Existence Result for Generalized Variational Equality
Allahkaram Shafie, Farid Bozorgnia

TL;DR
This paper establishes the existence of solutions for generalized variational inequalities under weaker conditions, extending previous results and addressing an open problem in the field.
Contribution
It provides new existence theorems for generalized variational inequalities with relaxed assumptions and extends prior results using generalized continuity and monotonicity.
Findings
Proved existence of solutions under weakened assumptions
Extended previous existence results for generalized equations
Addressed an open problem in variational inequality theory
Abstract
In this paper, we prove the existence of a solution to the Stampachia variational inequality under weakened assumptions on the given operator. As a consequence, we provide some sufficient conditions that under them the generalized equation has a solution. Furthermore, by using generalized results of continuity and monotonicity, we extend the related existence results and we answer an open problem proposed by Kassay and Miholka (J Optim Theory Appl 159 (2013) 721-740).
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Taxonomy
TopicsOptimization and Variational Analysis · Contact Mechanics and Variational Inequalities · Advanced Optimization Algorithms Research
Existence Result for Generalized Variational Equality
Allahkaram Shafie, Farid Bozorgnia
Department of Mathematics, Instituto Superior Técnico, Lisbon.
Abstract.
In this paper we prove the existence of solution to the Stampachia variational inequality under weakened assumptions on the given operator. As a consequence, we provide some sufficient conditions that under them the generalized equation has a solution. Furthermore, by using generalized results of continuity and monotonicity, we extend the related existence results and we answer an open problem proposed by Kassay and Miholka (J Optim Theory Appl 159 (2013) 721-740).
F. Bozorgnia was supported by the Portuguese National Science Foundation through FCT fellowships SFRH/BPD/33962/2009
Keywords: Variational inequality; generalized monotonicity; generalized continuity; existence results.
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1. Introduction
The theory of variational inequality has been investigated extensively as methodology to study of equilibrium problems. Equilibrium is a central concept in numerous disciplines including economics, management science, operations research, and engineering, see [5, 8, 11].
In 1966, Hartman and Stampacchia introduced the variational inequality as a tool for the study of partial differential equations with applications principally drawn from mechanics, see [1].
In [2] existence result for variational inequalities is given by generalized monotone operators. As a consequence, the authors conclude the subjectivity for some classes of set-valued operators. By strengthening the continuity assumptions, they show similar subjectivity results without any monotonicity assumption.
Finding the zeroes of a set-valued map are particularly important. Indeed, zeroes of the subdifferential operator of a function defined on the same space are precisely the minimum points of this function. Hence, there is an important link between the theory of (generalized) monotone operators and optimization theory, see for instance [4, 7, 12].
2. Preliminarily and Mathematical background
Throughout this paper, is Banach space, denotes its topological dual and the duality pairing. For a nonempty set , and , stand for the algebraic interior, closure, weakly closure, and convex hull of the set respectively. Also for we denote .
Let us recall the classical terminology of generalized monotonicity of set-valued maps that we will use in the sequel. A set valued map is said to be
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Quasimonotone on a subset , provided that for all
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Properly quasimonotone on a subset provided that for all
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there exists such that
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Pseudomonotone on a subset provided that for all
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A set-valued operator is said to be upper sign-continuous on a convex subset if for any the following implication holds:
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where
Accordingly, is called lower sign-continuous on a convex subset if, for or any the following implication holds:
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By these definitions it is clear that any lower sign-continuous map is also upper sign-continuous. Furthermore, if be set-valued maps and and be lower sign-continuous, then is lower sign-continuous.
By the following example we underline that this implication is not true for lower semi-continuous mappings.
Example 2.1**.**
Consider the following set-valued map as
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It is easy to cheek that is lower semi-continuous, but is not lower semi-continuous.
Algebraic interior is defined as
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Note that always and algebraic interior is weaker than of topological interior by the following example.
Example 2.2**.**
Let and consider the convex set defined by Then and
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Also, we say that the map is locally upper sign-continuous at if there exists a convex neighbourhood of and an upper sign-continuous submap with nonempty convex -compact values, satisfying
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In the sequel, given a set-valued map we consider its convex hull map defined by
The proof of the following proposition is straightforward.
Proposition 2.1**.**
Let be a set-valued map and If is locally upper sign-continuous at then is locally upper sign-continuous at
The following example shows that the reverse of Proposition 2.1 is not true.
Example 2.3**.**
Let the set-valued map be defined by
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Note that
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One can check that is locally upper sign-continuous but is not locally upper sign-continuous at .
Definition 2.1**.**
A map is said to be weakly dually lower semicontinuous on a subset if for any and for any net such that the following implication holds:
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It is worth to mention that any weakly lower semicontinuous map on is weakly dually lower semicontinuous on but this concept is strictly weaker than the lower semicontinuouity. For example choose and define the set-valued map by
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is dually lower semicontinuous on but it is not lower semicontinuous at Also note that if is a dually lower semicontinuous, then is so. However, the reciprocal is not true in general. For instance the set-valued map defined by
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is not dually lower semicontinuous but is dually lower semicontinuous.
The variational inequality problem which we consider in this paper can be formulated as follows. Given a nonempty and convex subset of find an element such that
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We will consider the following concepts of solutions of the Stampacchia variational inequality.
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Stampacchia solutions:
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Star Stampacchia solutions:
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Weak Stampacchia solutions:
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Minty solutions
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We recall that is a local solution of the Minty variational inequality if there exists a neighborhood of such that The set of all local solution is denoted by . It is obvious that The following example illustrates that converse is not necessarily true.
Example 2.4**.**
Let be set-valued map as
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Clearly but
Remark 2.1*.*
One can see that the solution of Stampacchia variational inequality problem is also the solution of the problem (VI).
The topic of variational inequality appears in the calculus of variations in minimizing a functional over a convex set of constraints. The Euler equation must be replaced by a set of inequalities. Here, we briefly mention the classical obstacle problem. Consider the following functional, defined
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The Lagrangian is assumed to be jointly convex in , proper, and lower semi-continuous. The obstacle problem is formulated as a constrained minimization:
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where the convex constraint set is given by
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Let be the derivative associated with the Gâteaux differentiable functional i.e.
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Then the minimization problem is equivalent to finding such that:
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3. Existence results
In this section, we present our results.
Lemma 3.1**.**
Let be a subset of and be nonzero and be given. If for all , then for all
Proof.
Suppose on the contrary, there exists with this gives Consider so there is a positive net such that For there exists such that
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which by assumption implies that From the last relation, we obtain
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hence Next, since is arbitrary, we conclude that which is contradiction. ∎
Notice that if is convex set, then the reverse of Lemma 3.1 holds.
We need the following lemma in the sequel.
Lemma 3.2**.**
Let be a convex subset of and Then
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Proof.
Clearly, we have To see the reverse inclusion, let then there exists such that Thanks to Lemma 1.9 in [6], one has Next choose such that Hence On the other hand
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which implies that ∎
In the next Lemma, we provide conditions on the map that relate the solutions and solutions.
Lemma 3.3**.**
Let be nonempty convex subset of and be a set-valued map. If is locally upper sign-continuous, then
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Proof.
First assume that then there exists a convex neighborhood of such that On the other hand, by locally upper sign-continuity of there exists a convex neighborhood of and an upper sign-continuous submap with non-empty convex -compact values satisfying
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Hence, Now, let be an element of since is convex then there exists such that
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Thus one has
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Hence
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Upper sign-continuity of implies that
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Now, for one can obtain
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Since is compact, there exists such that
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On the other hand, there exists such that and therefore Now since then there exists such that
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This implies
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Therefore there exists such that and so one has ∎
Proposition 3.4**.**
[3]** Let be a nonempty, convex subset of the topological vector space and let be quasimonotone and is not properly quasimonotone. Then one has
We need the following Lemma in the sequel.
Lemma 3.5**.**
Let be a weakly compact subset of If is quasimonotone, then
Proof.
The proof is straightforward by Theorem 5.1 in [9] and Proposition 3.4. ∎
The following Theorem is an extension of Theorem 3.1 in [4] without coercivity, locally bounded and hemiclosed conditions on and reflexivity of Banach space
Theorem 3.6**.**
Let be a nonempty convex subset of Assume that be a quasimonotone operator that is not properly quasimonotone. If is locally upper sign-continuous, then the variational inequality has a solution. If moreover, and for all is weakly compact, then the generalized equation admits a solution.
Proof.
By Lemma 3.3 and Proposition 3.4 and Remark 2.1 it is easy to cheek the existence of solution Now, let be a solution of variational inequality Since is weakly compact for there exists such that
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This means that cannot be strongly separated from the closed convex set and therefore, ∎
In the case that operator is properly quasimonotone, we can not use the Proposition 3.6. In order to overcome this flaw, under the weaker condition of Theorem 2.1 of [3] one can get the following result without any coercivity condition.
Theorem 3.7**.**
Let be nonempty convex subsets of and be nonempty and weakly compact. Further, let be a quasimonotone operator on If is locally upper sign-continuous, then the variational inequality has a solution.
Proof.
Suppose that be properly quasimonotone, hence by Lemma 3.5 one has Choose then
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Now for every there exists such that
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which implies that Therefore which completes the proof. ∎
Lemma 3.8**.**
Let be a convex subset of with and the set valued map be quasimonotone and weakly dually lower semicontinuous on If then the generalized equation admits a solution.
Proof.
Suppose that for all we have and be given. Hence, there exists such that
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By Lemma 3.1 it follows that
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For any by Lemma 3.2 there exists net such that Consequently, for any and thus by quasimonotonicity,
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Finally, by weakly dually lower semicontinuity at one has for each The later indicates that therefore
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∎
Remark 3.1*.*
It is worth to note that the condition or (4.1) in [7] on the set is equivalent to Also if in condition then
The proof of the following Propositions (3.9) and (3.10) are straightforward.
Proposition 3.9**.**
Assume that is an upper sign-continuous set-valued on whose values are convex and compact sets. If then the variational inequality has a solution.
Proposition 3.10**.**
Assume that is a locally upper sign-continuous set-valued on whose values are convex and -compact sets. If then the generalization has a solution.
Lemma 3.11**.**
Let be an algebraically open set in Then one has Here is the set all zeros of i.e
Proof.
Suppose that then there exists such that for all one has . Since hence for given one have for some So we have which implies that and this means that thus ∎
Proposition 3.12**.**
Let be a quasimonotone operator, which is lower semi-continuous at Then
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Proof.
Suppose in the contrary, then there exists and such that for every one has Hence there exists such that
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Obviously and By using the lower semi-continuity of there exists such that On the other hand, one can have
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Since is quasimonotone,then for it holds
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and thus which is contradiction. ∎
By similar argument in previous proposition one can prove the following.
Proposition 3.13**.**
Let be a quasimonotone operator, which is lower sin continuous on and Then
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The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] P. Hartman, G. Stampacchia, On some non-linear elliptic differential-functional equations. Acta Mathematica, 115 (1966), 271–310.
- 2[2] D. Kinderlehrer, G. Stampacchia, An Introduction to Variational Inequalities and Their Applications. Academic Press, New York, 1980.
- 3[3] D. Aussel, N. Hajisavvas, On Quasimonotone Variational Inequalities J.Optim.Theory Appl. 2, (2004),445-450.
- 4[4] G. Kassay, M. miholca, Existence results for variational inequalities with surjectivity consequnces related to generalized monotone oparator. J.Optim. Theory Appl. 159, (2013), 721-740 .
- 5[5] F. Giannessi, A. Maugeri, Variational Inequalities and Network Equilibrium Problems. Springer, 1995.
- 6[6] J. Johannes Vector Optimization Theory and Application. Springer, 2010.
- 7[7] H. Hassouni , Quasimonotone multifunctions applications to optimality conditions in quasiconvex programing. J.Num.Fun.Anal and Appl.(1992), 67-275 .
- 8[8] S. Z. Fatemia, M. Shamsi and F. Bozorgnia, Extragradient Methods for Differential Variational Inequality and Linear Complementarity Systems. Math Meth Appl Sci. 40, (2017) 7201–7217.
