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Duality for ε-Variational Inequality

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In this paper, following the method in the proof of the composition duality principle due to Robinson and using some basic properties of the ε-subdifferential and the conjugate function of a convex function, we establish duality results for an ε-variational inequality problem. Then, we give Fenchel duality results for the ε-optimal solution of an unconstrained convex optimization problem. Moreover, we present an example to illustrate our Fenchel duality results for the ε-optimal solutions.

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Correspondence to G. M. Lee.

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Communicated by X.Q. Yang.

The authors thank the referees for valuable suggestions and comments. This work was supported by Grant No. R01-2003-000-10825-0 from the Basic Research Program of KOSEF.

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Kum, S., Kim, G.S. & Lee, G.M. Duality for ε-Variational Inequality. J Optim Theory Appl 139, 649–655 (2008). https://doi.org/10.1007/s10957-008-9403-5

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