Well-Posedness of Generalized Vector Quasivariational Inequality Problems
Abstract
We introduce several types of the Levitin-Polyak well-posedness for a generalized vector quasivariational inequality problem with both abstract set constraints and functional constraints. Criteria and characterizations of these types of the Levitin-Polyak well-posednesses with or without gap functions of generalized vector quasivariational inequality problem are given. The results in this paper unify, generalize, and extend some known results in the literature.
1. Introduction
The vector variational inequality in a finite-dimensional Euclidean space has been introduced in [1] and applications have been given. Chen and Cheng [2] studied the vector variational inequality in infinite-dimensional space and applied it to vector optimization problem. Since then, many authors [3–11] have intensively studied the vector variational inequality on different assumptions in infinite-dimensional spaces. Lee et al. [12, 13], Lin et al. [14], Konnov and Yao [15], Daniilidis and Hadjisavvas [16], Yang and Yao [17], and Oettli and Schläger [18] studied the generalized vector variational inequality and obtained some existence results. Chen and Li [19] and Lee et al. [20] introduced and studied the generalized vector quasi-variational inequality and established some existence theorems.
On the other hand, it is well known that the well-posedness is very important for both optimization theory and numerical methods of optimization problems, which guarantees that, for approximating solution sequences, there is a subsequence which converges to a solution. The study of well-posedness originates from Tykhonov [21] in dealing with unconstrained optimization problems. Its extension to the constrained case was developed by Levitin and Polyak [22]. The study of generalized Levitin-Polyak well-posedness for convex scalar optimization problems with functional constraints originates from Konsulova and Revalski [23]. Recently, this research was extended to nonconvex optimization problems with abstract set constraints and functional constraints (see [24]), nonconvex vector optimization problem with abstract set constraints and functional constraints (see [25]), variational inequality problems with abstract set constraints and functional constraints (see [26]), generalized inequality problems with abstract set constraints and functional constraints [27], generalized quasi-inequality problems with abstract set constraints and functional constraints [28], generalized vector inequality problems with abstract set constraints and functional constraints [29], and vector quasivariational inequality problems with abstract set constraints and functional constraints [30]. For more details on well-posedness on optimizations and related problems, please also see [31–37] and the references therein. It is worthy noting that there is no study on the Levitin-Polyak well-posedness for a generalized vector quasi-variational inequality problem.
In this paper, we will introduce four types of Levitin-Polyak well-posedness for a generalized vector quasivariational inequality problem with an abstract set constraint and a functional constraint. In Section 2, by virtue of a nonlinear scalarization function and a gap function for generalized vector quasi-varitional inequality problems, we show equivalent relations between the Levitin-Polyak well-posedness of the optimization problem and the Levitin-Polyak well-posedness of generalized vector quasi-varitional inequality problems. In Section 3, we derive some various criteria and characterizations for the (generalized) Levitin-Polyak well-posedness of the generalized vector quasi-variational inequality problems. The results in this paper unify, generalize, and extend some known results in [26–30].
2. Preliminaries
Throughout this paper, unless otherwise specified, we use the following notations and assumptions.
Let (X, ∥·∥) be a normed space equipped with norm topology, and let (Z, d1) be a metric space. Let X1 ⊂ X, K ⊂ Z be nonempty and closed sets. Let Y be a locally convex space ordered by a nontrivial closed and convex cone C with nonempty interior int C, that is, y1 ≤ y2 if and only if y2 − y1 ∈ C for any y1, y2 ∈ Y. Let L(X, Y) be the space of all the linear continuous operators from X to Y. Let T : X1 → 2L(X,Y) and be strict set-valued mappings (i.e., T(x) ≠ ∅ and S(x) ≠ ∅, for all x ∈ X1), and let g : X1 → Z be a continuous vector-valued mapping. We denote by 〈z, x〉 the value z(x), where z ∈ L(X, Y), x ∈ X1. Let X0 = {x ∈ X1 : g(x) ∈ K} be nonempty. We consider the following generalized vector quasi-variational inequality problem with functional constraints and abstract set constraints.
Let Z1, Z2 be two normed spaces. A set-valued map F from Z1 to is
(i) closed, on Z3⊆Z1, if for any sequence {xn}⊆Z3 with xn → x and yn ∈ F(xn) with yn → y, one has y ∈ F(x);
(ii) lower semicontinuous (l.s.c. in short) at x ∈ Z1, if {xn}⊆Z1, xn → x, and y ∈ F(x) imply that there exists a sequence {yn}⊆Z2 satisfying yn → y such that yn ∈ F(xn) for n sufficiently large. If F is l.s.c. at each point of Z1, we say that F is l.s.c. on Z1;
(iii) upper semicontinuous (u.s.c. in short) at x ∈ Z1, if for any neighborhood V of F(x), there exists a neighborhood U of x such that F(x′)⊆V, for all x′ ∈ U. If F is u.s.c. at each point of Z1, we say that F is u.s.c. on Z1.
It is obvious that any u.s.c. nonempty closed-valued map F is closed.
Definition 2.1. (i) A sequence {xn}⊆X1 is called a type I Levitin-Polyak (LP in short) approximating solution sequence if there exist with ϵn → 0 and zn ∈ T(xn) such that
(ii) {xn}⊆X1 is called a type II LP approximating solution sequence if there exist with ϵn → 0 and zn ∈ T(xn) such that (2.3)–(2.5) hold, and, for any z ∈ T(xn), there exists w(n, z) ∈ S(xn) satisfying
(iii) {xn}⊆X1 is called a generalized type I LP approximating solution sequence if there exist with ϵn → 0 and zn ∈ T(xn) such that
(iv) {xn}⊆X1 is called a generalized type II LP approximating solution sequence if there exist with ϵn → 0, zn ∈ T(xn) such that (2.4), (2.5), and (2.7) hold, and, for any z ∈ T(xn), there exists w(n, z) ∈ S(xn) such that (2.6) holds.
Definition 2.2. (GVQVI) is said to be type I (resp., type II, generalized type I, generalized type II) LP well-posed if the solution set of (GVQVI) is nonempty, and, for any type I (resp., type II, generalized type I, generalized type II) LP approximating solution sequence {xn}, there exists a subsequence of {xn} and such that .
Remark 2.3. (i) It is clear that any (generalized) type II LP approximating solution sequence is a (generalized) type I LP approximating solution sequence. Thus, (generalized) type I LP well-posedness implies (generalized) type II LP well-posedness.
(ii) Each type of LP well-posedness of (GVQVI) implies that the solution set is compact.
(iii) Suppose that g is uniformly continuous functions on a set
(iv) If Y = R1, , then type I (resp., type II, generalized type I, generalized type II) LP well-posedness of (GVQVI) reduces to type I (resp., type II, generalized type I, generalized type II) LP well-posedness of the generalized quasi-variational inequality problem defined by Jiang et al. [28]. If Y = R1, , S(x) = X0 for all x ∈ X1, then type I (resp., type II, generalized type I, generalized type II) LP well-posedness of (GVQVI) reduces to type I (resp., type II, generalized type I, generalized type II) LP well-posedness of the generalized variational inequality problem defined by Huang, and Yang [27] which contains as special cases for the type I (resp., type II, generalized type I, generalized type II) LP well-posedness of the variational inequality problem in [26].
(v) If S(x) = X0 for all x ∈ X1, then type I (resp., type II, generalized type I, generalized type II) LP well-posedness of (GVQVI) reduces to type I (resp., type II, generalized type I, generalized type II) LP well-posedness of the generalized vector variational inequality problem defined by Xu et al. [29].
(vi) If the set-valued map T is replaced by a single-valued map F, then type I (resp., type II, generalized type I, generalized type II) LP well-posedness of (GVQVI) reduces to type I (resp., type II, generalized type I, generalized type II) LP well-posedness of the vector quasivariational inequality problems defined by Zhang et al. [30].
Consider the following statement:
Proposition 2.4. If (GVQVI) is type I (resp., type II, generalized type I, generalized type II) LP well-posed, then (2.9) holds. Conversely if (2.9) holds and is compact, then (1) is type I (resp., type II, generalized type I, generalized type II) LP well-posed.
The proof of Proposition 2.4 is elementary and thus omitted.
Definition 2.5. (i) A sequence is called a type I LP minimizing sequence for (P) if
(ii) is called a type II LP minimizing sequence for (P) if
(iii) is called a generalized type I LP minimizing sequence for (P) if
(iv) is called a generalized type II LP minimizing sequence for (P) if (2.13) and (2.14) hold.
Definition 2.6. (P) is said to be type I (resp., type II, generalized type I, generalized type II) LP well-posed if the solution set of (P) is nonempty, and for any type I (resp., type II, generalized type I, generalized type II) LP minimizing sequence {xn}, there exists a subsequence of {xn} and such that .
The Auslender gap function for (GVQVI) is defined as follows:
Let X2⊆X be defined by
In the rest of this paper, we set in (P) equal to X1∩X2. Note that if S is closed on X1, then is closed.
Recall the following widely used function (see, e.g., [38])
It is known that ξ is a continuous, (strictly) monotone (i.e., for any y1, y2 ∈ Y, y1 − y2 ∈ C implies that ξ(y1) ≥ ξ(y2) and (y1 − y2 ∈ int C implies that ξ(y1) > ξ(y2)), subadditive and convex function. Moreover, it holds that ξ(te) = t, for all t ∈ R1 and .
Now we given some properties for the function f defined by (2.15).
Lemma 2.7. Let the function f be defined by (2.15), and let the set-valued map T be compact-valued on X1. Then
- (i)
;
- (ii)
for any , f(x) = 0 if and only if .
Proof. (i) Let . Suppose to the contrary that f(x) < 0. Then, there exists a δ > 0 such that f(x)<−δ. By definition, for δ/2 > 0, there exists a z ∈ T(x), such that
(ii) Suppose that such that f(x) = 0.
Then, it follows from the definition of that x ∈ S(x). And from the definition of f(x) we know that there exist zn ∈ T(x) and 0 < ϵn → 0 such that
Conversely, assume that . It follows from the definition of that x ∈ S(x). Suppose to the contrary that f(x) > 0. Then, for any z ∈ T(x),
Thus, there exist δ > 0 and x0 ∈ S(x) such that
Lemma 2.8. Let f be defined by (2.15). Assume that the set-valued map T is compact-valued and u.s.c. on X1 and the set-valued map S is l.s.c. on X1. Then f is l.s.c. function from X1 to R1 ∪ {+∞}. Further assume that the solution set of (GVQVI) is nonempty, then Dom (f) ≠ ∅.
Proof. First we show that f(x)>−∞, for all x ∈ X1. Suppose to the contrary that there exists x0 ∈ X1 such that f(x0) = −∞. Then, there exist zn ∈ T(x0) and with Mn → +∞ such that
Second, we show that f is l.s.c. on X1. Let a ∈ R1. Suppose that {xn} ⊂ X1 satisfies f(xn) ≤ a, for all n, and xn → x0 ∈ X1. It follows that, for each n, there exist zn ∈ T(xn) and 0 < δn → 0 such that
For any x′ ∈ S(x0), by the l.s.c. of S, we have a sequence {yn} with {yn} ∈ S(xn) converging to x′ such that
By the u.s.c. of T at x0 and the compactness of T(x0), we obtain a subsequence of {zn} and some z0 ∈ T(x0) such that . Taking the limit in (2.32) (with n replaced by nj), by the continuity of ξ, we have
It follows that . Hence, f is l.s.c. on X1. Furthermore, if , by Lemma 2.7, we see that Dom (f) ≠ ∅.
Lemma 2.9. Let the function f be defined by (2.15), and let the set-valued map T be compact-valued on X1. Then,
- (i)
{xn}⊆X1 is a sequence such that there exist with ϵn → 0 and zn ∈ T(xn) satisfying (2.4) and (2.5) if and only if and (2.11) hold with ,
- (ii)
{xn}⊆X1 is a sequence such that there exist with ϵn → 0 and zn ∈ T(xn) satisfying (2.4) and (2.5), and for any z ∈ T(xn), there exists w(n, z) ∈ S(xn) satisfying (2.6) if and only if and (2.13) hold with .
Proof. (i) Let {xn}⊆X1 be any sequence if there exist with ϵn → 0 and zn ∈ T(xn) satisfying (2.4) and (2.5), then we can easily verify that
For the converse, let and (2.11) hold with . We can see that {xn}⊆X1 and (2.4) hold. Furthermore, by (2.11), we have that there exists such that f(xn) ≤ ϵn. By the compactness of T(xn), we see that for every n there exists zn ∈ T(xn) such that
It follows that for every n there exists zn ∈ T(xn) such that (2.5) holds.
(ii) Let {xn}⊆X1 be any sequence we can verify that
holds if and only if there exists with αn → 0 and, for any z ∈ T(xn), there exists w(n, z) ∈ S(xn) such that
From the proof of (i), we know that limsup n→∞f(xn) ≤ 0 and hold if and only if {xn}⊆X1 such that there exist with βn → 0zn ∈ T(xn) satisfying (2.4) and (2.5) (with ϵn replaced by βn). Finally, we let ϵn = max {αn, βn} and the conclusion follows.
Proposition 2.10. Assume that and T is compact-valued on X1. Then
- (i)
(GVQVI) is generalized type I (resp., generalized type II) LP well-posed if and only if (P) is generalized type I (resp., generalized type II) LP well-posed with f(x) defined by (2.15).
- (ii)
If (GVQVI) is type I (resp., type II) LP well-posed, then (P) is type I (resp., type II) LP well-posed with f(x) defined by (2.15).
Proof. Let f(x) be defined by (2.15). Since , it follows from Lemma 2.7 that is a solution of (GVQVI) if and only if is an optimal solution of (5) with .
- (i)
Similar to the proof of Lemma 2.9, it is also routine to check that a sequence {xn} is a generalized type I (resp., generalized type II) LP approximating solution sequence if and only if it is a generalized type I (resp., generalized type II) LP minimizing sequence of (P). So (GVQVI) is generalized type I (resp., generalized type II) LP well-posed if and only if (P) is generalized type I (resp., generalized type II) LP well-posed with f(x) defined by (2.15).
- (ii)
Since for any x. This fact together with Lemma 2.9 implies that a type I (resp., type II) LP minimizing sequence of (P) is a type I (resp., type II) LP approximating solution sequence. So the type I (resp., type II) LP well-posedness of (GVQVI) implies the type I (resp., type II) LP well-posedness of (P) with f(x) defined by (2.15).
3. Criteria and Characterizations for Generalized LP Well-Posedness of (GVQVI)
In this section, we shall present some necessary and/or sufficient conditions for the various types of (generalized) LP well-posedness of (GVQVI) defined in Section 2.
Theorem 3.1. Let the set-valued map T be compact-valued on X1. If (GVQVI) is type II LP well-posed, the set-valued map S is closed-valued, then there exist a function c satisfying (3.1) such that
Proof. Define
Since S is closed-valued, xn ∈ S(xn) for any n. This fact, combined with (3.4) and (3.5) and Lemma 2.9 (ii) implies that {xn} is a type II LP approximating solution sequence of (GVQVI). By Proposition 2.4, we have that tn → 0.
Conversely, let {xn} be a type II LP approximating solution sequence of (GVQVI). Then, by (3.2), we have
Let
Then sn → 0 and rn = 0, for all n ∈ N. Moreover, by Lemma 2.9, we have that |f(x)| → 0. Then, c(tn, sn, rn) → 0. These facts together with the properties of the function c imply that tn → 0. By Proposition 2.4, we see that (GVQVI) is type II LP well-posed.
Theorem 3.2. Let the set-valued map T be compact-valued on X1. If (GVQVI) is generalized type II LP well-posed, the set-valued map S is closed, then there exist a function c satisfying (3.1) such that
Proof. The proof is almost the same as that of Theorem 3.1. The only difference lies in the proof of the first part of Theorem 3.1. Here we define
Next we give the Furi-Vignoli-type characterizations [39] for the (generalized) type I LP well-posedness of (GVQVI).
Let (X, ∥·∥) be a Banach space. Recall that the Kuratowski measure of noncompactness for a subset H of X is defined as
where diam (Hi) is the diameter of Hi defined by
Given two nonempty subsets A and B of a Banach space (X, ∥·∥), the Hausdorff distance between A and B is defined by
For any ϵ ≥ 0, two types of approximating solution sets for (GVQVI) are defined, respectively, by
Theorem 3.3. Assume that T is u.s.c. and compact-valued on X1and S is l.s.c. and closed on X1. Then
(a) (GVQVI) is type I LP well-posed if and only if
(b) (GVQVI) is generalized type I LP well-posed if and only if
Proof. (a) First we show that, for every ϵ > 0, Ω1(ϵ) is closed. In fact, let xn ∈ Ω1(ϵ) and xn → x0. Then (2.4) and the following formula hold:
By the u.s.c. of T at x0 and the compactness of T(x0), there exist a subsequence and some z0 ∈ T(x0) such that
This fact, together with the continuity of ξ and (3.19), implies that
It follows that
Second, we show that . It is obvious that . Now suppose that ϵn > 0 with ϵn → 0 and x* ∈ ⋂ϵ>0Ω1(ϵn). Then
that is . Hence, .
Now we assume that (GVQVI) is type I LP well-posed. By Remark 2.3, we know that the solution is nonempty and compact. For every positive real number ϵ, since , one gets
For every n ∈ N, the following relations hold:
Suppose that this is not true, then there exist β > 0, ϵn → 0, and sequence {un}, un ∈ Ω1(ϵn), such that
Since {un} is type I LP approximating sequence for (GVQVI), it contains a subsequence conversing to a point of , which contradicts (3.31).
For the converse, we know that, for every ϵ > 0, the set Ω1(ϵ) is closed, , and . The theorem on Page. 412 in [40, 41] can be applied, and one concludes that the set is nonempty, compact, and
If {xn} is type I LP approximating sequence for (GVQVI), then there exists a sequence {ϵn} of positive real numbers decreasing to 0 such that xn ∈ Ω1(ϵn), for every n ∈ N. Since is compact and
(b) The proof is Similar to that of (a), and it is omitted here. This completes the proof.
Definition 3.4. (i) Let Z be a topological space, and let Z1⊆Z be nonempty. Suppose that h : Z → R1 ∪ {+∞} is an extended real-valued function. h is said to be level-compact on Z1 if, for any s ∈ R1, the subset {z ∈ Z1 : h(z) ≤ s} is compact.
(ii) Let X be a finite-dimensional normed space, and let Z1 ⊂ Z be nonempty. A function h : Z → R1 ∪ {+∞} is said to be level-bounded on Z1 if Z1 is bounded or
Now we establish some sufficient conditions for type I (resp., generalized I type) LP well-posedness of (GVQVI).
Proposition 3.5. Suppose that the solution set of (GVQVI) is nonempty and set-valued map S is l.s.c. and closed on X1, the set-valued map T is u.s.c. and compact-valued on X1. Suppose that one of the following conditions holds:
(i) there exists 0 < δ1 ≤ δ0 such that X1(δ1) is compact, where
(ii) the function f defined by (2.15) is level-compact on X1∩X2;
(iii) X is finite-dimensional and
where f is defined by (2.15);
(iv) there exists 0 < δ1 ≤ δ0 such that f is level-compact on X1(δ1) defined by (3.35). Then (GVQVI) is type I LP well-posed.
Proof. First, we show that each of (i), (ii), and (iii) implies (iv). Clearly, either of (i) and (ii) implies (iv). Now we show that (iii) implies (iv). Indeed, we need only to show that, for any t ∈ R1, the set
Thus,
Therefore, we only need to we show that if (iv) holds, then (GVQVI) is type I LP well-posed. Let {xn} be a type I LP approximating solution sequence for (GVQVI). Then, there exist with ϵn → 0 and zn ∈ T(xn) such that (2.3), (2.4), and (2.5) hold. From (2.3) and (2.4), we can assume without loss of generality that {xn}⊆X1(δ1). By Lemma 2.9, we can assume without loss of generality that {xn}⊆{x ∈ X1(δ1) : f(x) ≤ 1}. By the level-compactness of f on X1(δ1), we can find a subsequence of {xn} and such that . Taking the limit in (2.3) (with xn replaced by ), we have . Since S is closed and (2.4) holds, we also have .
Furthermore, from the u.s.c. of T at and the compactness of , we deduce that there exist a subsequence of {zn} and some such that . From this fact, together with (2.5), we have
The next proposition can be proved similarly.
Proposition 3.6. Suppose that the solution set of (GVQVI) is nonempty and set-valued map S is l.s.c. and closed on X1, the set-valued map T is u.s.c. and compact-valued on X1. Suppose that one of the following conditions holds:
(i) there exists 0 < δ1 ≤ δ0 such that X2(δ1) is compact, where
(ii) the function f defined by (2.15) is level-compact on X1∩X2;
(iii) X is finite-dimension and
where f is defined by (2.15),
(iv) there exists 0 < δ1 ≤ δ0 such that f is level-compact on X2(δ1) defined by (3.40). Then (GVQVI) is generalized type II LP well-posed.
Remark 3.7. If X is finite-dimensional, then the “level-compactness” condition in Propositions 3.1 and 3.6 can be replaced by “level boundedness” condition.
Acknowledgments
This research was supported by the National Natural Science Foundation of China (Grant no. 11171363 and Grant no. 10831009), the Natural Science Foundation of Chongqing (Grant No. CSTC, 2009BB8240) and the special fund of Chongqing Key Laboratory (CSTC 2011KLORSE01).