Minty variational inequalities, increase-along-rays property and optimization

被引:51
作者
Crespi, GP [1 ]
Ginchev, I
Rocca, M
机构
[1] Univ Vallee Aoste, Fac Econ, Aosta, Italy
[2] Tech Univ Varna, Dept Math, Varna, Bulgaria
[3] Univ Insubria, Dept Econ, Varese, Italy
关键词
minty variational inequalities; generalized variational inequalities; existence of solutions; increase-along-rays property; quasi-convex functions;
D O I
10.1007/s10957-004-5719-y
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Let E be a linear space, let K subset of or equal to E and f : K --> R. We formulate in terms of the lower Dini directional derivative problem GMVI (f', K), which can be considered as a generalization of MVI (f', K), the Minty variational inequality of differential type. We investigate, in the case of K star-shaped ( SS), the existence of a solution x* of GMVI (f', K) and the property of f to increase-along-rays starting at x*, f is an element of IAR(K, x*). We prove that the GMVI (f', K) with radially l.s.c. function f has a solution x* is an element of ker K if and only if f. IAR( K, x*). Further, we prove that the solution set of the GMVI (f', K) is a convex and radially closed subset of ker K. We show also that, if the GMVI (f', K) has a solution x* is an element of K, then x* is a global minimizer of the problem min f ( x), x is an element of K. Moreover, we observe that the set of the global minimizers of the related optimization problem, its kernel, and the solution set of the variational inequality can be different. Finally, we prove that, in the case of a quasiconvex function f, these sets coincide.
引用
收藏
页码:479 / 496
页数:18
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