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.
Minty variational inequalities, increase-along-rays property and optimization.
CRESPI, GIOVANNI PAOLO;IVANOV, IVAN GINCHEV;ROCCA, MATTEO
2004-01-01
Abstract
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.File | Dimensione | Formato | |
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