American Institute of Mathematical Sciences

Advanced
  • Previous Article
    Delayed payment policy in multi-product single-machine economic production quantity model with repair failure and partial backordering
  • JIMO Home
  • This Issue
  • Next Article
    An integrated approach based on Fuzzy Inference System for scheduling and process planning through multiple objectives
May  2020, 16(3): 1261-1272. doi: 10.3934/jimo.2019001

Error bounds of regularized gap functions for nonmonotone Ky Fan inequalities

Minghua Li 1,, , Chunrong Chen 2, and  Shengjie Li 2,

1. 

School of Mathematics and Finance, Chongqing University of Arts and Sciences, Yongchuan, Chongqing, 402160, China
2. 

College of Mathematics and Statistics, Chongqing University, Chongqing, 401331, China

* Corresponding author: Minghua Li

Received  November 2016 Revised  November 2018 Published  May 2020 Early access  March 2019

Fund Project: The work was supported in part by the National Natural Science Foundation of China (Grant numbers: 11301418, 11301567, 11571055), the Natural Science Foundation of Chongqing Municipal Science and Technology Commission (Grant numbers: cstc2016jcyjA0141, cstc2016jcyjA0270, cstc2018jcyjAX0226), the Basic Science and Frontier Technology Research of Yongchuan (Grant number: Ycstc, 2018nb1401), the Fundamental Research Funds for the Central Universities (Grant Number: 106112017CDJZRPY0020), the Foundation for High-level Talents of Chongqing University of Art and Sciences (Grant numbers: R2016SC13, P2017SC01), the Chongqing Key Laboratory of Group and Graph Theories and Applications and the Key Laboratory of Complex Data Analysis and Artificial Intelligence of Chongqing Municipal Science and Technology Commission

In this paper, the Clarke generalized Jacobian of the generalized regularized gap function for a nonmonotone Ky Fan inequality is studied. Then, based on the Clarke generalized Jacobian, we derive a global error bound for the nonmonotone Ky Fan inequalities. Finally, an application is given to provide a descent method.

Keywords: Error bound, regularized gap function, Ky Fan inequality, descent method.
Mathematics Subject Classification: Primary: 65K10, 90C31; Secondary: 90C33.
Citation: Minghua Li, Chunrong Chen, Shengjie Li. Error bounds of regularized gap functions for nonmonotone Ky Fan inequalities. Journal of Industrial & Management Optimization, 2020, 16 (3) : 1261-1272. doi: 10.3934/jimo.2019001
References:
[1]

G. Auchmuty, Variational principles for variational inequalities, Numer. Funct. Anal. Optim., 10 (1989), 863-874.  doi: 10.1080/01630568908816335.  Google Scholar

[2]

G. Bigi, M. Castellani and M. Pappalardo, A new solution method for equilibrium problems, Optim. Methods Softw., 24 (2009), 895-911.  doi: 10.1080/10556780902855620.  Google Scholar

[3]

G. Bigi, M. Castellani, M. Pappalardo and M. Passacantando, Existence and solution methods for equilibria, European J. Oper. Res., 227 (2013), 1-11.  doi: 10.1016/j.ejor.2012.11.037.  Google Scholar

[4]

E. Blum and W. Oettli, From optimization and variational inequalities to equilibrium problems, Math. Student, 63 (1994), 123-145.   Google Scholar

[5]

O. Chadli, I. V. Konnov and J. C. Yao, Descent methods for equilibrium problems in a Banach space, Comput. Math. Appl., 48 (2004), 609-616.  doi: 10.1016/j.camwa.2003.05.011.  Google Scholar

[6]

O. Chadli and S. Schaible, Regularized equilibrium problems with application to noncoercive hemivariational inequalities, J. Optim. Theory Appl., 121 (2004), 571-596.  doi: 10.1023/B:JOTA.0000037604.96151.26.  Google Scholar

[7]

O. Chadli, Z. H. Liu and J. C. Yao, Applications of equilibrium problems to a class of noncoercive variational inequalities, J. Optim. Theory Appl., 132 (2007), 89-110.  doi: 10.1007/s10957-006-9072-1.  Google Scholar

[8]

C. Charitha, A note on D-gap functions for equilibrium problems, Optimization, 62 (2013), 211-226.  doi: 10.1080/02331934.2011.583987.  Google Scholar

[9]

F. H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York, 1983.  Google Scholar

[10]

F. Facchinei and J. S. Pang, Finite-Dimensional Variational Inequalities and Complementarity Problems, Springer, Berlin Helidelberg, New York, 2003.  Google Scholar

[11]

K. Fan, A minimax inequality and applications: Inequality Ⅲ, Proc. Third Sympos., Univ. California, Los Angeles, Calif., 1969; dedicated to the memory of Theodore S. Motzkin, Academic Press, New York, (1972), 103–113.  Google Scholar

[12]

M. Fukushima, Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems, Math. Program., 53 (1992), 99-110.  doi: 10.1007/BF01585696.  Google Scholar

[13]

F. Giannessi, A. Maugeri and P. M. Pardalos, Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models, Nonconvex Optimization and its Applications, 58. Kluwer Academic Publishers, Dordrecht, 2001. doi: 10.1007/0-306-48026-3_12.  Google Scholar

[14]

L. R. Huang and K. F. Ng, Equivalent optimization formulations and error bounds for variational inequality problems, J. Optim. Theory Appl., 125 (2005), 299-314.  doi: 10.1007/s10957-004-1839-7.  Google Scholar

[15]

A. N. Iusem and W. Sosa, New existence results for equilibrium problems, Nonlinear Anal., 52 (2003), 621-635.  doi: 10.1016/S0362-546X(02)00154-2.  Google Scholar

[16]

H. Y. Jiang and L. Q. Qi, Local uniqueness and convergence of iterative methods for nonsmooth variational inequalities, J. Math. Anal. Appl., 196 (1995), 314-331.  doi: 10.1006/jmaa.1995.1412.  Google Scholar

[17]

I. V. Konnov and M. S. S. Ali, Descent methods for monotone equilibrium problems in Banach spaces, J. Comput. Appl. Math., 188 (2006), 165-179.  doi: 10.1016/j.cam.2005.04.004.  Google Scholar

[18]

I. V. Konnov and O. V. Pinyagina, D-gap functions for a class of equilibrium problems in Banach spaces, Comput. Methods Appl. Math., 3 (2003), 274-286.  doi: 10.2478/cmam-2003-0018.  Google Scholar

[19]

I. V. Konnov, Combined relaxation method for monotone equilibrium problems, J. Optim. Theory Appl., 111 (2001), 327-340.  doi: 10.1023/A:1011930301552.  Google Scholar

[20]

Y. S. Ledyaev, R. J. Stern and P. R. Wolenski, Nonsmooth Analysis and Control Theory, Graduate Texts in Mathematics. Springer-Verlag, New York, 1998.  Google Scholar

[21]

G. Li and K. F. Ng, Error bounds of generalized D-gap functions for nonsmooth and nonmonotone variational inequality problems, SIAM J. Optim., 20 (2009), 667-690.  doi: 10.1137/070696283.  Google Scholar

[22]

G. Li, C. Tang and Z. Wei, Error bound results for generalized D-gap functions of nonsmooth variational inequality problems, J. Comput. Appl. Math., 233 (2010), 2795-2806.  doi: 10.1016/j.cam.2009.11.025.  Google Scholar

[23]

G. Mastroeni, On auxiliary principle for equilibrium problems, In: Daniele, P., Giannessi, F., Maugeri, A. (eds.): Equilibrium Problems and Variational Models, Kluwer Academic Publishers, Dordrecht, 68(2003), 289-298. doi: 10.1007/978-1-4613-0239-1_15.  Google Scholar

[24]

G. Mastroeni, Gap functions for equilibrium problems, J. Glob. Optim., 27 (2003), 411-426.  doi: 10.1023/A:1026050425030.  Google Scholar

[25]

L. D. Muu and T. D. Quoc, Regularization algorithms for solving monotone Ky Fan inequalities with application to a Nash-Cournot equilibrium model, J. Optim. Theory Appl., 142 (2009), 185-204.  doi: 10.1007/s10957-009-9529-0.  Google Scholar

[26]

M. A. Noor and W. Oettli, On general nonlinear complementarity problems and quasi-equilibria, Le Matematiche (Catania), 49 (1994), 313-331.   Google Scholar

[27]

M. A. Noor, Auxiliary principle technique for equilibrium problems, J. Optim. Theory Appl., 122 (2004), 371-386.  doi: 10.1023/B:JOTA.0000042526.24671.b2.  Google Scholar

[28]

J. M. Peng, Equivalence of variational inequality problems to unconstrained optimization, Math. Program., 78 (1997), 347-355.  doi: 10.1007/BF02614360.  Google Scholar

[29]

H. Rademacher, Über partielle und totale differenzierbarkeit von Funktionen mehrerer Variabeln und Über die Transformation der Doppelintegrale, Math. Ann., 79 (1919), 340-359.  doi: 10.1007/BF01498415.  Google Scholar

[30]

L. C. Zeng and J. C. Yao, Modified combined relaxation method for general monotone equilibrium problems in Hilbert spaces, J. Optim. Theory Appl., 131 (2006), 469-483.  doi: 10.1007/s10957-006-9162-0.  Google Scholar

[31]

L. P. Zhang and J. Y. Han, Unconstrained optimization reformulations of equilibrium problems, Acta Math. Sin. (Engl. Ser.), 25 (2009), 343-354.  doi: 10.1007/s10114-008-7096-1.  Google Scholar

[32]

L. P. Zhang and S. Y. Wu, An algorithm based on the generalized D-gap function for equilibrium problems, J. Comput. Appl. Math., 231 (2009), 403-411.  doi: 10.1016/j.cam.2009.03.006.  Google Scholar

show all references

References:
[1]

G. Auchmuty, Variational principles for variational inequalities, Numer. Funct. Anal. Optim., 10 (1989), 863-874.  doi: 10.1080/01630568908816335.  Google Scholar

[2]

G. Bigi, M. Castellani and M. Pappalardo, A new solution method for equilibrium problems, Optim. Methods Softw., 24 (2009), 895-911.  doi: 10.1080/10556780902855620.  Google Scholar

[3]

G. Bigi, M. Castellani, M. Pappalardo and M. Passacantando, Existence and solution methods for equilibria, European J. Oper. Res., 227 (2013), 1-11.  doi: 10.1016/j.ejor.2012.11.037.  Google Scholar

[4]

E. Blum and W. Oettli, From optimization and variational inequalities to equilibrium problems, Math. Student, 63 (1994), 123-145.   Google Scholar

[5]

O. Chadli, I. V. Konnov and J. C. Yao, Descent methods for equilibrium problems in a Banach space, Comput. Math. Appl., 48 (2004), 609-616.  doi: 10.1016/j.camwa.2003.05.011.  Google Scholar

[6]

O. Chadli and S. Schaible, Regularized equilibrium problems with application to noncoercive hemivariational inequalities, J. Optim. Theory Appl., 121 (2004), 571-596.  doi: 10.1023/B:JOTA.0000037604.96151.26.  Google Scholar

[7]

O. Chadli, Z. H. Liu and J. C. Yao, Applications of equilibrium problems to a class of noncoercive variational inequalities, J. Optim. Theory Appl., 132 (2007), 89-110.  doi: 10.1007/s10957-006-9072-1.  Google Scholar

[8]

C. Charitha, A note on D-gap functions for equilibrium problems, Optimization, 62 (2013), 211-226.  doi: 10.1080/02331934.2011.583987.  Google Scholar

[9]

F. H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York, 1983.  Google Scholar

[10]

F. Facchinei and J. S. Pang, Finite-Dimensional Variational Inequalities and Complementarity Problems, Springer, Berlin Helidelberg, New York, 2003.  Google Scholar

[11]

K. Fan, A minimax inequality and applications: Inequality Ⅲ, Proc. Third Sympos., Univ. California, Los Angeles, Calif., 1969; dedicated to the memory of Theodore S. Motzkin, Academic Press, New York, (1972), 103–113.  Google Scholar

[12]

M. Fukushima, Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems, Math. Program., 53 (1992), 99-110.  doi: 10.1007/BF01585696.  Google Scholar

[13]

F. Giannessi, A. Maugeri and P. M. Pardalos, Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models, Nonconvex Optimization and its Applications, 58. Kluwer Academic Publishers, Dordrecht, 2001. doi: 10.1007/0-306-48026-3_12.  Google Scholar

[14]

L. R. Huang and K. F. Ng, Equivalent optimization formulations and error bounds for variational inequality problems, J. Optim. Theory Appl., 125 (2005), 299-314.  doi: 10.1007/s10957-004-1839-7.  Google Scholar

[15]

A. N. Iusem and W. Sosa, New existence results for equilibrium problems, Nonlinear Anal., 52 (2003), 621-635.  doi: 10.1016/S0362-546X(02)00154-2.  Google Scholar

[16]

H. Y. Jiang and L. Q. Qi, Local uniqueness and convergence of iterative methods for nonsmooth variational inequalities, J. Math. Anal. Appl., 196 (1995), 314-331.  doi: 10.1006/jmaa.1995.1412.  Google Scholar

[17]

I. V. Konnov and M. S. S. Ali, Descent methods for monotone equilibrium problems in Banach spaces, J. Comput. Appl. Math., 188 (2006), 165-179.  doi: 10.1016/j.cam.2005.04.004.  Google Scholar

[18]

I. V. Konnov and O. V. Pinyagina, D-gap functions for a class of equilibrium problems in Banach spaces, Comput. Methods Appl. Math., 3 (2003), 274-286.  doi: 10.2478/cmam-2003-0018.  Google Scholar

[19]

I. V. Konnov, Combined relaxation method for monotone equilibrium problems, J. Optim. Theory Appl., 111 (2001), 327-340.  doi: 10.1023/A:1011930301552.  Google Scholar

[20]

Y. S. Ledyaev, R. J. Stern and P. R. Wolenski, Nonsmooth Analysis and Control Theory, Graduate Texts in Mathematics. Springer-Verlag, New York, 1998.  Google Scholar

[21]

G. Li and K. F. Ng, Error bounds of generalized D-gap functions for nonsmooth and nonmonotone variational inequality problems, SIAM J. Optim., 20 (2009), 667-690.  doi: 10.1137/070696283.  Google Scholar

[22]

G. Li, C. Tang and Z. Wei, Error bound results for generalized D-gap functions of nonsmooth variational inequality problems, J. Comput. Appl. Math., 233 (2010), 2795-2806.  doi: 10.1016/j.cam.2009.11.025.  Google Scholar

[23]

G. Mastroeni, On auxiliary principle for equilibrium problems, In: Daniele, P., Giannessi, F., Maugeri, A. (eds.): Equilibrium Problems and Variational Models, Kluwer Academic Publishers, Dordrecht, 68(2003), 289-298. doi: 10.1007/978-1-4613-0239-1_15.  Google Scholar

[24]

G. Mastroeni, Gap functions for equilibrium problems, J. Glob. Optim., 27 (2003), 411-426.  doi: 10.1023/A:1026050425030.  Google Scholar

[25]

L. D. Muu and T. D. Quoc, Regularization algorithms for solving monotone Ky Fan inequalities with application to a Nash-Cournot equilibrium model, J. Optim. Theory Appl., 142 (2009), 185-204.  doi: 10.1007/s10957-009-9529-0.  Google Scholar

[26]

M. A. Noor and W. Oettli, On general nonlinear complementarity problems and quasi-equilibria, Le Matematiche (Catania), 49 (1994), 313-331.   Google Scholar

[27]

M. A. Noor, Auxiliary principle technique for equilibrium problems, J. Optim. Theory Appl., 122 (2004), 371-386.  doi: 10.1023/B:JOTA.0000042526.24671.b2.  Google Scholar

[28]

J. M. Peng, Equivalence of variational inequality problems to unconstrained optimization, Math. Program., 78 (1997), 347-355.  doi: 10.1007/BF02614360.  Google Scholar

[29]

H. Rademacher, Über partielle und totale differenzierbarkeit von Funktionen mehrerer Variabeln und Über die Transformation der Doppelintegrale, Math. Ann., 79 (1919), 340-359.  doi: 10.1007/BF01498415.  Google Scholar

[30]

L. C. Zeng and J. C. Yao, Modified combined relaxation method for general monotone equilibrium problems in Hilbert spaces, J. Optim. Theory Appl., 131 (2006), 469-483.  doi: 10.1007/s10957-006-9162-0.  Google Scholar

[31]

L. P. Zhang and J. Y. Han, Unconstrained optimization reformulations of equilibrium problems, Acta Math. Sin. (Engl. Ser.), 25 (2009), 343-354.  doi: 10.1007/s10114-008-7096-1.  Google Scholar

[32]

L. P. Zhang and S. Y. Wu, An algorithm based on the generalized D-gap function for equilibrium problems, J. Comput. Appl. Math., 231 (2009), 403-411.  doi: 10.1016/j.cam.2009.03.006.  Google Scholar

[1]

Chunrong Chen, Zhimiao Fang. A note on semicontinuity to a parametric generalized Ky Fan inequality. Numerical Algebra, Control & Optimization, 2012, 2 (4) : 779-784. doi: 10.3934/naco.2012.2.779
[2]

Liping Zhang, Soon-Yi Wu, Shu-Cherng Fang. Convergence and error bound of a D-gap function based Newton-type algorithm for equilibrium problems. Journal of Industrial & Management Optimization, 2010, 6 (2) : 333-346. doi: 10.3934/jimo.2010.6.333
[3]

Zaiyun Peng, Xinmin Yang, Kok Lay Teo. On the Hölder continuity of approximate solution mappings to parametric weak generalized Ky Fan Inequality. Journal of Industrial & Management Optimization, 2015, 11 (2) : 549-562. doi: 10.3934/jimo.2015.11.549
[4]

Suxiang He, Pan Zhang, Xiao Hu, Rong Hu. A sample average approximation method based on a D-gap function for stochastic variational inequality problems. Journal of Industrial & Management Optimization, 2014, 10 (3) : 977-987. doi: 10.3934/jimo.2014.10.977
[5]

Wen-ling Zhao, Dao-jin Song. A global error bound via the SQP method for constrained optimization problem. Journal of Industrial & Management Optimization, 2007, 3 (4) : 775-781. doi: 10.3934/jimo.2007.3.775
[6]

Changjun Yu, Kok Lay Teo, Liansheng Zhang, Yanqin Bai. A new exact penalty function method for continuous inequality constrained optimization problems. Journal of Industrial & Management Optimization, 2010, 6 (4) : 895-910. doi: 10.3934/jimo.2010.6.895
[7]

Yangdong Xu, Shengjie Li. Continuity of the solution mappings to parametric generalized non-weak vector Ky Fan inequalities. Journal of Industrial & Management Optimization, 2017, 13 (2) : 967-975. doi: 10.3934/jimo.2016056
[8]

Haiyan Wang, Jinyan Fan. Convergence properties of inexact Levenberg-Marquardt method under Hölderian local error bound. Journal of Industrial & Management Optimization, 2021, 17 (4) : 2265-2275. doi: 10.3934/jimo.2020068
[9]

Changjun Yu, Kok Lay Teo, Liansheng Zhang, Yanqin Bai. On a refinement of the convergence analysis for the new exact penalty function method for continuous inequality constrained optimization problem. Journal of Industrial & Management Optimization, 2012, 8 (2) : 485-491. doi: 10.3934/jimo.2012.8.485
[10]

Herbert Gajewski, Jens A. Griepentrog. A descent method for the free energy of multicomponent systems. Discrete & Continuous Dynamical Systems, 2006, 15 (2) : 505-528. doi: 10.3934/dcds.2006.15.505
[11]

Canghua Jiang, Zhiqiang Guo, Xin Li, Hai Wang, Ming Yu. An efficient adjoint computational method based on lifted IRK integrator and exact penalty function for optimal control problems involving continuous inequality constraints. Discrete & Continuous Dynamical Systems - S, 2020, 13 (6) : 1845-1865. doi: 10.3934/dcdss.2020109
[12]

Bingzheng Li, Zhengzhan Dai. Error analysis on regularized regression based on the Maximum correntropy criterion. Mathematical Foundations of Computing, 2020, 3 (1) : 25-40. doi: 10.3934/mfc.2020003
[13]

Masao Fukushima. A class of gap functions for quasi-variational inequality problems. Journal of Industrial & Management Optimization, 2007, 3 (2) : 165-171. doi: 10.3934/jimo.2007.3.165
[14]

Fang Zeng, Xiaodong Liu, Jiguang Sun, Liwei Xu. The reciprocity gap method for a cavity in an inhomogeneous medium. Inverse Problems & Imaging, 2016, 10 (3) : 855-868. doi: 10.3934/ipi.2016024
[15]

Yifan Chen, Thomas Y. Hou. Function approximation via the subsampled Poincaré inequality. Discrete & Continuous Dynamical Systems, 2021, 41 (1) : 169-199. doi: 10.3934/dcds.2020296
[16]

Henrik Garde, Stratos Staboulis. The regularized monotonicity method: Detecting irregular indefinite inclusions. Inverse Problems & Imaging, 2019, 13 (1) : 93-116. doi: 10.3934/ipi.2019006
[17]

Ting Hu. Kernel-based maximum correntropy criterion with gradient descent method. Communications on Pure & Applied Analysis, 2020, 19 (8) : 4159-4177. doi: 10.3934/cpaa.2020186
[18]

Kai Wang, Lingling Xu, Deren Han. A new parallel splitting descent method for structured variational inequalities. Journal of Industrial & Management Optimization, 2014, 10 (2) : 461-476. doi: 10.3934/jimo.2014.10.461
[19]

Wei-Zhe Gu, Li-Yong Lu. The linear convergence of a derivative-free descent method for nonlinear complementarity problems. Journal of Industrial & Management Optimization, 2017, 13 (2) : 531-548. doi: 10.3934/jimo.2016030
[20]

Haisen Zhang. Clarke directional derivatives of regularized gap functions for nonsmooth quasi-variational inequalities. Mathematical Control & Related Fields, 2014, 4 (3) : 365-379. doi: 10.3934/mcrf.2014.4.365

2020 Impact Factor: 1.801

Tools

Metrics

  • PDF downloads (186)
  • HTML views (828)
  • Cited by (0)

Other articles
by authors

[Back to Top]

Copyright © 2021 American Institute of Mathematical Sciences