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Part of the book series: Applied Optimization ((APOP,volume 23))

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Abstract

Let X ⊆ Rn be a nonempty, closed and convex set, u : Rn R∪ {+∞} a lower semicontinuous (1.s.c.), proper1 and convex function, and F : dom uX ↦ Ru a vector-valued and continuous mapping on dom uX.2 The problem under study is defined by three operators: the normal cone operator for X,

$${{N}_{X}}\left( x \right): = \left\{ \begin{gathered} \left\{ {z \in {{\Re }^{n}}\left| {{{z}^{T}}\left( {y - x} \right) \leqslant 0,\quad \forall y \in } \right.} \right\},\quad x \in X, \hfill \\ \phi \quad \in \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad \quad x \notin X; \hfill \\ \end{gathered} \right.$$
(1.1)

the subdifferential operator for u,

$$\partial u(x): = {\left\{ \zeta \right._u} \in {\Re ^n}/u(y) \geqslant u(x) + \zeta _u^T(y - x),\forall y \in \left. {{\Re ^n}} \right\};$$

and the mapping F. Consider the problem of finding a vector x * ∈ Rn such that

$$\begin{array}{*{20}{c}} {[GVIP(F,u,X)]} \hfill \\ {F({{x}^{*}}) + \partial u({{x}^{*}}) + {{N}_{X}}({{x}^{*}}){{0}^{n}}} \hfill \\ \end{array}$$
(1.2)

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© 1999 Springer Science+Business Media Dordrecht

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Patriksson, M. (1999). Introduction. In: Nonlinear Programming and Variational Inequality Problems. Applied Optimization, vol 23. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-2991-7_1

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  • DOI: https://doi.org/10.1007/978-1-4757-2991-7_1

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-4806-9

  • Online ISBN: 978-1-4757-2991-7

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