Mixed Variational Inequalities and Nonconvex Analysis
Abstract
In this expository paper, we provide an account of fundamental aspects of mixed variational inequalities with major emphasis on the computational properties, various generalizations, dynamical systems, nonexpansive mappings, sensitivity analysis and their applications. Mixed variational inequalities can be viewed as novel extensions and generalizations of variational principles. A wide class of unrelated problems, which arise in various branches of pure and applied sciences are being investigated in the unified framework of mixed variational inequalities. It is well known that variational inequalities are equivalent to the fixed point problems. This equivalent fixed point formulation has played not only a crucial part in studying the qualitative behavior of complicated problems, but also provide us numerical techniques for finding the approximate solution of these problems. Our main focus is to suggest some new iterative methods for solving mixed variational inequalities and related optimization problems using resolvent methods, resolvent equations, splitting methods, auxiliary principle technique, self-adaptive method and dynamical systems coupled with finite difference technique. Convergence analysis of these methods is investigated under suitable conditions. Sensitivity analysis of the mixed variational inequalities is studied using the resolvent equations method. Iterative methods for solving some new classes of mixed variational inequalities are proposed and investigated. Our methods of discussing the results are simple ones as compared with other methods and techniques. Results proved in this paper can be viewed as significant and innovative refinement of the known results.
References
Alirezaei, G., & Mazhar, R. (2018). On exponentially concave functions and their impact in information theory. Journal of Information Theory and Applications, 9(5), 265-274. https://doi.org/10.1109/ITA.2018.8503202
Alvarez, F., & Attouch, H. (2001). An inertial proximal method for maximal monotone operators via discretization of a nonlinear oscillator damping. Set-Valued Analysis, 9, 3-11.
Alshejari, A. A., Noor, M. A., & Noor, K. I. (2024). Inertial algorithms for bifunction harmonic variational inequalities. International Journal of Analysis and Applications, 22, 1-19. https://doi.org/10.28924/2291-8639-22-2024-46
Alshejari, A. A., Noor, M. A., & Noor, K. I. (2024). New auxiliary principle technique for general harmonic directional variational inequalities. International Journal of Analysis and Applications, 22. https://doi.org/10.28924/2291-8639-22-2024-64
Alshejari, A. A. (2024). Recent developments in general quasi variational inequalities. International Journal of Analysis and Applications, 22, 1-39. https://doi.org/10.28924/2291-8639-22-2024-84
Ames, W. F. (1992). Numerical Methods for Partial Differential Equations (3rd ed.). Academic Press.
Antczak, T. (2001). On (p, r)-invex sets and functions. Journal of Mathematical Analysis and Applications, 263, 355-379. https://doi.org/10.1006/jmaa.2001.7574
Anderson, G. D., Vamanamurthy, M. K., & Vuorinen, M. (2007). Generalized convexity and inequalities. Journal of Mathematical Analysis and Applications, 335, 1294-1308. https://doi.org/10.1016/j.jmaa.2007.02.016
Avriel, M. (1972). r-Convex functions. Mathematical Programming, 2, 309-323. https://doi.org/10.1007/BF01584551
Awan, M. U., Noor, M. A., & Noor, K. I. (2018). Hermite-Hadamard inequalities for exponentially convex functions. Applied Mathematics & Information Sciences, 12(2), 405-409. https://doi.org/10.18576/amis/120215
Al-Azemi, F., & Calin, O. (2015). Asian options with harmonic average. Applied Mathematics & Information Sciences, 9, 1-9.
Ashish, K., Rani, M., & Chugh, R. (2014). Julia sets and Mandelbrot sets in Noor orbit. Applied Mathematics and Computation, 228(1), 615-631. https://doi.org/10.1016/j.amc.2013.11.077
Ashish, R., Chugh, R., & Rani, M. (2021). Fractals and Chaos in Noor Orbit: A Four-Step Feedback Approach. Lap Lambert Academic Publishing.
Ashish, J., Cao, J., & Noor, M. A. (2023). Stabilization of fixed points in chaotic maps using Noor orbit with applications in cardiac arrhythmia. Journal of Applied Analysis and Computation, 13(5), 2452-2470. https://doi.org/10.11948/20220350
Barbagallo, A., & Lo Bainco, S. G. (2024). A random elastic traffic equilibrium problem via stochastic quasi-variational inequalities. Communications in Nonlinear Science and Numerical Simulation, 131, 107798. https://doi.org/10.1016/j.cnsns.2023.107798
Bernstein, S. N. (1929). Sur les fonctions absolument monotones. Acta Mathematica, 52, 1-66. https://doi.org/10.1007/BF02592679
Bnouhachem, A. (2005). A self-adaptive method for solving general mixed variational inequalities. Journal of Mathematical Analysis and Applications, 309, 136-150. https://doi.org/10.1016/j.jmaa.2004.12.023
Bnouhachem, A. (2007). An additional projection step to He and Liao's method for solving variational inequalities. Journal of Computational and Applied Mathematics, 206, 238-250. https://doi.org/10.1016/j.cam.2006.07.001
Bnouhachem, A., Noor, M. A., Khalfaoui, M., & Zhaohan, S. (2011). A resolvent method for solving mixed variational inequalities. Journal of King Saud University - Science, 23(2), 235-240. https://doi.org/10.1016/j.jksus.2010.07.015
Bnouhachem, A., Noor, M. A., & Rassias, T. R. (2006). Three-steps iterative algorithms for mixed variational inequalities. Applied Mathematics and Computation, 183, 436-446. https://doi.org/10.1016/j.amc.2006.05.086
Brezis, H. (1973). Opérateurs Maximaux Monotones et Semi-groupes de Contractions dans les Espaces de Hilbert. North-Holland. https://doi.org/10.1112/blms/6.2.221
Chairatsiripong, C., & Thianwan, T. (2022). Novel Noor iterations technique for solving nonlinear equations. AIMS Mathematics, 7(6), 10958-10976. https://doi.org/10.3934/math.2022612
Cho, S. Y., Shahid, A. A., Nazeer, W., & Kang, S. M. (2006). Fixed point results for fractal generation in Noor orbit and s-convexity. Springer Plus, 5, 1843. https://doi.org/10.1186/s40064-016-3530-5
Chugh, R., Rani, M., & Ashish. (2012). On the convergence of logistic map in Noor orbit. International Journal of Computer Applications, 43(18), 1-5. https://doi.org/10.5120/6200-8739
Cristescu, G., & Lupsa, L. (2002). Non-connected Convexities and Applications. Springer-Verlag. https://doi.org/10.1007/978-1-4615-0003-2
Dafermos, S. (1988). Sensitivity analysis in variational inequalities. Mathematics of Operations Research, 13, 421-434. https://doi.org/10.1287/moor.13.3.421
Daniele, P., Giannessi, F., & Maugeri, A. (2003). Equilibrium Problems and Variational Models. Kluwer Academic. https://doi.org/10.1007/978-1-4613-0239-1
Dupuis, P., & Nagurney, A. (1993). Dynamical systems and variational inequalities. Annals of Operations Research, 44, 19-42. https://doi.org/10.1007/BF02073589
Glowinski, R., Lions, J. L., & Tremolieres, R. (1981). Numerical Analysis of Variational Inequalities. North-Holland.
Glowinski, R., & Le Tallec, P. (1989). Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics. SIAM. https://doi.org/10.1137/1.9781611970838
Harker, P. T., & Pang, J. S. (1990). A damped-Newton method for the linear complementarity problem. Lectures in Applied Mathematics, 26, 265-284.
Haubruge, S., Nguyen, V. H., & Strodiot, J. J. (1998). Convergence analysis and applications of the Glowinski-Le Tallec splitting method for finding a zero of the sum of two maximal monotone operators. Journal of Optimization Theory and Applications, 97, 971-998. https://doi.org/10.1023/A:1022646327085
He, B. S., & Liao, L. Z. (2002). Improvement of some projection methods for monotone variational inequalities. Journal of Optimization Theory and Applications, 112, 111-128. https://doi.org/10.1023/A:1013096613105
He, B. S., Yang, Z. H., & Yuan, X. M. (2004). An approximate proximal-extragradient type method for monotone variational inequalities. Journal of Mathematical Analysis and Applications, 300(2), 362-374. https://doi.org/10.1016/j.jmaa.2004.04.068
Karamardian, S. (1971). Generalized complementarity problems. Journal of Optimization Theory and Applications, 8, 161-168. https://doi.org/10.1007/BF00932464
Khan, A. G., Noor, M. A., Noor, K. I., & Pervez, A. (2018). Fractional projected dynamical system for quasi variational inequalities. U.P.B. Scientific Bulletin, Series A, 80(2), 99-111.
Khan, A. G., Noor, M. A., & Noor, K. I. (2019). Dynamical systems for variational inclusions involving difference operators. Honam Mathematical Journal, 41(1), 207-225.
Kikuchi, N., & Oden, J. T. (1988). Contact Problems in Elasticity. SIAM. https://doi.org/10.1137/1.9781611970845
Korpelevich, G. M. (1976). The extragradient method for finding saddle points and other problems. Ekonomika i Matematicheskie Metody, 12, 747-756.
Kwuni, Y. C., Shahid, A. A., Nazeer, W., Butt, S. I., Abbas, M., & Kang, S. M. (2019). Tricorns and multicorns in Noor orbit with s-convexity. IEEE Access, 7. https://doi.org/10.1109/ACCESS.2019.2928796
Lions, J., & Stampacchia, G. (1967). Variational inequalities. Communications on Pure and Applied Mathematics, 20, 492-512.
Martinet, B. (1970). Regularization d'inequations variationnelles par approximation successive. Revue d'Automatique, d'Informatique et de Recherche Opérationnelle, Série Rouge, 3, 154-159. https://doi.org/10.1051/m2an/197004R301541
Nagurney, A., & Zhang, D. (1996). Projected Dynamical Systems and Variational Inequalities with Applications. Kluwer Academic Publishers. https://doi.org/10.1007/978-1-4615-2301-7_2
Nammanee, K., Noor, M. A., & Suantai, S. (2006). Convergence criteria of modified Noor iterations with errors for asymptotically nonexpansive mappings. Journal of Mathematical Analysis and Applications, 314, 320-334. https://doi.org/10.1016/j.jmaa.2005.03.094
Negi, D., Saini, A. K., Pandey, N., Wariyal, S. C., & Sharma, R. (2016). An analysis of Julia sets and Noor iterations using a complex Mandelbrot iteration scheme. Preprint.
Natarajan, S. K., & Negi, D. (2024). Green innovations utilizing fractal and power for solar panel optimization. In R. Sharma, G. Rana, & S. Agarwal (Eds.), Green Innovations for Industrial Development and Business Sustainability (pp. 146-152). CRC Press. https://doi.org/10.1201/9781003458944-10
Nonlaopon, K., Khan, A. G., Noor, M. A., & Awan, M. U. (2022). A study of Wiener-Hopf dynamical systems for variational inequalities in the setting of fractional calculus. AIMS Mathematics, 8(2), 2659-2672. https://doi.org/10.3934/math.2023139
Noor, M. A. (1975). On variational inequalities (Doctoral dissertation, Brunel University, London, UK).
Noor, M. A. (1988). General variational inequalities. Applied Mathematics Letters, 1, 119-121. https://doi.org/10.1016/0893-9659(88)90054-7
Noor, M. A. (1992). General algorithm for variational inequalities. Journal of Optimization Theory and Applications, 73, 409-413. https://doi.org/10.1007/BF00940189
Noor, M. A. (1988). Fixed point approach for complementarity problems. Journal of Mathematical Analysis and Applications, 33, 437-448. https://doi.org/10.1016/0022-247X(88)90413-1
Noor, M. A. (1997). Some recent advances in variational inequalities, Part I, basic concepts. New Zealand Journal of Mathematics, 26, 53-80.
Noor, M. A. (1997). Some recent advances in variational inequalities, Part II, other concepts. New Zealand Journal of Mathematics, 26, 229-255.
Noor, M. A. (1977). Generalized mixed variational inequalities and resolvent equations. Positivity, 1, 145-154.
Noor, M. A. (1977). Sensitivity analysis for quasi variational inequalities. Journal of Optimization Theory and Applications, 97, 399-407.
Noor, M. A. (1988). New extragradient-type methods for general variational inequalities. Journal of Mathematical Analysis and Applications, 299, 330-343.
Noor, M. A. (2000). Variational inequalities for fuzzy mappings (III). Fuzzy Sets and Systems, 110(1), 101-108. https://doi.org/10.1016/S0165-0114(98)00131-6
Noor, M. A. (2000). New approximation schemes for general variational inequalities. Journal of Mathematical Analysis and Applications, 251, 217-230. https://doi.org/10.1006/jmaa.2000.7042
Noor, M. A. (2001). Three-step iterative algorithms for multivalued quasi variational inclusions. Journal of Mathematical Analysis and Applications, 255(2), 589-604. https://doi.org/10.1006/jmaa.2000.7298
Noor, M. A. (1987). On a class of variational inequalities. Journal of Mathematical Analysis and Applications, 128, 138-155. https://doi.org/10.1016/0022-247X(87)90221-6
Noor, M. A. (2002). Proximal methods for mixed variational inequalities. Journal of Optimization Theory and Applications, 115, 447-451. https://doi.org/10.1023/A:1020848524253
Noor, M. A. (2003). Mixed quasi variational inequalities. Applied Mathematics and Computation, 146, 553-578. https://doi.org/10.1016/S0096-3003(02)00605-7
Noor, M. A. (2004). Some developments in general variational inequalities. Applied Mathematics and Computation, 152, 199-277. https://doi.org/10.1016/S0096-3003(03)00558-7
Noor, M. A. (2004). Fundamentals of mixed quasi variational inequalities. International Journal of Pure and Applied Mathematics, 15(2), 137-250.
Noor, M. A. (2004). Auxiliary principle technique for equilibrium problems. Journal of Optimization Theory and Applications, 122, 371-386. https://doi.org/10.1023/B:JOTA.0000042526.24671.b2
Noor, M. A. (2005). Hemivariational inequalities. Journal of Applied Mathematics and Computing, 17, 59-72. https://doi.org/10.1007/BF02936041
Noor, M. A. (2006). Fundamentals of equilibrium problems. Journal of Mathematical Inequalities, 9(3), 529-566. https://doi.org/10.7153/mia-09-51
Noor, M. A. (2009). Extended general variational inequalities. Applied Mathematics Letters, 22(2), 182-185. https://doi.org/10.1016/j.aml.2008.03.007
Noor, M. A. (2010). Some iterative schemes for general mixed variational inequalities. Journal of Applied Mathematics and Computing, 34(1), 57-70. https://doi.org/10.1007/s12190-009-0306-x
Noor, M. A., & Al-Said, E. (1999). Change of variable method for generalized complementarity problems. Journal of Optimization Theory and Applications, 100(2), 389-395. https://doi.org/10.1023/A:1021790404792
Noor, M. A., & Huang, Z. Y. (2007). Some resolvent iterative methods for variational inclusions and nonexpansive mappings. Applied Mathematics and Computation, 194, 267-275. https://doi.org/10.1016/j.amc.2007.04.037
Noor, M. A. (2002). Resolvent dynamical systems for mixed variational inequalities. Korean Journal of Computational and Applied Mathematics, 9(1), 15-26. https://doi.org/10.1007/BF03012337
Noor, M. A., Noor, K. I., & Loyatif, M. (2021). Biconvex functions and mixed bivariational inequalities. Information Sciences Letters, 10(3), 469-475. https://doi.org/10.18576/isl/100311
Noor, M. A., & Noor, K. I. (2016). Harmonic variational inequalities. Applied Mathematics and Information Sciences, 10(5), 1811-1814. https://doi.org/10.18576/amis/100522
Noor, M. A., & Noor, K. I. (2023). Some new classes of harmonic hemivariational inequalities. Earthline Journal of Mathematical Sciences, 13(2), 473-495. https://doi.org/10.34198/ejms.13223.473495
Noor, M. A., & Noor, K. I. (2023). General biconvex functions and bivariational inequalities. Numerical Algebra, Control and Optimization, 13(1), 11-27. https://doi.org/10.3934/naco.2021041
Noor, M. A., & Noor, K. I. (2023). Numerical Analysis and Variational Inequalities. Preprint. ResearchGate.
Noor, M. A., & Noor, K. I. (2022). Some new trends in mixed variational inequalities. Journal of Advanced Mathematical Studies, 15(2), 105-140.
Noor, M. A., & Noor, K. I. (2024). Auxiliary principle technique for solving trifunction harmonic variational inequalities. RAD HAZU. MATEMATICKE ZNANOSTI, accepted.
Noor, M. A., & Noor, K. I. (2024). Some novel aspects and applications of Noor iterations and Noor orbits. Journal of Advanced Mathematical Studies, 17(3), in press.
Noor, M. A., Noor, K. I., & Mohsen, B. N. (2021). Some new classes of general quasi variational inequalities. AIMS Mathematics, 6(6), 6404-6421. https://doi.org/10.3934/math.2021376
Noor, M. A., & Oettli, W. (1994). On general nonlinear complementarity problems and quasi equilibria. Le Matematiche (Catania), 49, 313-331.
Noor, M. A., Noor, K. I., & Rassias, M. T. (2020). New trends in general variational inequalities. Acta Applicandae Mathematicae, 170(1), 981-1046. https://doi.org/10.1007/s10440-020-00366-2
Noor, M. A., Noor, K. I., & Rassias, T. M. (1993). Some aspects of variational inequalities. Journal of Computational and Applied Mathematics, 47, 285-312. https://doi.org/10.1016/0377-0427(93)90058-J
Noor, M. A., & Noor, K. I. (2021). Higher order strongly exponentially biconvex functions and bivariational inequalities. Journal of Mathematical Analysis, 12(2), 23-43.
Noor, M. A., & Noor, K. I. (2019). On exponentially convex functions. Journal of Orissa Mathematical Society, 38(01-02), 33-35.
Noor, M. A., & Noor, K. I. (2020). New classes of exponentially general convex functions. U.P.B. Bulletin of Science and Applied Mathematics Series A, 82(3), 117-128.
Noor, M. A., & Noor, K. I. (2021). Higher order strongly biconvex functions and biequilibrium problems. Advances in Linear Algebra & Matrix Theory, 11(2), 31-53. https://doi.org/10.4236/alamt.2021.112004
Noor, M. A., & Noor, K. I. (2021). Strongly $log$-biconvex functions and applications. Earthline Journal of Mathematical Sciences, 7(1), 1-23. https://doi.org/10.34198/ejms.7121.123
Noor, M. A., Noor, K. I., & Rassias, M. T. (2021). New trends in general variational inequalities. Acta Applicandae Mathematicae, 170(1), 981-1046. https://doi.org/10.1007/s10440-020-00366-2
Noor, M. A., Noor, K. I., & Rassias, M. T. (2023). General variational inequalities and optimization. In T. M. Rassias & P. M. Pardalos (Eds.), Geometry and Nonconvex Optimization. Springer Verlag.
Noor, M. A., Noor, K. I., & Rassias, M. T. (n.d.). Strongly biconvex functions and bivariational inequalities. In P. M. Pardalos & T. M. Rassias (Eds.), Mathematical Analysis, Optimization, Approximation and Applications. World Scientific Publishing Company.
Noor, M. A., Noor, K. I., & Yaqoob, H. (2010). On general mixed variationalinequalities. Acta Applicandae Mathematicae, 110, 227-246. https://doi.org/10.1007/s10440-008-9402-4
Noor, M. A., Noor, K. I., Hamdi, A., & El-Shemas, E. H. (2009). On difference of two monotone operators. Optimization Letters, 3, 329-335. https://doi.org/10.1007/s11590-008-0112-7
Paimsang, S., Yambangwai, D., & Thainwan, T. (2024). A novel Noor iterative method of operators with property $(E)$ as concerns convex programming applicable in signal recovery and polynomiography. Mathematical Methods in the Applied Sciences, 1-18. https://doi.org/10.1002/mma.10083
Panagiotopoulos, P. D. (1983). Nonconvex energy functions, hemivariational inequalities and substationarity principles. Acta Mechanica, 42, 160-183.
Panagiotopoulos, P. D. (1993). Hemivariational Inequalities: Applications to Mechanics and Engineering. Springer Verlag.
Pal, S., & Wong, T. K. (2018). On exponentially concave functions and a new information geometry. Annals of Probability, 46(2), 1070-1113. https://doi.org/10.1214/17-AOP1201
Paimsang, S., Yambangwai, D., & Thainwan, T. (2024). A novel Noor iterative method of operators with property $(E)$ as concerns convex programming applicable in signal recovery and polynomiography. Mathematical Methods in the Applied Sciences, 1-18. https://doi.org/10.1002/mma.10083
Patriksson, M. (1998). Nonlinear Programming and Variational Inequalities: A Unified Approach. Kluwer Academic Publishers. https://doi.org/10.1007/978-1-4757-2991-7
Phuengrattana, W., & Suantai, S. (2011). On the rate of convergence of Mann, Ishikawa, Noor and SP-iterations for continuous functions on an arbitrary interval. Journal of Computational and Applied Mathematics, 235(9), 3006-3014. https://doi.org/10.1016/j.cam.2010.12.022
Polyak, B. T. (1964). Some methods of speeding up the convergence of iterative methods. USSR Computational Mathematics and Mathematical Physics, 4, 1-17. https://doi.org/10.1016/0041-5553(64)90137-5
Rattanaseeha, K., Imnang, S., Inkrong, P., & Thianwan, T. (2023). Novel Noor iterative methods for mixed type asymptotically nonexpansive mappings from the perspective of convex programming in hyperbolic spaces. International Journal of Innovative Computing Information and Control, 19(6), 1717-1734.
Robinson, S. M. (1992). Normal maps induced by linear transformations. Mathematics of Operations Research, 17, 691-714. https://doi.org/10.1287/moor.17.3.691
Shi, P. (1991). Equivalence of variational inequalities with Wiener-Hopf equations. Proceedings of the American Mathematical Society, 111, 339-346. https://doi.org/10.1090/S0002-9939-1991-1037224-3
Stampacchia, G. (1964). Formes bilineaires coercitives sur les ensembles convexes. Comptes Rendus de l'Académie des Sciences de Paris, 258, 4413-4416.
Taji, K., Fukushima, M., & Ibaraki, T. (1993). A globally convergent Newton method for solving strongly monotone variational inequalities. Mathematical Programming, 58, 369-383. https://doi.org/10.1007/BF01581276
Tseng, P. (2000). A modified forward-backward splitting method for maximal monotone mappings. SIAM Journal on Control and Optimization, 38, 431-446. https://doi.org/10.1137/S0363012998338806
Yang, H., & Bell, M. G. H. (1997). Traffic restraint, road pricing and network equilibrium. Transportation Research Part B: Methodological, 31, 303-314. https://doi.org/10.1016/S0191-2615(96)00030-6
Xia, Y. S., & Wang, J. (2000). A recurrent neural network for solving linear projection equations. Neural Networks, 13, 337-350. https://doi.org/10.1016/S0893-6080(00)00019-8
Xia, Y. S., & Wang, J. (2000). On the stability of globally projected dynamical systems. Journal of Optimization Theory and Applications, 106, 129-150. https://doi.org/10.1023/A:1004611224835
Yadav, A., & Jha, K. (2016). Parrondo's paradox in the Noor logistic map. International Journal of Advanced Research in Engineering and Technology, 7(5), 01-06. https://doi.org/10.9790/3013-06720105
Zhang, D., & Nagurney, A. (1995). On the stability of the projected dynamical systems. Journal of Optimization Theory and Applications, 85, 97-124. https://doi.org/10.1007/BF02192301
Zeng-Bao, W., & Yun-zhi, Z. (2014). Global fractional-order projective dynamical systems. Communications in Nonlinear Science and Numerical Simulation, 19, 2811-2819. https://doi.org/10.1016/j.cnsns.2014.01.007
Zhu, D. L., & Marcotte, P. (1996). Cocoercivity and its role in the convergence of iterative schemes for solving variational inequalities. SIAM Journal on Optimization, 6, 714-726. https://doi.org/10.1137/S1052623494250415
This work is licensed under a Creative Commons Attribution 4.0 International License.