Abstract
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.
Similar content being viewed by others
References
Attouch, H., Théra, M.: A general duality principle for the sum of two operators. J. Convex Anal. 3, 1–24 (1996)
Robinson, S.M.: Composition duality and maximal monotonicity. Math. Program. 85, 1–13 (1999)
Rockafellar, R.T.: Conjugate Duality and Optimization. CBMS Regional Conference Series in Applied Mathematics, vol. 16. SIAM, Philadelphia (1974)
Mosco, U.: Dual variational inequalities. J. Math. Anal. Appl. 40, 202–206 (1972)
Chen, G.Y., Goh, C.J., Yang, X.Q.: On gap functions of vector variational inequalities. In: Giannessi, F. (ed.) Vector Variational Inequalities and Vector Equilibria, pp. 55–72. Kluwer Academic, Dordrecht (2000)
Goh, C.J., Yang, X.Q.: Duality in Optimization and Variational Inequalities. Taylor & Francis, London (2002)
Lee, G.M., Kim, D.S., Lee, B.S., Chen, G.Y.: Generalized vector variational inequality and its duality for set-valued mappings. Appl. Math. Lett. 11, 21–26 (1998)
Yang, X.Q.: Vector variational inequality and its duality. Nonlinear Anal. 21, 869–877 (1993)
Deng, S.: On approximate solutions in convex vector optimization. SIAM J. Control Optim. 35, 2128–2136 (1997)
Govil, M.G., Mehra, A.: ε-Optimality for multiobjective programming on a Banach space. Eur. J. Oper. Res. 157, 106–112 (2004)
Kazmi, K.R.: Existence of ε-minima for vector optimization problem. J. Optim. Theory Appl. 109, 667–674 (2001)
Liu, J.C., Yokoyama, K.: ε-Optimality and duality for multiobjective fractional programming. Comput. Math. Appl. 25, 119–128 (1999)
Loridan, P.: Necessary conditions for ε-optimality. Math. Program. Stud. 19, 140–152 (1982)
Strodiot, J.-J., Nguyen, V.H., Heukemes, N.: ε-Optimal solutions in nondifferentiable convex programming and some related questions. Math. Program. 25, 307–328 (1983)
Yokoyama, K.: ε-Optimality criteria for convex programming problems via exact penalty functions. Math. Program. 56, 233–243 (1992)
Hiriart-Urruty, J.-B., Lemaréchal, C.: Convex Analysis and Minimization Algorithms II. Springer, Berlin (1993)
Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis. Springer, Berlin (1998)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)
Allen, G.: Variational inequalities, complementarity problems, and duality theorems. J. Math. Anal. Appl. 58, 1–10 (1997)
Auslender, A., Teboulle, M.: Asymptotic Cones and Functions in Optimization and Variational Inequalities. Springer, New York (2003)
Author information
Authors and Affiliations
Corresponding author
Additional information
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.
Rights and permissions
About this article
Cite this article
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
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-008-9403-5