Skip to main content

Some Results on Subanalytic Variational Inclusions

  • Chapter
Handbook of Optimization

Part of the book series: Intelligent Systems Reference Library ((ISRL,volume 38))

  • 5782 Accesses

Abstract

This chapter deals with variational inclusions of the form 0 ∈ f (x) + g(x) + F(x) where f is a locally Lipschitz and subanalytic function, g is a Lipschitz function, F is a set-valued map, acting all in ℝn and n is a positive integer. The study of the previous variational inclusion depends on the properties of the function g. The behaviour as been examinated in different cases : when g is the null function, when g possesses divided differences and when g is not smooth and semismooth. We recall and give a summary of some known methods and the last section is very original and is unpublished. In this last section we combine a Newton type method (applied to f) with a secant type method (applied to g) and we obtain superlinear convergence to a solution of the variational inclusion. Our study in the present chapter is in the context of subanalytic functions, which are semismooth functions and the usual concept of derivative is replaced here by the the concept of Clarke’s Jacobian.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Aragon, A.F.J., Dontchev, A.L., Gaydu, M., Geoffroy, M., Veliov, V.M.: Metric regularity of Newton’s iteration. SIAM J. Control Optim. 49(2), 339–362 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  2. Argyros, I.K.: Computational theory of the iterative methods. Studies in computational mathematics, vol. 15. Elsevier (2008)

    Google Scholar 

  3. Aubin, J.P., Frankowska, H.: Set valued–analysis. Birkhäuser, Boston (1990)

    MATH  Google Scholar 

  4. Benadada, Y.: Taux de convergence d’une généralisation de la méthode de Newton, http://www.infty08.net/art1.pdf

  5. Bierstone, E., Milman, P.D.: Semianalytic and subanalytic sets. IHES. Publications Mathématiques 67, 5–42 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  6. Bochnak, J., Coste, M., Roy, M.F.: Géométrie algébrique réelle. A series of modern surveys in mathematics, vol. 12. Springer (1986)

    Google Scholar 

  7. Bolte, J., Daniilidis, A., Lewis, A.S.: The Lojasiewicz inequality for nonsmooth subanalytic functions with application to subgradient dynamical systems. SIAM J. Optim. 17, 1205–1223 (2006)

    Article  MathSciNet  Google Scholar 

  8. Bolte, J., Daniilidis, A., Lewis, A.S.: Tame mapping are semismooth. Math. Programming (series B) 117, 5–19 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  9. Bonnans, J.F.: Local analysis of Newton-type methods for variational inequalities and nonlinear programming. Appl. Math. Comp. 29(2), 161–186 (1994)

    MathSciNet  MATH  Google Scholar 

  10. Burnet, S., Pietrus, A.: Local Analysis of a cubically convergent method for variational inclusions. Applicationes Mathematicae 38(2), 183–191 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  11. Burnet, S., Jean-Alexis, C., Pietrus, A.: An iterative method for semistable solutions. RACSAM 105(1), 133–138 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  12. Byelostotskij, A.J.: Some methods for the solution of functional equations (russian). Uspekhi Matem. Nauk. 17(5), 192–193 (1962)

    Google Scholar 

  13. Cabuzel, C.: A midpoint method for generalized equations under mild differentiability conditions. Acta Applicandae Mathematicae 116(3), 269–279 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  14. Cabuzel, C., Piétrus, A.: Solving variational inclusions by a method obtained using a multipoint iteration formula. Revista Matematica Complutense 22 (1), 63–74 (2009)

    MathSciNet  MATH  Google Scholar 

  15. Cabuzel, C., Piétrus, A.: Local convergence of Newton’s method for subanalytic variational inclusions. Positivity 12, 525–533 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  16. Cabuzel, C., Pietrus, A.: An iterative method for a perturbed subanalytic variational inclusions. Comptes Rendus de l’Académie Bulgare des Sciences 61(8), 973–978 (2008)

    MathSciNet  MATH  Google Scholar 

  17. Catinas, E.: On some iterative methods for solving nonlinear equations. Rev. Anal. Numer. Theor. Approx. 23, 17–53 (1994)

    MathSciNet  Google Scholar 

  18. Clarke, F.H.: Optimization and nonsmooth analysis. Society for industrial and applied mathematics (1990)

    Google Scholar 

  19. Dedieu, J.P.: Penalty functions in subanalytic optimization. Optimization 26, 27–32 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  20. Dontchev, A.L., Hager, W.W.: An inverse function theorem for set–valued maps. Proc. Amer. Math. Soc. 121, 481–489 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  21. Dontchev, A.L.: Local convergence of the Newton method for generalized equation. C.R.A.S. 322(1), 327–331 (1996)

    MathSciNet  MATH  Google Scholar 

  22. Dontchev, A.L., Quincampoix, M., Zlateva, N.: Aubin Criterion for Metric Regularity. J. of Convex Analysis 13(2), 281–297 (2006)

    MathSciNet  MATH  Google Scholar 

  23. Dontchev, A.L., Rockafellar, R.T.: Implicit functions and solution mapping, a view from variational analysis. Monographs in Mathematics (2009)

    Google Scholar 

  24. Ferris, M.C., Pang, J.S.: Engineering and economic applications of complementary problems. SIAM Rev. 39(4), 669–713 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  25. Gaydu, M., Geoffroy, M.H., Jean-Alexis, C.: Metric subregularity of order q and solving of inclusions. Cent. Eur. J. Math. 9(1), 147–161 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  26. Geoffroy, M.H., Hilout, S., Pietrus, A.: Acceleration of convergence in Dontchev’s iterative method for solving variational inclusions. Serdica Math. J. 29/1, 45–54 (2003)

    MathSciNet  Google Scholar 

  27. Geoffroy, M.H., Pascaline, G.: Generalized differentiation and fixed points sets behaviors with respect to Fisher convergence. J. of Math. Anal. Appl. 387, 464–474 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  28. Geoffroy, M.H., Piétrus, A.: Local convergence of some iterative methods for generalized equations. J. Math. Anal. Appl. 290, 497–505 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  29. Geoffroy, M.H., Pietrus, A.: An iterative method for perturbed generalized equations. Compte-rendu de l’Académie Bulgare des Sciences 57(11), 7–12 (2004)

    MathSciNet  MATH  Google Scholar 

  30. Geoffroy, M.H., Piétrus, A.: A fast iterative scheme for variational inclusions. In: Discrete and Continuous Dynamical System-Supplement, pp. 250–258 (2009)

    Google Scholar 

  31. Geoffroy, M.H., Jean-Alexis, C., Piétrus, A.: A Hummel-Seebeck type method for variational inclusions. Optimization 58(4), 589–599 (2009)

    Article  Google Scholar 

  32. Heinonen, J.: Lectures on Lipschtiz Analysis. In: Lectures at the 14th Jyväskylä Summer School (2004)

    Google Scholar 

  33. Hernandez, M.A., Rubio, M.J.: The secant method and divided differences Hölder continuous. Applied Mathematics and Computation 124, 139–149 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  34. Hernandez, M.A., Rubio, M.J.: The secant method for nondifferentiable operators. Applied Mathematics Letters 15, 395–399 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  35. Hernandez, M.A., Rubio, M.J.: Semilocal convergence of the secant method under mild convergence condition of differentiability. Comp. and Math. with Appl. 44, 277–285 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  36. Hernandez, M.A., Rubio, M.J.: ω-conditioned divided differences to solve nonlinear equations. Monografias del Semin, Matem. Garcia de Galdeano 27, 323–330 (2003)

    MathSciNet  Google Scholar 

  37. Hironaka, H.: Subanalytic sets. In: Number theory, Algebraic Geometry and Commutative Algebra, Tokyo Kinokuniya, pp. 453–493 (1973)

    Google Scholar 

  38. Huang, S.Z.: Gradient inequalities. With applications to asymptotic behaviour and stability of gradient-like systems. Mathematical Surveys and Monographs, vol. 126. American Mathematical Society, Providence (2006)

    Google Scholar 

  39. Ioffe, A.D., Tikhomirov, V.M.: Theory of extremal problems. North Holland, Amsterdam (1979)

    MATH  Google Scholar 

  40. Jeffreys, H., Jeffreys, B.S.: Methods of mathematical physics, 3rd edn. Cambridge University Press, England (1988)

    Google Scholar 

  41. Kurdyka, K., Parusinski, A.: w f -stratification of subanalytic functions and the lojasiewicz inequality. C. R. Acad. Sci. Paris Sér. I Math. 318, 129–133 (1994)

    MathSciNet  MATH  Google Scholar 

  42. Lojasiewicz, S.: Une propriété topologique des sous ensembles analytiques réels, Les équations aux dérivés partielles, pp. 87–89. Edition du centre national de la recherche scientifique, Paris (1963)

    Google Scholar 

  43. Lojasiewicz, S.: Ensembles semi-analytiques. IHES Mimeographed notes, Bures-sur-Yvettes (1964)

    Google Scholar 

  44. Lojasiewicz, S.: Triangulation of semianalytic sets. Ann. Scuola Norm. Sup. Pisa 3(18), 449–474 (1964)

    MathSciNet  Google Scholar 

  45. Lojasiewicz, S.: Sur la géométrie semi et sous-analytique. Ann. Inst. Fourier 43, 1575–1595 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  46. Mordukhovich, B.S.: Complete characterization of openess metric regularity and lipschitzian properties of multifunctions. Trans. Amer. Math. Soc. 340, 1–36 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  47. Mordukhovich, B.S.: Stability theory for parametric generalized equations and variational inequalities via nonsmooth analysis. Trans. Amer. Math. Soc. 343, 609–657 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  48. Mordukhovich, B.S.: Variational analysis and generalized differentiation I: Basic theory. A series of comprehensive studies in mathematics, vol. 330. Springer (2006)

    Google Scholar 

  49. Robinson, S.M.: Generalized equations and their solutions, part I: basic theory. Math. Programming Study 10, 128–141 (1979)

    Article  MATH  Google Scholar 

  50. Robinson, S.M.: Generalized equations and their solutions, part II: application to nonlinear programming. Math. Programming Study 19, 200–221 (1982)

    Article  MATH  Google Scholar 

  51. Rockafellar, R.T.: Lipschitzian properties of multifonctions. Non Linear Analysis 9, 867–885 (1984)

    MathSciNet  Google Scholar 

  52. Rockafellar, R.T., Wets, R.J.B.: Variational analysis. A Series of Comprehensives Studies in Mathematics, vol. 317. Springer (1998)

    Google Scholar 

  53. Tetsuro, Y.: Numer. Func. Anal. Optimiz. 9(9&10), 987–994 (1987)

    MATH  Google Scholar 

  54. Xiaojun, C., Tetsuro, Y.: Numer. Funct. Anal. Optimiz. 10(1&2), 37–48 (1989)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Catherine Cabuzel .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Cabuzel, C., Pietrus, A. (2013). Some Results on Subanalytic Variational Inclusions. In: Zelinka, I., Snášel, V., Abraham, A. (eds) Handbook of Optimization. Intelligent Systems Reference Library, vol 38. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-30504-7_3

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-30504-7_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-30503-0

  • Online ISBN: 978-3-642-30504-7

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics