General algorithm of random solutions for random nonlinear variational inequalities in banach Spaces*

DOI10.1080/07362999908809608MaRDI QIDQ4248569zbMATH OpenOpenAlexFDO

Authors Xieping Ding

Publication date 29 September 1999

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999908809608

zbMATH Keywords

existence and uniquenessiterative algorithmmeasurably parametrized nonlinear variational inequalityrandom solution

Mathematics Subject Classification ID

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Iterative procedures involving nonlinear operators (47J25)

Review text

Let \((\Omega,\Sigma)\) be a measurable space, \(D\) a subset of a Banach space \(B\), and \(\langle\cdot,\cdot\rangle\) the pairing between \(B^*\) and \(B\). The author studies the measurably parametrized nonlinear variational inequality \[ \langle T(\omega, u)- A(\omega, u), g(v)- g(u)\rangle\geq f(u)- f(v)\quad\text{for all }v\in D,\tag{1} \] where \(T,A:\Omega\times D\to B^*\) are random operators, \(g: D\to B\) and \(f: D\to R\). He is looking for a solution \(u\) which depends measurably on the parameter \(\omega\). The main result of the paper is a theorem on the existence and uniqueness of such a random solution. Then the author proposes an iterative algorithm for computing an approximate random solution of the variational inequality (1), and gives sufficient conditions for its convergence.

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Cites work

• Diagonal convexity conditions for problems in convex analysis and quasi-variational inequalities
• Existence and uniqueness of solutions for a general nonlinear variational inequality
• Existence of generalized variational inequalities
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• General algorithm for variational inequalities
• General variational inequalities
• Mixed variational inequalities
• Some aspects of variational inequalities
• Some new deterministic and random variational inequalities and their applications

Cited in

(12)

• On random variational inequalities
• Existence and algorithm of solutions for nonlinear mixed variational-like inequalities in Banach spaces.
• General iterative algorithms for solving mixed quasi-variational-like inclusions
• Existence and algorithm of solutions for generalized strongly nonlinear mixed variational-like inequalities in Banach spaces
• Existence and algorithm of solutions for mixed quasi-variational-like inclusions in Banach spaces
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