Hostname: page-component-848d4c4894-hfldf Total loading time: 0 Render date: 2024-05-09T09:39:24.286Z Has data issue: false hasContentIssue false

A note on Minty type vector variational inequalities

Published online by Cambridge University Press:  08 April 2006

Giovanni P. Crespi
Affiliation:
Université de la Vallé d'Aoste, Faculty of Economics, 11100 Aosta, Italy; g.crespi@univda.it
Ivan Ginchev
Affiliation:
Technical University of Varna, Department of Mathematics, 9010 Varna, Bulgaria; ginchev@ms3.tu-varna.acad.bg
Matteo Rocca
Affiliation:
University of Insubria, Department of Economics, 21100 Varese; Italy; mrocca@eco.uninsubria.it
Get access

Abstract

The existence of solutions to a scalar Minty variational inequality of differential type is usually related to monotonicity property of the primitive function. On the other hand, solutions of the variational inequality are global minimizers for the primitive function. The present paper generalizes these results to vector variational inequalities putting the Increasing Along Rays (IAR) property into the center of the discussion. To achieve that infinite elements in the image space Y are introduced. Under quasiconvexity assumptions we show that solutions of generalized variational inequality and of the primitive optimization problem are equivalent. Finally, we discuss the possibility to generalize the scheme of this paper to get further applications in vector optimization.

Type
Research Article
Copyright
© EDP Sciences, 2006

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

C. Baiocchi and A. Capelo, Variational and Quasivariational Inequalities, Applications to Free-Boundary Problems. John Wiley & Sons, New York (1984).
G.P. Crespi, I. Ginchev and M. Rocca, Minty vector variational inequality, efficiency and proper efficiency. Vietnam J. Math. 32 (2004) 95–107.
G.P. Crespi, I. Ginchev and M. Rocca, Variational inequalities in vector optimization, in Variational Analysis and Applications, Series: Nonconvex Optimization and its Applications 79, edited by F. Giannessi and A. Maugeri. Springer, New York (2005), Part II, 259–278.
Crespi, G.P., Ginchev, I. and Rocca, M., Minty variational inequalities, increase along rays property and optimization. J. Optim. Theory Appl. 123 (2004) 479496. CrossRef
G.P. Crespi, I. Ginchev and M. Rocca, Increase-along-rays property for vector functions, Preprint 2004/24, Universitá dell'Insubria, Facoltá di Economia, Varese, 2004, (http://eco.uninsubria.it/dipeco/Quaderni/files/QF2004_24.pdf).
F. Giannessi, Theorems of alternative, quadratic programs and complementarity problems, in Variational Inequalities and Complementarity Problems, edited by R.W. Cottle, F. Giannessi and J.-L. Lions, John Wiley & Sons, New York (1980) 151–186.
F. Giannessi, On Minty variational principle, in New Trends in Mathematical Programming, edited by F. Giannessi, S. Komlósi, and T. Rapcsák, Kluwer, Dordrecht (1998) 93–99.
Ginchev, I., Higher order optimality conditions in nonsmooth vector optimization, in Generalized Convexity, Generalized Monotonicity, Optimality Conditions and Duality in Scalar and Vector Optimization, edited by A. Cambini, B.K. Dass and L. Martein. J. Stat. Manag. Syst. 5 (2002) 321339. CrossRef
I. Ginchev, A. Guerraggio and M. Rocca, First-order conditions for C 0,1 constrained vector optimization, in Variational Analysis and Applications, Series: Nonconvex Optimization and its Applications 79, edited by F. Giannessi and A. Maugeri. Springer, New York (2005), Part II, 437–450.
Hiriart-Urruty, J.-B., New concepts in nondifferentiable programming, Analyse non convexe. Bull. Soc. Math. France 60 (1979) 5785.
D. Kinderlehrer and G. Stampacchia, An Introduction to Variational Inequalities and Their Applications, Academic Press, New York (1980).
A.N. Kolmogorov and S.V. Fomin, Elements of the theory of functions and of functional analysis, Nauka, Moscow (1972) (In Russian).
S. Komlósi, On the Stampacchia and Minty variational inequalities, in Generalized Convexity and Optimization for Economic and Financial Decisions, Proc. Verona, Italy, May 28–29, 1998, edited by G. Giorgi and F. Rossi, Pitagora Editrice, Bologna (1999) 231–260.
D.T. Luc, Theory of Vector Optimization. Springer-Verlag, Berlin (1989).
G. Mastroeni, Some remarks on the role of generalized convexity in the theory of variational inequalities, in Generalized Convexity and Optimization for Economic and Financial Decisions. Proc. Verona, Italy, May 28–29, 1998, edited by G. Giorgi and F. Rossi, Pitagora Editrice, Bologna (1999) 271–281.
Minty, G.J., On the generalization of a direct method of the calculus of variations. Bull. Amer. Math. Soc. 73 (1967) 314321. CrossRef
Mordukhovich, B., Stability theory for parametric generalized equations and variational inequalities via nonsmooth analysis. Trans. Amer. Math. Soc. 343 (1994) 609657. CrossRef
A.M. Rubinov, Abstract Convexity and Global Optimization, Kluwer, Dordrecht (2000).
H.H. Schaefer, Topological Vector Spaces. The MacMillan Company, New York, London, (1966).
G. Stampacchia, Formes bilinéaires coercitives sur les ensembles convexes. C. R. Acad. Sci. Paris (Groupe 1) 258 (1960) 4413–4416.
Thach, P.T. and Kojima, M., A generalized convexity and variational inequality for quasi-convex minimization. SIAM J. Optim. 6 (1996) 212226. CrossRef
Yang, X.Q., Generalized convex functions and vector variational inequalities. J. Optim. Theory Appl. 79 (1993) 563580. CrossRef
Zaffaroni, A., Degrees of efficiency and degrees of minimality. SIAM J. Control Optim. 42 (2003) 10711086. CrossRef