Existence of Solutions and Star-shapedness in Minty Variational Inequalities

  • Authors:
  • Giovanni P. Crespi;Ivan Ginchev;Matteo Rocca

  • Affiliations:
  • Facoltá di Scienze Economiche, Université de la Vallée d'Aoste, Aosta, Italia 11100;Department of Mathematics, Technical University of Varna, Varna, Bulgaria 9010;Dipartimento di Economia, Universitá dell'Insubria, Varese, Italia 21100

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2005

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Abstract

Minty Variational Inequalities (for short, Minty VI) have proved to characterize a kind of equilibrium more qualified than Stampacchia Variational Inequalities (for short, Stampacchia VI). This conclusion leads to argue that, when a Minty VI admits a solution and the operator F admits a primitive f (that is F= f驴), then f has some regularity property, e.g. convexity or generalized convexity. In this paper we put in terms of the lower Dini directional derivative a problem, referred to as Minty VI(f驴_,K), which can be considered a nonlinear extension of the Minty VI with F=f驴 (K denotes a subset of 驴n). We investigate, in the case that K is star-shaped, the existence of a solution of Minty VI(f'_,K) and increasing along rays starting at x* property of (for short, F 驴IAR (K,x*)). We prove that Minty VI(f'_,K) with a radially lower semicontinuous function fhas a solution x* 驴ker K if and only if F驴IAR(K, x*). Furthermore we investigate, with regard to optimization problems, some properties of increasing along rays functions, which can be considered as extensions of analogous properties holding for convex functions. In particular we show that functions belonging to the class IAR(K,x*) enjoy some well-posedness properties.