We will study the solution stability of a parametric quasi-variational inequality without the monotonicity assumption of operators. By using the degree theory and the natural map we show that under certain conditions, the solution map of the problem is lower semi-continuous with respect to parameters.

In this thesis, fixed point theory is used to construct a fractal type sets and to solve data classification problem. Fixed point method, which is a beautiful mixture of analysis, topology, and geometry has been revealed as a very powerful and important tool in the study of nonlinear phenomena. The existence of fixed points is therefore of paramount importance in several areas of mathematics and other sciences. In particular, fixed points techniques have been applied in such diverse fields as biology, chemistry, economics, engineering, game theory and physics. In Chapter 2 of this thesis it is demonstrated how to define and construct a fractal type sets with the help of iterations of a finite family of generalized F-contraction mappings, a class of mappings more general than contraction mappings, defined in the context of b-metric space. This leads to a variety of results for iterated function system satisfying a different set of contractive conditions. The results unify, generalize and extend various results in the existing literature. In Chapter 3, the theory of support vector machine for linear and nonlinear classification of data and the notion of generalized support vector machine is considered. In the thesis it is also shown that the problem of generalized support vector machine can be considered in the framework of generalized variation inequalities and results on the existence of solutions are established. / FUSION

Due to restricted budgets of relief organizations, costs of hiring transportation service providers steer distribution decisions and limit the impact of disaster relief. To improve the success of future humanitarian operations, it is of paramount importance to understand this relationship in detail and to identify mitigation actions, always considering the interdependencies between multiple independent actors in humanitarian logistics. In this paper, we develop a game-theoretic model in order to investigate the influence of transportation costs on distribution decisions in long-term relief operations and to evaluate measures for improving the fulfillment of beneficiary needs. The equilibrium of the model is a Generalized Nash Equilibrium, which has had few applications in the supply chain context to date. We formulate it, utilizing the construct of a Variational Equilibrium, as a Variational Inequality and perform numerical simulations in order to study the effects of three interventions: an increase in carrier competition, a reduction of transportation costs and an extension of framework agreements. The results yield important implications for policy makers and humanitarian organizations (HOs). Increasing the number of preselected carriers strengthens the bargaining power of HOs and improves impact up to a certain limit. The limit is reached when carriers set framework rates equal to transportation unit costs. Reductions of transportation costs have a consistently positive, but decreasing marginal benefit without any upper bound. They provide the highest benefit when the bargaining power of HOs is weak. On the contrary, extending framework agreements enables most improvements when the bargaining power of HOs is strong.

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.

Mathematical program with equilibrium constraints (MPEC)has extensive applications in practical areas such as traffic control, engineering design, and economic modeling. Some generalized stationary points of MPEC are studied to better describe the limiting points produced by interior point methods for MPEC.A primal-dual interior point method is then proposed, which solves a sequence of relaxed barrier problems derived from MPEC. Global convergence results are deduced without assuming strict complementarity or linear independence constraint qualification. Under very general assumptions, the algorithm can always find some point with strong or weak stationarity. In particular, it is shown that every limiting point of the generated sequence is a piece-wise stationary point of MPEC if the penalty parameter of the merit function is bounded. Otherwise, a certain point with weak stationarity can be obtained. Preliminary numerical results are satisfactory, which include a case analyzed by Leyffer for which the penalty interior point algorithm failed to find a stationary solution. / Singapore-MIT Alliance (SMA)

We introduce basic ideas of a nonsmooth Newton’s method and its application in solving semidefinite optimization (SDO) problems. In particular, the method can be used to solve both linear and nonlinear semidefinite complementarity problems. We also survey recent theoretical results in matrix functions and stability of SDO that are stemed from the research on the matrix form of the nonsmooth Newton’s method. / Singapore-MIT Alliance (SMA)

京都大学 / 新制・課程博士 / 博士(情報学) / 甲第24741号 / 情博第829号 / 新制||情||139(附属図書館) / 京都大学大学院情報学研究科数理工学専攻 / (主査)教授 山下 信雄, 教授 太田 快人, 教授 永持 仁 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM

Coercivity is a characteristic property of the bilinear term in a weak form of a partial differential equation in both infinite space and the corresponding finite space utilized by a numerical scheme. This concept implies \textit{stability} and \textit{well-posedness} of the weak form in both the exact solution and the numerical solution. In fact, the loss of this property especially in finite dimension cases leads to instability of the numerical scheme. This phenomenon occurs in three major families of problems consisting of advection-diffusion equation with dominant advection term, elastic analysis of very thin beams, and associated plasticity and non-associated plasticity problems. There are two main paths to overcome the loss of coercivity, first manipulating and stabilizing a weak form to ensure that the discrete weak form is coercive, second using an automatically stable method to estimate the solution space such as the Discontinuous Petrov Galerkin (DPG) method in which the optimal test space is attained during the design of the method in such a way that the scheme keeps the coercivity inherently. In this dissertation, A stable numerical method for the aforementioned problems is proposed. A stabilized finite element method for the problem of migration risk problem which belongs to the family of the advection-diffusion problems is designed and thoroughly analyzed. Moreover, DPG method is exploited for a wide range of valuing option problems under the black-Scholes model including vanilla options, American options, Asian options, double knock barrier options where they all belong to family of advection-diffusion problem, and elastic analysis of Timoshenko beam theory. Besides, The problem of American option pricing, migration risk, and plasticity problems can be categorized as a free boundary value problem which has their extra complexity, and optimization theory and variational inequality are the main tools to study these families of the problems. Thus, an overview of the classic definition of variational inequalities and different tools and methods to study analytically and numerically this family of problems is provided and a novel adjoint sensitivity analysis of variational inequalities is proposed.

In this paper, we report existing convergence results on monotone variational inequalities where the governing monotone operators are either strongly monotone or inverse strongly monotone. We reformulate the variational inequality problem as an equivalent fixed point problem and then use fixed point iteration method to solve the original variational inequality problem. In the case of strong monotonicity case we use the Banach¡¦s contraction principle to define out iteration sequence; while in the case of inverse strong monotonicity we use the technique of averaged mappings to define our iteration sequence. In both cases we prove strong convergence for our iteration methods. An application to a minimization problem is also included.

The adoption of plug-in electric vehicles (PEV) requires research for models and algorithms tracing the vehicle assignment incorporating PEVs in the transportation network so that the traffic pattern can be more precisely and accurately predicted. To attain this goal, this dissertation is concerned with developing new formulations for modeling travelling behavior of electric vehicle drivers in a mixed flow traffic network environment. Much of the work in this dissertation is motivated by the special features of PEVs (such as range limitation, requirement of long electricity-recharging time, etc.), and the lack of tools of understanding PEV drivers traveling behavior and learning the impacts of charging infrastructure supply and policy on the network traffic pattern. The essential issues addressed in this dissertation are: (1) modeling the spatial choice behavior of electric vehicle drivers and analyzing the impacts from electricity-charging speed and price; (2) modeling the temporal and spatial choices behavior of electric vehicle drivers and analyzing the impacts of electric vehicle range and penetration rate; (3) and designing the optimal charging infrastructure investments and policy in the perspective of revenue management. Stochastic traffic assignment that can take into account for charging cost and charging time is first examined. Further, a quasi-dynamic stochastic user equilibrium model for combined choices of departure time, duration of stay and route, which integrates the nested-Logit discrete choice model, is formulated as a variational inequality problem. An extension from this equilibrium model is the network design model to determine an optimal charging infrastructure capacity and pricing. The objective is to maximize revenue subject to equilibrium constraints that explicitly consider the electric vehicle drivers’ combined choices behavior. The proposed models and algorithms are tested on small to middle size transportation networks. Extensive numerical experiments are conducted to assess the performance of the models. The research results contain the author’s initiative insights of network equilibrium models accounting for PEVs impacted by different scenarios of charging infrastructure supply, electric vehicles characteristics and penetration rates. The analytical tools developed in this dissertation, and the resulting insights obtained should offer an important first step to areas of travel demand modeling and policy making incorporating PEVs. / text