conjugacy and ε -subdifferentiability.14] and references cited therein. G. The knowledge of the solution sets of the ε -variational inequality problems plays a crucial role in the study of well-posedness and stability of variational inequalities. Li and Huang [11] derived a saddle point suﬃcient condition using the generalized gap functions. Section 2 deals with the notions of ε -convexity.1. In many practical applications. In the last section an existence theorem for the ε -variational inequality problem is derived by employing the KKM lemma. involved in the ε -variational inequality problem and the ε - subdifferential of f at x0 . which appears to be more appropriate in the study of ε -variational inequality problems. We now recall the notions of ε -conjugate functions and ε -subdifferentials introduced by Ngai. C. Castellani and Kassay [15]. Luc and Théra [8] for further properties of ε -convexity and relation between ε -convexity and ε -monotoni- city. y ∈ R n and λ ∈ [0. The nonemptiness is characterized dually using the inverse of the map T and the subdifferential of the ε -conjugate of f . In Section 3 duality results are established for an extended ε -variational inequality problem and its dual. Anal. motivated by the work of Bigi. Math. the functions involved may not always be convex and hence it is imperative to derive duality results for the variational inequality problems in the absence of Jofré. considered in this paper. that is ε -convexity.1. The paper is organized as follows. We ﬁrst justify the formulation of the dual and then establish duality results for the extended ε -variational inequality problem involving an ε -convex function f using the notion of ε -conjugacy. Luc and Théra [9] carried forward the study ε -convex functions by introducing two new notions associated with this class namely that of ε -conjugate functions and ε -subdifferentials. In the end an existence theorem specifying the conditions required to guarantee a solution of the extended variational inequality problem is given. Mastroeni [10] showed that the saddle point conditions of suitable functions provide necessary and suﬃcient conditions for the existence of solutions of variational inequality problem and an associated problem. helps to provide a dual in a natural way and also extends the duality results of Mosco [1] and Chen. An ε -conjugate function of f at x0 is deﬁned as f x∗0 (ε . A function f : R n → R̄ = R ∪ {+∞} is said to be ε -convex with ε 0 if for every x. Moreover we use the relaxed notion of convexity. A Lagrangian is proposed and saddle point of the Lagrangian is related with the solutions of the ε -variational inequality problem and its dual. introduced by Jofré. A solution x0 of an extended ε -variational inequality problem is ﬁrst characterized in terms of the solution of a parametric optimization problem and the nonemptiness of the intersection of the negative image of the set-valued map T . Goh and Yang [3]. Ngai. Every convex function is ε -convex for each ε 0. . Since then several researchers have developed gap functions for various variational inequality problems. A numerical example is also given to illustrate the results of this paper. The function f (x) = −|x|. Duality results ensure the existence of a solution of the dual extended variational inequality problem under appropriate conditions. A set-valued injective map T replaces the map A. The concept of gap function for variational inequalities was initiated by Auslender [13]. Luc and Théra [8] introduced a new class of non-convex functions namely ε -convex functions. 356 (2009) 168–178 169 The notion of ε -variational inequalities was ﬁrst introduced by Henkel and Tammer [7]. Appl. see [3. Bhatia / J. However an ε -convex function need not be convex.

(2. x∗ ) = x∗ .) If f is a proper lower semicontinuous ε -convex function. . Lemma 2.) is given as f x∗∗ ∗ 0 (ε . G. Many interesting properties of ε -conjugate functions and ε -subdifferentials are established by Ngai. u ) . y ∗ ). f x∗0 (ε . x∗ . For the aﬃne function considered above ∂ ε f (x0 ) = [a − ε . ∂ ε f x0 = ∂ f x0 where ∂ f (x0 ) = {x∗ ∈ R n : f (x) − f (x0 ) x∗ . x − x0 . f x∗0 (ε . ⎩ +∞ otherwise. is the Fenchel conjugate of f at u. y ∗ − x∗ . Theorem 2. y ∗ − x∗ . x − f (x)}. . If x0 ∈ ∂ f x∗0 (ε . then for all x. x∗ ) x0 .) is a convex function and its Fenchel Legendre conjugate denoted by f x∗∗ 0 (ε . x∗ ) x. x . ∀x ∈ R n } is the subdifferential of f at x0 . We require the following results in the sequel. . Proposition 2. If f is a proper lower semicontinuous ε -convex function and for x∗ ∈ dom f x∗0 (ε .1) As an illustration the ε -conjugate function of an aﬃne function f (x) = ax − b. u ) − u . x∗ ) = x ∈ R n : f x∗0 (ε . that is for every y ∗ ∈ R n we have x0 . b if u = a. u ∈ R n the following generalized Young’s inequality holds f (x) + f x∗0 (ε .3. An ε -subdifferential of f at x0 ∈ dom f = {x ∈ R n : f (x) < +∞} is deﬁned as ∂ ε f x0 = x∗ ∈ R n : f (x) − f x0 x∗ . 356 (2009) 168–178 It may be observed that an ε -convex is convex when ε = 0 and for each for u ∈ R n f x∗0 (0. y ∗ ) − f x∗0 (ε .) Let f : R n → R̄ be an ε -convex function with ε 0. x∗ − f x∗0 (ε . a + ε ] which reduces to the set {a} when ε = 0. y ∗ ) − f x∗0 (ε .) If f is a proper lower semicontinuous ε -convex function. Lemma 2. f (x) − f ∗∗ (ε . Anal. x0 Corollary 2. It is obvious that f x∗0 (ε . When ε = 0. Deﬁnition 2. u∈ Rn Clearly for every x.) ∂ f x∗0 (ε . Corollary 2.1. x) ε x − x0 . x∗ ) = x0 .170 C.1(iv)]. b ∈ R is given as ⎧ ⎪ b + ε x0 if u − a = ε . u ) = +∞ otherwise which coincides with f ∗ (u ). If f is a proper lower semicontinuous ε -convex function and x0 ∈ R n . Bhatia / J. Appl. x∗ ) if and only if f (x0 ) + f x∗0 (ε . x + ε x − x0 0.3]. Math.1. then x∗ ∈ ∂ ε f (x0 ) if and only if f (x0 ) + f x∗0 (ε . u ) = f ∗ (u ) where f ∗ (u ) = supx∈ R n {u . x∗ ) then for every y ∗ ∈ R n we have f x∗0 (ε .S.2. a ∈ R. x − x0 − ε x − x0 . ∀ y ∗ ∈ R n then x0 ∈ ∂ f x∗0 (ε . . then 0 f x0 = f x∗∗ 0 ε. Proof. Luc and Théra [9]. which is the subdifferential of f at x0 . ∀x ∈ R n . Lalitha. y ∗ − f x∗0 (ε . x0 ∈ R n .2. x − f x0 (ε . (See [9. x) = sup u . (See [9. u ) = ⎪ (u − a)x0 + b ⎪ if −ε < u − a < ε . ⎪ ⎨ b − ε x0 if u − a = −ε . x∗ ) x0 . (See [9]. It may be observed that when ε = 0. x0 .

Theorem 3. The following statements are equivalent: (a) x0 is a solution of (EVIP)ε with t 0 ∈ T (x0 ). Clearly x0 ∈ dom f if x0 solves (EVIP)ε . C. Given a set-valued map T : R n ⇒ R n and an extended real-valued proper ε -convex function f : R n → R̄. 356 (2009) 168–178 171 which further implies 0 x0 . In the following theorem we relate the solution x0 of (EVIP)ε with the optimal solution of a parametric optimization problem and to the ε -subdifferential of f at x0 . we ﬁrst introduce an extended ε -variational inequality problem and formulate its dual using the notion of ε -conjugacy. (b) x0 ∈ ∂ f x∗0 (ε . x − x0 + f (x) + ε x − x0 where t 0 ∈ T (x0 ). If f is a proper lower semicontinuous ε -convex function then the following are equivalent: (a) x∗ ∈ ∂ ε f (x0 ). Bhatia / J.1. (c) f (x0 ) + f x∗0 (ε . x − x0 f (x0 ) − f (x) − ε x − x0 for every x ∈ R n . x . x∗ ). G.S. Since f (x0 ) = f x∗∗ 0 0 ∗ ∗ 0 ∗ 0 (ε . 2 Corollary 2. Appl. x∗ ) = x∗ . x∗ − f x∗0 (ε . x . x∗ ) = f x∗∗ 0 ε. The converse implication follows by retracing the steps back- wards. t 0 ))ε Minimize t 0 . x0 . 3.3. Duality and saddle point criteria In this section. Math. An extended ε -variational inequality problem is to ﬁnd x0 ∈ R n and t 0 ∈ T (x0 ) such that (EVIP)ε t 0 . Lalitha. (b) x0 is a solution of the following parametric optimization problem (P(x0 . (c) − T (x0 ) ∩ ∂ ε f (x0 ) . Anal. x ) we have f (x ) + f x0 (ε . x ) = x .

Now ∂ g (x0 ) = {t 0 }. is equivalent to 0 ∈ ∂( g + h) x0 where g (x) = t 0 . [4]) that a set-valued map T : R n ⇒ R n is injective if for any x1 .= φ . Our next aim is to derive a dual formulation of (EVIP)ε in relation with the above equivalent form. In this context we ﬁrst recall (see Lee et al. We observe that x0 ∈ R n is a solution of (EVIP)ε if and only if there exists t 0 ∈ T (x0 ) such that for every x ∈ Rn . t 0 ))ε where t 0 ∈ T (x0 ). Since g is a differentiable function the above condition implies that 0 ∈ ∂ g x0 + ∂ h x0 . x − x0 and h(x) = f (x) + ε x − x0 . (b) ⇔ (c). and ∂ h(x0 ) = ∂ ε f (x0 ) and hence −t 0 ∈ ∂ ε f x0 . x − x0 + f (x) + ε x − x0 f x0 that is x0 is a solution of (P(x0 . (p2) −t 0 ∈ ∂ ε f (x0 ). 2 Condition (c) of the above theorem permits us to formulate (EVIP)ε in the following equivalent form: Find x0 ∈ R n such that there exists t 0 ∈ R n with (p1) t 0 ∈ T (x0 ). t 0 ))ε for t 0 ∈ T (x0 ). Proof. (a) ⇔ (b). t 0 . The fact that x0 is a solution of (P(x0 .

for u ∈ − Range T = Domain T . (3.= x2 . It can be observed that if a set-valued map T : R n ⇒ R n is injective then T −1 is single-valued. For an injective map T the inverse map T −1 : Range T → R n is such that x ∈ T −1 (u ) if and only if u ∈ T (x). we have T (x1 ) ∩ T (x2 ) = φ .1) . The adjoint map T : − Range T → R n of T is deﬁned as T (u ) = − T −1 (−u ).

x − f (x) − ε x − x0 .1) and f x∗0 (ε . Math. Using (3. Suppose on the contrary u 0 does not solve (DVIP)ε then there exists some ū ∈ R n such that T u 0 . Appl.172 C. ū < 0 which contradicts the generalized Young’s inequality (2. x − x0 f x0 − f (x) − ε x − x0 for every x ∈ R n . u 0 x0 . Again as T is injective therefore for u 0 ∈ − T (x0 ) we have T (u 0 ) = −x0 and hence x0 . ū − u 0 < f x∗0 ε . it follows that 0 x0 . x . Anal.S. ū ). ū ).3) It can be seen that u 0 ∈ − T (x0 ) solves (DVIP)ε .4) . then x0 solves the problem (EVIP)ε if and only if there exists u 0 ∈ − T (x0 ) such that it solves the problem (DVIP)ε . The above condition amounts to the optimality conditions of the parametric optimization problem (D(x0 . ū ) − x0 . The dual (DVIP)ε extends the dual developed by Mosco [1] and Chen. Let u 0 = −t 0 ∈ − T (x0 ) then for every x ∈ R n . (d2) x0 ∈ ∂ f x∗0 (ε . u − u 0 f x∗0 ε .2) Using (3. Using the notion of ε -conjugacy we have f x∗0 ε. u 0 − f x∗0 (ε. u 0 − f x∗0 ε . We however provide a formal proof to ascertain this fact in the following theorem. Goh and Yang [3]. u − u 0 f x∗0 ε .3 we formulate the dual form of (EVIP)ε in relation to conditions (p1) and (p2) as follows: Find t 0 ∈ R n such that there exists x0 ∈ R n with (d1) −x0 = T (−t 0 ). Bhatia / J. u − f x∗0 (ε .) be the ε -conjugate f . u ) for every u ∈ R n . Conversely. Hence. If T : R n ⇒ R n is an injective map and f : R n → R̄ is a proper lower semicontinuous ε -convex function. u 0 − f x∗0 (ε .2. Theorem 3. u − u 0 + f x∗0 (ε . If x0 solves (EVIP)ε then there exists t 0 ∈ T (x0 ) such that t 0 . u ). T u 0 .3) we have f x0 + f x∗0 (ε .2) and Corollary 2. 356 (2009) 168–178 Here we may observe that t 0 ∈ T x0 ⇔ x0 = T −1 t 0 ⇔ −x0 = T −t 0 . The dual extended ε -variational inequality problem is to ﬁnd u 0 ∈ − Range T = Domain T such that (DVIP)ε T u 0 . u 0 = u 0 . u ). Lalitha. u 0 − f x∗0 ε . x0 − f x0 u 0 . The above two conditions are equivalent to the fact that 0 ∈ T u 0 + ∂ f x∗0 ε. we have u 0 . ū − u 0 < f x∗0 ε. Hence we formally introduce the dual to the given extended ε -variational inequality problem (EVIP)ε in terms of the adjoint function and the ε -conjugate of f corresponding to a ﬁxed x0 ∈ R n . . u 0 ))ε Minimize T (u 0 ). (3. −t 0 ). Proof. Since T is injective therefore for u 0 ∈ − T (x0 ) we have T (u 0 ) = −x0 and hence −x0 .1) for x = x0 and u = ū. u 0 − f x∗0 (ε . (3. Given T : − Range T → R n be as deﬁned in (3. u ) for every u ∈ R n . The approach used to formulate (DVIP)ε indicates that it is a dual of the variational inequality problem (EVIP)ε . x0 − f x0 . (3. u0 where u 0 = −t 0 . G. u 0 − f x∗0 (ε . let u 0 ∈ − T (x0 ) be a solution of (DVIP)ε then for every u ∈ R n . u 0 = f x∗∗ 0 ε.

L (x0 .S.2 we can ﬁnd some u 0 ∈ − T (x0 ) = {−1. (3. u ∈ R n . then for every x ∈ R n . ⎩ u−2 if 3 < u .ε) x. 1} which solves the dual problem (DVIP)ε . Proof. u 0 ) is a saddle point of L (x0 .3. u ∈ R n . x0 solves (EVIP)ε if and only if there exists u 0 ∈ R n such that (x0 .ε) . u 0 = f (x) + ε x − x0 + t 0 . In particular for t 0 = −u 0 we have u 0 . u 0 = f x0 . u L (x0 . Let T : R ⇒ R and f : R → R̄ be deﬁned as T (x) = {e −x . C.t 0 . u0 which contradicts (3. u 0 ) is a saddle point of L (x0 .4) as f (x0 ) = f x∗∗ 0 0 (ε . It can be observed here that u 0 = 1 actually solves (DVIP)ε .1.t 0 . the ε -conjugate of f at x0 = 0 with ε = 1 is given as ⎧ ⎪ −u if u 0. u ) = ⎪ ⎪ ( u − 1)2 / 4 if 1 < u 3.ε) if for every x. Lalitha. Appl. For this purpose we consider the Lagrangian L (x0 . If x0 solves (EVIP)ε then it solves (P(x0 . u 0 .1.t 0 . L (x0 . u 0 L (x0 . we have L (x0 . we have t 0 . It is evident that x0 = 0 is a solution of the (EVIP)ε with t 0 = −1. 2 We now illustrate the above theorem by means of the following example. −e −x } and ⎧ 2 ⎨ −x if −1 x < 0. G.6) Using (3. u = f x0 for every u ∈ R n .7) that (x0 .7) and hence x0 solves (EVIP)ε . Example 3. We conclude this section by relating saddle point of an appropriate Lagrangian with the solutions of the problems (EVIP)ε and (DVIP)ε . f x∗0 (ε . Math. x̄ − f (x̄) − ε x̄ − x0 . Bhatia / J.6) we have u 0 .t 0 . u ) = f (x) + ε x − x0 − u . Anal.5) Also. (3. x̄ − f (x̄) − ε x̄ − x0 f x∗0 ε .t 0 . T is an injective set-valued map and f is a proper lower semicontinuous ε -convex function with ε = 1.ε) x0 . u 0 .7) Since for u 0 = −t 0 L (x0 . u 0 ) is said to be a saddle point of the Lagrangian L (x0 .t 0 . x − x0 for every x ∈ R n . u 0 which implies (3. L (x0 .ε) x. x0 − f x0 < f x∗0 ε. Clearly. Deﬁnition 3. x0 − f x0 < u 0 . 356 (2009) 168–178 173 Suppose that x0 does not solve (EVIP)ε then there exists some x̄ ∈ R n such that for every t 0 ∈ T (x0 ).t 0 .t 0 .ε) with u 0 = −t 0 .ε) x0 . u 0 . x̄ − x0 < f x0 − f (x̄) − ε x̄ − x0 . Conversely if (x0 . Moreover.ε) x0 .t 0 .t 0 . u 0 ) is a saddle point of L (x0 .ε) .ε) (x.t 0 . A pair (x0 . ⎩ +∞ otherwise. f (x) = x2 if 0 x 1.t 0 .t 0 . x ).ε) given by L (x0 . u 0 L (x0 . 2 . t 0 ))ε hence t 0 . Then in accordance with the results of the Theorem 3. ⎪ ⎨ 0 if 0 < u 1.ε) x. x − x0 + f (x) + ε x − x0 f x0 .ε) x0 . (3. Theorem 3.ε) x0 . it follows from (3.5) and (3. x − x0 for every x.t 0 .

t ) = sup t . x − x + f (x) − f (x) − ε x − x = 0. u ) = x2 + ε |x − x0 | − u (x − x0 ) if 0 x 1. Consider a set-valued map T : R n ⇒ R n and an extended real-valued proper ε -convex function f : R n → R̄. Also since t 0 ∈ T (x0 ) and T is injective it is clear that u 0 = −t 0 . 2 For the generalized variational inequality problem considered in Example 3. t 0 ) = 0.ε) . y − x0 for every y ∈ R n .ε) (x. ⎩ +∞ otherwise.2. u = 0 for every u ∈ R n . If ψ ε (x0 ) = 0 then there exists some t 0 ∈ T (x0 ) such that ϕ ε (x0 . Conversely if x0 solves the problem (EVIP)ε then we can see that ψ ε (x0 ) 0. Bhatia / J. Finally.t 0 . t 0 = −1 and ⎧ 2 ⎨ −x + ε |x − x0 | − u (x − x0 ) if −1 x < 0. From Theorem 3.1. u = x2 if 0 x 1. 356 (2009) 168–178 Theorem 3.t 0 . L (x0 . results relating the primal and dual gap functions are provided which reaﬃrm the duality relationship between the two problems. we propose gap functions for the extended ε -variational inequality problem (EVIP)ε and its dual. x − y + f (x) − f ( y ) − εx − y . Here ε = 1. y ∈ R n and t ∈ T (x). t ). G. Hence the conclusion follows using Theorem 3. x0 = 0 and u 0 = 1 L (x0 . y∈ Rn which implies that f x0 − f ( y ) − ε x0 − y t 0 . ⎧ 2 ⎨ −x − 2x if −1 x < 0. Anal. Thus x0 solves the problem (EVIP)ε . u 0 ) is a saddle point of L (x0 . 0 L (x0 .174 C. (4. Appl.4.2) t ∈ T (x) Theorem 4. 4. Neces- sary and suﬃcient conditions for the existence of solutions of (EVIP)ε and its dual are derived. u 0 = 0. since ψ ε (x) 0 for all x ∈ R n it follows that ψ ε (x0 ) = 0. We now introduce a gap function for the extended ε -variational inequality problem (EVIP)ε . t ) = sup t . 2 . For any x. that is 0 sup t 0 . Math. It is obvious that ψ ε (x) 0 for every x ∈ R n as ϕ ε (x. ψ ε is a gap function for the problem (EVIP)ε .ε) x0 .t 0 . ⎩ +∞ otherwise.t 0 . x − y + f (x) − f ( y ) − εx − y y∈ Rn t . Clearly (x0 . Also. u 0 solves (DVIP)ε if and only if x0 = T −1 (−u 0 ) solves (EVIP)ε . (4. We recall that the deﬁning properties of a gap function g (x) are as follows: (i) g (x) 0 for every x ∈ R n . Also for ε = 1.t 0 . we deﬁne two mappings n ϕ ε : R n × 2 R → R̄ and ψ ε : R n → R̄ as follows ϕ ε (x.ε) x0 . Proof.1.ε) . x0 = 0 is a solution of (EVIP)ε and u 0 = 1 is a solution of (DVIP)ε .S. Proof. Throughout the whole section. Gap functions In this section. x0 − y + f x − f ( y ) − ε x0 − y = 0.3.ε) x.t 0 . we assume that T has nonempty compact values. (ii) g (x0 ) = 0 if and only if x0 solves the problem. Lalitha. u 0 solves (DVIP)ε if and only if exists x0 ∈ R n such that (x0 . u 0 ) is a saddle point of L (x0 . L (x0 .1) y∈ Rn ψ ε (x) = inf ϕ ε (x.

it follows that x0 solves the problem (EVIP)ε and therefore ψ ε (x0 ) = 0 as in the converse part of Theorem 4. Also since θ ε (u ) 0 for all u ∈ R n therefore we have θ ε (u 0 ) = 0. 2 . u ) − f x∗0 (ε . Since θ ε (u 0 ) = 0 it follows that sup T u 0 . 356 (2009) 168–178 175 We now deﬁne a gap function θ ε : R n → R̄ for the dual extended ε -variational inequality problem (DVIP)ε as follows θ ε (u ) = sup T (u ). 2 We now provide a characterization for optimality of the extended ε -variational inequality problem (EVIP)ε and its dual problem (DVIP)ε . then it follows that sup T u 0 . v − f x∗0 (ε . v ∈ Rn that is f x∗∗ 0 ε. u ) − f x∗0 (ε . G. it follows that there exists u 0 ∈ − T (x0 ) such that u 0 solves the problem (DVIP)ε . It is obvious that θ ε (u ) 0 for all u ∈ R n as sup T (u ). If T is an injective map and f is a proper lower semicontinuous ε -convex function then for x0 ∈ R n . v ) = 0. u − v + f x∗0 (ε .1. (a) ⇒ (b). Lalitha.2. u ) − f x∗0 (ε . u 0 ) = x0 . x − f (x) − ε x − x0 for every x ∈ R n . u − v + f x∗0 (ε . Anal. which implies that u 0 solves the problem (DVIP)ε . u ) = 0. u 0 = 0. x − x0 f x0 − f (x) − ε x − x0 for t 0 = −u 0 ∈ T (x0 ) and every x ∈ R n . (c) f (x0 ) + f x∗0 (ε . v ) T (u ). v ) + f x∗0 ε . u 0 − v + f x∗0 ε . u 0 − v + f x∗0 ε . (b) θ ε (u 0 ) = 0. This further implies that t 0 . u 0 − f x∗0 (ε . u 0 − v + f x∗0 (ε .2 it follows that θ ε (u 0 ) = 0. Math. v ) 0. v ) = 0. C.3) v ∈ Rn Theorem 4. u 0 − x0 . v ∈ Rn which implies that sup x0 . Proof. Using Theorem 3. we have x0 . u − u + f x∗0 (ε . u 0 . u 0 − f x∗0 (ε . Hence. u 0 ) = x0 .2. u 0 − f x0 = f x∗0 ε . Conversely if u 0 solves the problem (DVIP)ε then we can prove that θ ε (u 0 ) 0. (4.S. Hence by Theorem 4. (c) ⇒ (a). Theorem 4. v ∈ Rn that is for every v ∈ R n . Appl.3. u 0 . u 0 . u 0 ) − f x∗0 (ε . θ ε is a gap function for the problem (DVIP)ε . v ∈ Rn If θ ε (u 0 ) = 0. we conclude that f x0 + f x∗0 ε . u 0 ∈ − T (x0 ) the following assertions are equivalent: (a) ψ ε (x0 ) = 0. u 0 − f x∗0 (ε . u 0 u 0 . T u 0 . v ∈ Rn Since T is an injective map therefore for u 0 ∈ − T (x0 ) we have T (u 0 ) = −x0 and hence sup −x0 . v ) = 0. u 0 − v + f x∗0 ε . u 0 − x0 . Since f (x0 ) + f x∗0 (ε . u 0 = 0. Using Corollary 2.1. u 0 = x0 . Proof. Bhatia / J. v ) . Since ψ ε (x0 ) = 0 it follows that x0 solves the problem (EVIP)ε . (b) ⇒ (c). x0 + f x∗0 ε.

. u 0 ∈ − T (x0 ) each of the assertion (a)–(c) is also equivalent to either of the following: (d) u 0 ∈ ∂ ε f (x0 ). u 0 − v + f x∗0 ε . v v∈R = sup − f x∗0 (ε .1. we have ψ ε x0 = min{0.S. u 0 .−1} y ∈ R Since ⎧ ⎪ −t − 2 if t −3.1 also hold in this case. ⎩ t if 0 < t . x2 . For the map T considered in Example 3. Anal.1. . .1. x2 . u 0 ) = {0} the assertions (d) and (e) of Corollary 4. . x p }. 2 Corollary 4. p conv{x1 . . t ∈{1. . ⎪ ⎨ (t + 1)2 /4 if −3 < t −1. . . The following Knaster Kuratowski and Mazurkiewicz (KKM) lemma [16] is required to establish the existence of solution of the variational inequality problem (VIP). . u 0 − f x∗0 ε . It follows using Theorems 3. Also T is upper semicontinuous on R n if T is upper semicontinuous at every x ∈ R n . v∈R Moreover for x0 = 0 and u 0 = 1 the following relation holds f x0 + f x∗0 ε . Since ∂ ε f (x0 ) = [0. x2 . x p } ⊆ T (xi ). 356 (2009) 168–178 Corollary 4.t 0 . It follows using Corollary 2. Also for ε = 1 ψ ε x0 = inf sup t . T (u ) = log(−u ) if u < 0. Existence theorem for ε -variational inequality problem In this section we present an existence theorem for the solution of extended ε -variational inequality problem (EVIP)ε . 5. If T is an injective map and f is a proper lower semicontinuous ε -convex function then for x0 ∈ R n . . the map T : R \ {0} → R is log u if u > 0. Proof. . u 0 ). x p } denotes the convex hull of {x1 . Bhatia / J. .3 and 4. (e) x0 ∈ ∂ f x∗0 (ε . x p } of R n . 2 For the generalized variational inequality problem considered in Example 3.ε) . u 0 ) is a saddle point of L (x0 . u 0 = x0 . x2 . x0 = 0 is a solution of (EVIP)ε and u 0 = 1 is a solution of (DVIP)ε . We ﬁrst recall that a set-valued map T : R n ⇒ R n is called a KKM map if for every ﬁnite subset {x1 . . x0 − y + f x0 − f ( y ) − ε x0 − y t ∈ T (x) y ∈ R = inf sup −t y − f ( y ) − ε | y | . v ) = 0. 1} = 0. Hence for u 0 = 1 we observe that θ ε u 0 = sup T u 0 . . Math.3. Proof. Lalitha. If T is an injective map and f is a proper lower semicontinuous ε -convex function then for x0 ∈ R n . . . G. 1] and ∂ f x∗0 (ε .2.1.176 C. u 0 ∈ − T (x0 ) each of the assertion (a)–(e) is also equivalent to the following (x0 . sup −t y − f ( y ) − ε | y | = y∈ R ⎪0 ⎪ if −1 < t 0. Appl. . i =1 where conv{x1 . We ﬁrst recall that a set-valued map T : R n ⇒ R n is upper semicontinuous at x ∈ R n if for any neighborhood N of the set T (x) there exists a neighbourhood M of x such that T ( M ) ⊆ N.

Bhatia / J. C. Math. G. Appl. 356 (2009) 168–178 177 lemma].S. Lalitha.) If the set-valued map T : R ⇒ R is a KKM map. Anal. KKM at least one x ∈ R n then x∈ R n T (x) . T (x) is closed for all x ∈ R and is compact for n n n Lemma 5. (See [16.1.

i =1 αi = 1.4) n for n suﬃciently large. let {xn } be a sequence in G (u ) such that xn → x as n → ∞. which implies that G (u ) is closed for each u ∈ R n . xi − x − ε xi − x. For each u ∈ R n deﬁne the set-valued map G : R n ⇒ R n as G (u ) = x ∈ R n : ∃t ∈ T (x) such that t . i = 1. Now taking limit in (5.3) it is obvious that x ∈ G (u ). Consequently for every x∗ ∈ ∂ ε f (x) we have f (xi ) − f (x) x∗ . i =1 i =1 Then. Thus there exists tn0 ∈ T (x). u ∗ − x < f (x) − f (u ∗ ) − ε x − u ∗ (5. 2. Since T is compact valued at x. . . . As δ > 0 is arbitrary it follows that tnk → t. 1]. Since T is upper semicontinuous at x ∈ R there exists a neighbour- 0 0 n hood M of x such that T ( M ) ⊆ N. 2.1. . n we shall prove that G (u ) is a KKM-map. xi ∈ R . let N = {t: t − t < δ . .= φ . Since ni=1 αi xi = x and ni=1 αi = 1. Suppose on the contrary G (u ) is not a KKM map then there exists αi ∈ [0. t . ∗ and hence G (u ) is a compact set as it is a closed subset of the compact set D. u − x f (x) − f (u ) − ε u − x . (5. The lower semicontinuity and ε -convexity of f at x ensures that it is locally Lipschitz at x (proof of this assertion is analogous to that of Proposition 3. for some t ∈ T (x)}. (5. Hence there exists a subsequence {tnk } of the sequence {tn } which using (5. αi (xi − x) < 0 i =1 i =1 for every x∗ ∈ ∂ ε f (x). then the problem (EVIP)ε is solvable. . Assume that f : R n → R is a lower semicontinuous ε -convex function and T : R n ⇒ R n is a upper semicontinuous map having compact values. Firstly. We will now show that G (u ) is closed for each u ∈ R n . αi (xi − x) + x∗ . . we have n n t . . Theorem 5. Multiplying by αi and summing over all i. for n suﬃciently large. i = 1. For suﬃciently large n we observe that xn ∈ M and hence T (xn ) ⊆ N. n such that n n n αi xi = x ∈/ G (xi ). u − xn f (xn ) − f (u ) − ε u − xn . For an arbitrary u ∈ R n . The nonemptiness of ∂ ε f (x) follows as Clarke subdifferential of f at x is a subset of ∂ ε f (x) (see Proposition 4. xi − x < f (x) − f (xi ) − ε xi − x. If there exists a nonempty compact subset D of R n and u ∗ ∈ D such that t . xi − x < 0. there exists a subsequence {tn0k } of the sequence {tn0 } such that tn0k → t with t ∈ T (x). which together with (5. xi − x + x∗ . n. we have a contradiction.2) implies that t . Then there exists tn ∈ T (xn ) such that tn . Moreover condition (5.2 in [9]) and hence the Clarke subdifferential f at x is a nonempty set (see [17] for more details). Now using KKM lemma it follows that u ∈ R n G (u ) . Proof.1) implies that G (u ∗ ) ⊆ D.2) for every t ∈ T (x). (5.4) satisﬁes tnk − t tnk − tn0k + tn0k − t < δ + tn0k − t for n suﬃciently large.3 in [18]).3) For δ > 0.1) for every x ∈ R n \ D and t ∈ T (x). such that tn − t 0 < δ.

2 ensures that all the conditions of Theorem 5. Acknowledgment The authors gratefully acknowledge the anonymous referee for the valuable comments and suggestions. . 2 Remark 5. the problem (EVIP)ε is solvable. that is.1 along with the assumption that T is an injective map form a set of suﬃcient conditions for the existence of a solution of the dual extended ε -variational inequality problem (DVIP)ε .= φ .1. Theorem 3.

Morgan. Optim. pp. Auslender. 21–31. D. pp. 82–100.Y.S. ε -subdifferential and ε -monotonicity. Math. [6] J. M. Ser. Res. Math. Huang.M. B. C. Theory Appl. Nonlinear Anal. Generalized quasivariational inequalities and duality.. Luc.Y. Clarke. S. New York. The gap function of a convex program. Math. Notes Math. Théra. [14] X. 1976.). M. Optimisation: Méthodes Numériques. [12] D.T. Proceedings of the Workshop “Minimax Theory and Applications”. Dual variational inequalities.). [2] M. Masson. Plenum Press. 40 (1972) 202–206. Henkel. in: Res. Chen. Goh. 342 (2008) 17–26. Théra. Optimization 36 (1996) 105–118. Anal. Kluwer. Kim. Knaster. Pure Appl. Lett. S.. Chapman & Hall. 1 (1982) 67–71. Taylor and Francis. [18] D. [4] G. M.W. J.T. Maugeri (Eds. Anal. Inequal. Lalitha. ε -variational inequalities in partially ordered spaces. . Wiley. Yang. Tammer. Variational Inequal- ities and Network Equilibrium Problems. Nonlinear Convex Anal. Ngai. S. [9] H. [17] F. Appl. Math. [16] B. Castellani. D. Romaniello. Jofré. Reich. Mosco. Shafrir (Eds. Yang. Maîtrise de Mathématiques et Applications Fondamentales. Li. 11 (1998) 21–26. J.Q. 1 (2000) 155–176. C. G. [5] C. D.Q. Castellani. Math. Theory Appl. [7] E. [11] J. Optimization and Nonsmooth Analysis.H. M. in: A. Bhatia / J. Luc. [13] A. On gap functions and duality of variational inequality problems.-C. Mastroeni. C. Ioffe.V. Lee.178 C. On ε -convexity and ε -monotonicity.J. On the gap functions of prevariational inequalities. Oper. 157–166. X.V. 33 (1998) 71–90. Kuratowski. A. [8] A. I. Fund. G. 28 (4) (2003).T. Ngai. Luc. An extension of gap functions for a system of vector equilibrium problems with applications to optimization problems. [3] G. 1995. G.J. 14 (1929) 132–137. Mazurkiewicz. J. in: B. article 28. 1983. Kassay. Appl. Bigi. Math. Appl. Appl. J. Paris.). Théra. 1998. Yang. Ein beweis des ﬁxpunktsatzes für n-dimensionlae simplexe. On the duality theory for ﬁnite dimensional variational inequalities. 1999. 214 (1997) 658–673. J. Lee. Optim. G. Mastroeni. Some remarks on minimax formulation of a variational inequality. Chen. Lett. Hearn. Duality in Optimization and Variational Inequalities. Approximate convex functions. Global Optim. M. 356 (2009) 168–178 References [1] U. pp. 39 (2007) 247–260. X. Anal. Generalized vector variational inequality and its duality for set-valued maps. Goh. J. Ricceri. J. Appl. N. London. New York. [15] G.S. 2002. Anal.Q. Calculus of Variations and Differential Equations. H. [10] G. 116 (2003) 437–452. Math. Simons (Eds.S. A dual view of equilibrium problems. Giannessi. in: F.

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