Optimization and variational inequalities with pseudoconvex functions

Optimization and variational inequalities with pseudoconvex functions

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Article ID: iaor20106384
Volume: 146
Issue: 3
Start Page Number: 602
End Page Number: 616
Publication Date: Sep 2010
Journal: Journal of Optimization Theory and Applications
Authors:
Abstract:

In the present paper we consider a pseudoconvex (in an extended sense) function f using higher order Dini directional derivatives. A Variational Inequality, which is a refinement of the Stampacchia Variational Inequality, is defined. We prove that the solution set of this problem coincides with the set of global minimizers of f if and only if f is pseudoconvex. We introduce a notion of pseudomonotone Dini directional derivatives (in an extended sense). It is applied to prove that the solution sets of the Stampacchia Variational Inequality and Minty Variational Inequality coincide if and only if the function is pseudoconvex. At last, we obtain several characterizations of the solution set of a program with a pseudoconvex objective function.

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