In recent years, sequential optimality conditions are frequently used for convergence of iterative methods to solve nonlinear constrained optimization problems. The sequential optimality conditions do not require any of the constraint qualications. In this paper, We present the necessary sequential complementary approximate Karush Kuhn Tucker (CAKKT) condition for a point to be a solution of a ...

In this paper we investigate optimal control problems governed by variational inequalities. We give optimality conditions under classical assumptions using a dual regularized functional to interpret the Variational Inequality. 1. Introduction. In this paper we investigate optimal control problems governed by vari-ational inequalities of obstacle type. This problem has been widely studied during...

In this paper, some properties of  pseudoinvex functions, defined by means of  limiting subdifferential, are discussed. Furthermore, the Minty vector variational-like inequality,  the Stampacchia vector variational-like inequality, and the  weak formulations of these two inequalities  defined by means of limiting subdifferential are studied. Moreover, some relationships  between the vector vari...

We generalise the classical Pinsker inequality which relates variational divergence to Kullback-Liebler divergence in two ways: we consider arbitrary f -divergences in place of KL divergence, and we assume knowledge of a sequence of values of generalised variational divergences. We then develop a best possible inequality for this doubly generalised situation. Specialising our result to the clas...

We use the auxiliary principle technique to suggest and analyze some iterative methods for solving a new class of variational inequalities, which is called the mixed trifunction variational inequality. The mixed trifunction variational inequality includes the trifunction variational inequalities and the classical variational inequalities as special cases. Convergence of these iterative methods ...

This paper studies, for a differential variational inequality involving a locally prox-regular set, a regularization process with a family of classical differential equations whose solutions converge to the solution of the differential variational inequality. The concept of local prox-regularity will be termed in a quantified way, as (r, α)-prox-regularity.

The alternating directions method for a kind of structured variational inequality problem (He, 2001) is an attractive method for structured monotone variational inequality problems. In each iteration, the subproblems are convex quadratic minimization problem with simple constraints and a well-conditioned system of nonlinear equations that can be efficiently solved using classical methods. Resea...

We present two proximal algorithms for solving the mixed equilibrium problems. Under some simpler framework, the strong and weak convergence of the sequences defined by two general algorithms is respectively obtained. In particular, we deal with several iterative schemes in a united way and apply our algorithms for solving the classical equilibrium problem, the minimization problem, the classic...

We consider the optimization problem of dividends and risk exposures of a firm in the diffusion model with linear costs. The variational inequality associated with this problem is given by the nonlinear form of elliptic type. Using the viscosity solutions technique, we solve the corresponding penalty equation and show the existence of a classical solution to the variational inequality. The opti...

This paper considers an optimal control perspective on dynamic power price problem where the load on the power-grid is controlled via price. The optimal regulatory price is characterized by inverse variational inequality in which the function value and the control variable are in the opposite positions of the classical variational inequality. Discrete and continuum models with load constraints ...