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Perturbation Auxiliary Problem Methods to Solve Generalized Variational InequalitiesSalmon, Geneviève 21 April 2001 (has links)
The first chapter provides some basic definitions and results from the theory of convex analysis and nonlinear mappings related to our work. Some sufficient conditions for the existence of a solution of problem (GVIP) are also recalled.
In the second chapter, we first illustrate the scope of the auxiliary problem procedure designed to solve problems like (GVIP) by examining some well-known methods included in that framework. Then, we review the most representative convergence results for that class of methods that can be found in the literature in the case where F is singlevalued as well as in the multivalued case. Finally, we somewhat discuss the particular case of projection methods to solve affine variational inequalities.
The third chapter introduces the variational convergence notion of Mosco and combines it with the auxiliary problem principle. Then, we recall the convergence conditions existing for the resulting perturbed scheme before our own contribution and we comment them. Finally, we introduce and illustrate the rate of convergence condition that we impose on the perturbations to obtain better convergence results.
Chapter 4 presents global and local convergence results for the family of perturbed methods in the case where F is singlevalued. We also discuss how our results extend or improve the previous ones.
Chapter 5 studies the multivalued case. First, we present convergence results generalizing those obtained when there is no perturbations. Then, we relax the scheme by means of a notion of enlargement of an operator and we provide convergence conditions for this inexact scheme.
In Chapter 6, we build a bundle algorithm to solve problem (GVIP) and we study its convergence.
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A duality approach to gap functions for variational inequalities and equilibrium problemsLkhamsuren, Altangerel 03 August 2006 (has links) (PDF)
This work aims to investigate some applications of the
conjugate duality for scalar and vector optimization problems to
the construction of gap functions for variational inequalities and
equilibrium problems. The basic idea of the approach is to
reformulate variational inequalities and equilibrium problems into
optimization problems depending on a fixed variable, which allows
us to apply duality results from optimization problems.
Based on some perturbations, first we consider the conjugate
duality for scalar optimization. As applications, duality
investigations for the convex partially separable optimization
problem are discussed.
Afterwards, we concentrate our attention on some applications of
conjugate duality for convex optimization problems in finite and
infinite-dimensional spaces to the construction of a gap function
for variational inequalities and equilibrium problems. To verify
the properties in the definition of a gap function weak and strong
duality are used.
The remainder of this thesis deals with the extension of this
approach to vector variational inequalities and vector equilibrium
problems. By using the perturbation functions in analogy to the
scalar case, different dual problems for vector optimization and
duality assertions for these problems are derived. This study
allows us to propose some set-valued gap functions for the vector
variational inequality. Finally, by applying the Fenchel duality
on the basis of weak orderings, some variational principles for
vector equilibrium problems are investigated.
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A duality approach to gap functions for variational inequalities and equilibrium problemsLkhamsuren, Altangerel 25 July 2006 (has links)
This work aims to investigate some applications of the
conjugate duality for scalar and vector optimization problems to
the construction of gap functions for variational inequalities and
equilibrium problems. The basic idea of the approach is to
reformulate variational inequalities and equilibrium problems into
optimization problems depending on a fixed variable, which allows
us to apply duality results from optimization problems.
Based on some perturbations, first we consider the conjugate
duality for scalar optimization. As applications, duality
investigations for the convex partially separable optimization
problem are discussed.
Afterwards, we concentrate our attention on some applications of
conjugate duality for convex optimization problems in finite and
infinite-dimensional spaces to the construction of a gap function
for variational inequalities and equilibrium problems. To verify
the properties in the definition of a gap function weak and strong
duality are used.
The remainder of this thesis deals with the extension of this
approach to vector variational inequalities and vector equilibrium
problems. By using the perturbation functions in analogy to the
scalar case, different dual problems for vector optimization and
duality assertions for these problems are derived. This study
allows us to propose some set-valued gap functions for the vector
variational inequality. Finally, by applying the Fenchel duality
on the basis of weak orderings, some variational principles for
vector equilibrium problems are investigated.
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