# Levitin-Polyak Well-Posedness in Vector Quasivariational Inequality Problems with Functional Constraints

- J Zhang
^{1}, - B Jiang
^{2}and - XX Huang
^{3}Email author

**2010**:984074

**DOI: **10.1155/2010/984074

© J. Zhang et al. 2010

**Received: **17 March 2010

**Accepted: **6 July 2010

**Published: **20 July 2010

## Abstract

We introduce several types of Levtin-Polyak well-posedness for a vector quasivariational inequality with functional constraints. Necessary and/or sufficient conditions are derived for them.

## 1. Introduction

It is well known that, under certain conditions, a Nash equilibrium problem can be formulated and solved as a variational inequality problem. A generalized Nash game is a Nash game in which each player's strategy depends on other players' strategies [1]. The connection between generalized Nash games and quasivariational inequalities was first recognized by Bensoussan [2]. Recently, some researchers [1, 3, 4] found that mathematical models of many real world problems, including some engineering problems, can be formulated as certain kinds of variational inequality problems, including quasivariational inequality problems. However, as noted in [5], compared with variational inequality problems, the study on quasivariational inequality problems is still in its infancy, in particular only a few algorithms have been proposed to solve variational inequalities numerically.

Vector variational inequality problems were introduced by Giannessi [6] and are related to vector network equilibrium problems [7]. Since then, various types of vector variational inequalities were introduced and studied (see, e.g., [8, 9] and the references therein).

In this paper, we will consider vector quasivariational inequality problems with functional constraints, which are described below.

Let be the space of all the linear continuous operators from to . Let and be two functions. We denote by the function value , where . Let be a strict set-valued map (i.e., ).

Denote by the solution set of (VQVI).

Well-posedness for unconstrained and constrained optimization problems was first studied by Tikhonov [10] and Levitin and Polyak [11]. The issue being considered is that for each approximating solution sequence, there exists a subsequence that converges to a solution of the problem.

In Tikhonov's well posedness, the approximating solution is always feasible. However, it should be noted that many algorithms in optimization and variational inequalities, such as penalty-type methods and augmented Lagrangian methods, terminate when the constraint is approximately satisfied. These methods may generate sequences that may not be necessarily feasible [12].

Up to now, various extensions of these well posednesses have been developed and well studied (see, e.g., [13–18]). Studies on well posedness of optimization problems have been extended to vector optimization problems (see e.g., [19–24]). The study of Levitin-Polyak well posedness for scalar convex optimization problems with functional constraints originates from [25]. Recently, this research was extended to nonconvex optimization problems with abstract and functional constraints [12] and nonconvex vector optimization problems with both abstract and functional constraints [26]. Well-posedness of variational inequality problems, mixed variational inequality problems, and equilibrium problems without functional constraints was investigated in the literature (see, e.g., [27–30]). Well-posedness in variational inequality problems with both abstract and functional constraints was investigated in [31]. Well-posedness of (generalized) quasivariational inequality and mixed quasivariational-like inequalities has been studied in the literature [32–35]. The study of well posedness for (generalized) vector variational inequality, vector quasiequilibria and vector equilibrium problems can be found in [36–39] and the references therein.

In this paper, we will introduce and study several types of Levitin-Polyak (LP in short) well posednesses and generalized LP well posednesses for vector quasivariational inequalities with functional constraints. The paper is organized as follows. In Section 2, four types of LP well posednesses and generalized LP well posednesses for vector quasivariational inequality problems will be defined. In Section 3, we will derive various criteria and characterizations for the various (generalized) LP well posednesses of constrained vector quasivariational inequalities.

## 2. Definitions and Preliminaries

Let , be two normed spaces. A set-valued map from to is

(i)*closed,* on
, if for any sequence
with
and
with
, one has
;

(ii)*lower semicontinuous (l.s.c. in short)* at
, if
,
, and
imply that there exists a sequence
satisfying
such that
for
sufficiently large. If
is l.s.c. at each point of
, we say that
is l.s.c on
.

Throughout this paper, we always assume that the feasible set is nonempty and the function is continuous on .

- (i)

Definition 2.2.

(VQVI) is said to be type I (resp., type II, generalized type I, generalized type II) LP well posed if the solution set of (VQVI) is nonempty, and for any type I (resp., type II, generalized type I, generalized type II) LP approximating solution sequence , there exist a subsequence of and such that .

- (i)
It is easily seen that if , , then type I (resp., type II, generalized type I, generalized type II) LP well posedness of (VQVI) reduces to type I (resp., type II, generalized type I, generalized type II) LP well posedness of (QVI) defined in [34].

- (ii)
It is clear that any (generalized) type II LP approximating solution sequence is a (generalized) type I LP approximating solution sequence. Thus, (generalized) type I LP well posedness implies (generalized) type II LP well posedness.

(iii)Each type of LP well posedness of (VQVI) implies that its solution set is compact.

then . In this paper, we always assume that . We note that LP well posedness for the special case, where is finite valued and l.s.c., is closed, has been studied in [12].

- (iv)

First we have the following lemma.

Lemma 2.6.

Let be defined by (2.14), then

- (i)
- (ii)

It follows that . This fact combined with (i) implies that .

In the rest of this paper, we set in (P) equal to . Note that if the set-valued map is closed on , then is closed. By Lemma 2.6, if and only if minimizes (defined by (2.26)) over with .

The following lemma establishes some relationship between LP approximating solution sequence and LP minimizing sequence.

Lemma 2.7.

Let the function be defined by (2.14) as follows:

(i) is a sequence such that there exists with satisfying (2.4)-(2.5) if and only if and (2.9) holds with .

(ii) is a sequence such that there exist with and with satisfying (2.4)–(2.6) if and only if and (2.11) holds with .

- (i)

It follows that (2.9) holds with .

and hold if and only if such that there exists with satisfying (2.4)-(2.5) (with replaced by ). Finally, we set and the conclusion follows.

The next proposition establishes relationships between the various LP well posednesses of (VQVI) and those of (P) with defined by (2.14).

Proposition 2.8.

(i)(VQVI) is generalized type I (resp., generalized type II) LP well posed if and only if (P) is generalized type I (resp., generalized type II) LP well posed with defined by (2.14).

(ii)If (VQVI) is type I (resp., type II) LP well posed, (P) is type I (resp., type II) LP well posed with defined by (2.14).

Proof.

- (i)
Similar to the proof of Lemma 2.7, it is also routine to check that a sequence is a generalized type I (resp., generalized type II) LP approximating solution sequence if and only if it is a generalized type I (resp., generalized type II) LP minimizing sequence of (P). So (VQVI) is generalized type I (resp., generalized type II) LP well posed if and only if (P) is generalized type I (resp., generalized type II) LP well posed with defined by (2.26).

- (ii)
Since , for any . This fact together with Lemma 2.7 implies that a type I (resp., type II) LP minimizing sequence of (P) is a type I (resp., type II) LP approximating solution sequence. So type I (resp., type II) LP well posedness of (VQVI) implies type I (resp., type II) LP well posedness of (P) with defined by (2.26).

To end this section, we note that all the results in [12] for the well posedness hold for (P) so long as is closed, is l.s.c. on , and .

## 3. Criteria and Characterizations for Various LP Well-Posedness of (VQVI)

In this section, we give necessary and/or sufficient conditions for the various types of (generalized) LP well posednesses defined in Section 2.

The next proposition can be straightforwardly proved.

Proposition 3.1.

If (VQVI) is type I (resp., type II, generalized type I, generalized type II) LP well posed, then (3.1) holds. Conversely, if (3.1) holds and is compact, then (VQVI) is type I (resp., type II, generalized type I, generalized type II) LP well posed.

With the help of Lemma 2.7, analogously to [35, Theorems , and ], we can prove the following two theorems.

Theorem 3.2.

where is defined by (2.14). Conversely, suppose that is nonempty and compact, and (3.3) holds for some satisfying (3.2), then (VQVI) is type II LP well posed.

Theorem 3.3.

where is defined by (2.14). Conversely, suppose that is nonempty and compact, and (3.4) holds for some satisfying (3.2), then (VQVI) is generalized type II LP well posed.

Next we give Furi-Vignoli type characterizations [41] for the (generalized) type I LP well posednesses of (VQVI).

Lemma 3.4.

Proof.

we have and . We will show that , for all . Otherwise, there exists such that . By the weak* compactness of , we have , which leads to and gives rise to a contradiction. Furthermore, we observe that . This fact combined with implies that .

It is routine to check that . From (3.11), we know that for each , there exists such that . As a result, we can see that . Thus, we prove the conclusion.

The next lemma can be proved analogously to ([25, Theorem ]).

Lemma 3.5.

To continue our study, we make some assumptions below.

- (i)
- (ii)
- (iii)

We have the following lemma concerning the l.s.c. of defined by (2.14).

Lemma 3.6.

Let function be defined by (2.14) and Assumption 1 hold, then is l.s.c. function from to . Further assume that the solution set of (VQVI) is nonempty, then .

Proof.

It follows that . Hence, is l.s.c. on . Furthermore, if , by Lemma 2.6, we see that .

Theorem 3.7.

Proof.

Note that the function defined by (2.14) is nonnegative on . By the lower semicontinuity of and Lemma 3.6, is l.s.c. on . Moreover, is closed, since is closed on . By Proposition 2.8, Lemmas 3.4 and 3.5, the conclusion follows.

Although the type I (type II) LP well posedness of (VQVI) is not equivalent to the type I (type II) LP well posedness of (P), we can still establish the same characterization for type I (type II) LP well posedness of (VQVI) as Theorem 3.7. We need the next lemma.

Lemma 3.8.

Let Assumption 1 hold, then defined by (3.8) is closed.

Proof.

Theorem 3.9.

Proof.

The proof is similar to that of Theorem in [35] and thus omitted.

- (i)

with , of course is closed and l.s.c. Now, we can show that, when , , which is bounded. Thus, , by applying Theorem 3.9, we know that (VQVI) is type I LP well posed.

(i)Suppose that is a set-valued mapping from to , for fixed , implies that

with , obviously is still closed and l.s.c. If we replace by in (i), then with , which is unbounded. Therefore, and the (VQVI) is not LP well posed in sense of type I. Actually, the solution set of this problem is and thus unbounded.

The following proposition presents some sufficient conditions for type I LP well posedness of (VQVI)

Proposition 3.12.

Let Assumption 1 hold. Further assume that one of the following conditions holds.

(ii)the function defined by (2.14) is level compact on ,

(iv)There exists such that is level-compact on defined by (3.26). Then, (VQVI) is type I LP well posed.

Proof.

which contradicts condition (3.27).

We know that by Lemma 2.6, so . This fact combined with (3.35) and Lemma 2.6 implies that .

Similarly, we can prove the next proposition.

Proposition 3.13.

Let Assumption 1 hold. Further assume that one of the following conditions holds.

(ii)the function defined by (2.14) is level compact on ,

(iv)There exists such that is level compact on defined by (3.37). Then, (VQVI) is generalized type I LP well posed.

Remark 3.14.

If is finite dimensional, then the "level-compactness" condition in Propositions 3.12 and 3.13 can be replaced by the "level-boundedness" condition.

Now, we consider the case when is a normed space, is a closed and convex cone with nonempty interior and let .

The next proposition follows immediately from Proposition 2.8(i), Lemma 3.6, and [12, Proposition (iv)].

Proposition 3.15.

Let be a normed space, let be a closed and convex cone with nonempty interior and . Let the set-valued map be closed and l.s.c on . Assume that the solution set of (VQVI) is nonempty. Further assume that there exists such that the function defined by (2.14) is level compact on , then (VQVI) is generalized type I LP well posed.

Remark 3.16.

If is finite dimensional, then the level-compactness condition of can be replaced by the level boundedness of .

## Declarations

### Acknowledgment

This work is supported by the National Science Foundation of China.

## Authors’ Affiliations

## References

- Facchinei F, Pang J-S:
*Finite-Dimensional Variational Inequalities and Complementarity Problems, Springer Series in Operations Research*.*Volume 1–2*. Springer, New York, NY, USA; 2003:xxxiv+624+I69.MATHGoogle Scholar - Bensoussan A:
**Points de nash dans le cas de fonctionnelles quadratiques et jeux différentiels linéaires à personnes.***SIAM Journal on Control and Optimization*1974,**12:**460–499. 10.1137/0312037MathSciNetView ArticleMATHGoogle Scholar - Pang J-S, Fukushima M:
**Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games.***Computational Management Science*2005,**2**(1):21–56. 10.1007/s10287-004-0010-0MathSciNetView ArticleMATHGoogle Scholar - Baiocchi C, Capelo A:
*Variational and Quasivariational Inequalities, A Wiley-Interscience Publication*. John Wiley & Sons, New York, NY, USA; 1984:ix+452.Google Scholar - Fukushima M:
**A class of gap functions for quasi-variational inequality problems.***Journal of Industrial and Management Optimization*2007,**3**(2):165–171.MathSciNetView ArticleMATHGoogle Scholar - Giannessi F:
**Theorems of alternative, quadratic programs and complementarity problems.**In*Variational Inequalities and Complementarity Problems*. Edited by: Cottle RW, Giannessi F, Lions JL. John Wiley & Sons, New York, NY, USA; 1980:151–186.Google Scholar - Chen GY, Yen ND: On the variational inequality model for network equilibrium. In Internal Report. Department of Mathematics, University of Pisa, Pisa, Italy; 1993.Google Scholar
- Ceng LC, Chen GY, Huang XX, Yao J-C:
**Existence theorems for generalized vector variational inequalities with pseudomonotonicity and their applications.***Taiwanese Journal of Mathematics*2008,**12**(1):151–172.MathSciNetMATHGoogle Scholar - Chen GY, Huang XX, Yang XQ:
*Vector Optimization, Set-Valued and Variational Analysis, Lecture Notes in Economics and Mathematical Systems*.*Volume 541*. Springe, Berlin, Germany; 2005:x+306.MATHGoogle Scholar - Tikhonov AN:
**On the stability of the functional optimization problem.***USSR Computational Mathematics and Mathematical Physics*1966,**6**(4):28–33. 10.1016/0041-5553(66)90003-6View ArticleMATHGoogle Scholar - Levitin ES, Polyak BT:
**Convergence of minimizing sequences in conditional extremum problems.***Soviet Mathematics Doklady*1966,**7:**764–767.MATHGoogle Scholar - Huang XX, Yang XQ:
**Generalized Levitin-Polyak well-posedness in constrained optimization.***SIAM Journal on Optimization*2006,**17**(1):243–258. 10.1137/040614943MathSciNetView ArticleMATHGoogle Scholar - Beer G, Lucchetti R:
**The epi-distance topology: continuity and stability results with applications to convex optimization problems.***Mathematics of Operations Research*1992,**17**(3):715–726. 10.1287/moor.17.3.715MathSciNetView ArticleMATHGoogle Scholar - Dontchev AL, Zolezzi T:
*Well-Posed Optimization Problems, Lecture Notes in Mathematics*.*Volume 1543*. Springer, Berlin, Germany; 1993:xii+421.MATHGoogle Scholar - Revalski JP:
**Hadamard and strong well-posedness for convex programs.***SIAM Journal on Optimization*1997,**7**(2):519–526. 10.1137/S1052623495286776MathSciNetView ArticleMATHGoogle Scholar - Lucchetti R, Revalski J (Eds):
*Recent Developments in Well-Posed Variational Problems, Mathematics and its Applications*.*Volume 331*. Kluwer Academic, Dodrecht, The Netherlands; 1995:viii+266.MATHGoogle Scholar - Zolezzi T:
**Well-posedness criteria in optimization with application to the calculus of variations.***Nonlinear Analysis: Theory, Methods & Applications*1995,**25**(5):437–453. 10.1016/0362-546X(94)00142-5MathSciNetView ArticleMATHGoogle Scholar - Zolezzi T:
**Extended well-posedness of optimization problems.***Journal of Optimization Theory and Applications*1996,**91**(1):257–266. 10.1007/BF02192292MathSciNetView ArticleMATHGoogle Scholar - Bednarczuk E:
**Well-posedness of vector optimization problems.**In*Recent Advances and Historical Development of Vector Optimization Problems, Lecture Notes in Economics and Mathematical Systems*.*Volume 294*. Edited by: Jahn J, Krabs W. Springer, Berlin, Germany; 1987:51–61.View ArticleGoogle Scholar - Deng S:
**Coercivity properties and well-posedness in vector optimization.***RAIRO Operations Research*2003,**37**(3):195–208. 10.1051/ro:2003021MathSciNetView ArticleMATHGoogle Scholar - Huang XX:
**Extended well-posedness properties of vector optimization problems.***Journal of Optimization Theory and Applications*2000,**106**(1):165–182. 10.1023/A:1004615325743MathSciNetView ArticleMATHGoogle Scholar - Huang XX:
**Extended and strongly extended well-posedness of set-valued optimization problems.***Mathematical Methods of Operations Research*2001,**53**(1):101–116. 10.1007/s001860000100MathSciNetView ArticleMATHGoogle Scholar - Loridan P:
**Well-posedness in vector optimization.**In*Recent Developments in Well-Posed Variational Problems, Mathematics and Its Applications*.*Volume 331*. Kluwer Academic, Dodrecht, The Netherlands; 1995:171–192.View ArticleGoogle Scholar - Lucchetti R:
*Well-Posedness Towards Vector Optimization, Lecture Notes in Economics and Mathematical System*.*Volume 294*. Springer, New York, NY, USA; 1987.Google Scholar - Konsulova AS, Revalski JP:
**Constrained convex optimization problems-well-posedness and stability.***Numerical Functional Analysis and Optimization*1994,**15**(7–8):889–907. 10.1080/01630569408816598MathSciNetView ArticleMATHGoogle Scholar - Huang XX, Yang XQ:
**Levitin-Polyak well-posedness of constrained vector optimization problems.***Journal of Global Optimization*2007,**37**(2):287–304. 10.1007/s10898-006-9050-zMathSciNetView ArticleMATHGoogle Scholar - Fang Y-P, Huang N-J, Yao J-C:
**Well-posedness of mixed variational inequalities, inclusion problems and fixed point problems.***Journal of Global Optimization*2008,**41**(1):117–133. 10.1007/s10898-007-9169-6MathSciNetView ArticleMATHGoogle Scholar - Fang Y-P, Huang N-J, Yao J-C:
**Well-posedness by perturbations of mixed variational inequalities in Banach spaces.***European Journal of Operational Research*2010,**201**(3):682–692. 10.1016/j.ejor.2009.04.001MathSciNetView ArticleMATHGoogle Scholar - Lignola MB, Morgan J:
**-well-posedness for Nash equilibria and for optimization problems with Nash equilibrium constraints.***Journal of Global Optimization*2006,**36**(3):439–459. 10.1007/s10898-006-9020-5MathSciNetView ArticleMATHGoogle Scholar - Lignola MB, Morgan J:
**Generalized variational inequalities with pseudomonotone operators under perturbations.***Journal of Optimization Theory and Applications*1999,**101**(1):213–220. 10.1023/A:1021783313936MathSciNetView ArticleMATHGoogle Scholar - Huang XX, Yang XQ, Zhu DL:
**Levitin-Polyak well-posedness of variational inequality problems with functional constraints.***Journal of Global Optimization*2009,**44**(2):159–174. 10.1007/s10898-008-9310-1MathSciNetView ArticleMATHGoogle Scholar - Ceng LC, Hadjisavvas N, Schaible S, Yao JC:
**Well-posedness for mixed quasivariational-like inequalities.***Journal of Optimization Theory and Applications*2008,**139**(1):109–125. 10.1007/s10957-008-9428-9MathSciNetView ArticleMATHGoogle Scholar - Lignola MB:
**Well-posedness and -well-posedness for quasivariational inequalities.***Journal of Optimization Theory and Applications*2006,**128**(1):119–138. 10.1007/s10957-005-7561-2MathSciNetView ArticleMATHGoogle Scholar - Huang XX, Jiang B, Zhang J:
**Levitin-Polyak well-posedness of quasivariational inequality problems with functional constraints.***Natural Science Jourmal of Xiangtan University*2008,**30:**1–11.MATHGoogle Scholar - Jiang B, Zhang J, Huang XX:
**Levitin-Polyak well-posedness of generalized quasivariational inequalities with functional constraints.***Nonlinear Analysis: Theory, Methods & Applications*2009,**70**(4):1492–1503. 10.1016/j.na.2008.02.029MathSciNetView ArticleMATHGoogle Scholar - Anh LQ, Khanh PQ, Van DTM, Yao J-C:
**Well-posedness for vector quasiequilibria.***Taiwanese Journal of Mathematics*2009,**13**(2):713–737.MathSciNetMATHGoogle Scholar - Huang XX, Yang XQ:
**Levitin-Polyak well-posedness of vector variational inequality problems with functional constraints.***Numerical Functional Analysis and Optimization*2010,**31**(4):440–459. 10.1080/01630563.2010.485296MathSciNetView ArticleMATHGoogle Scholar - Li SJ, Li MH:
**Levitin-Polyak well-posedness of vector equilibrium problems.***Mathematical Methods of Operations Research*2009,**69**(1):125–140. 10.1007/s00186-008-0214-0MathSciNetView ArticleMATHGoogle Scholar - Wang G, Huang XX, Zhang J, Chen GY:
**Levitin-Polyak well-posedness for vector equilibrium problems with functional constraints.***Acta Mathematica Scientia*2010,**30**(5):1400–1412. 10.1016/S0252-9602(10)60132-4MathSciNetView ArticleMATHGoogle Scholar - Huang XX, Teo KL, Yang XQ:
**Calmness and exact penalization in vector optimization with cone constraints.***Computational Optimization and Applications*2006,**35**(1):47–67. 10.1007/s10589-006-6441-5MathSciNetView ArticleMATHGoogle Scholar - Furi M, Vignoli A:
**About well-posed minimization problems for functionals in metric spaces.***Journal of Optimization Theory and Applications*1970,**5:**225–229. 10.1007/BF00927717View ArticleMATHGoogle Scholar

## Copyright

This article is published under license to BioMed Central Ltd. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.