A new iterative algorithm for the set of fixed-point problems of nonexpansive mappings and the set of equilibrium problem and variational inequality problem.
A new non-interior continuation method for -NCP based on a SSPM-function
In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with -function (-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that...
A penalty approach for a box constrained variational inequality problem
We propose a penalty approach for a box constrained variational inequality problem . This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of when the function involved is continuous and strongly monotone and the box contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on...
A quasi-variational inequality problem arising in the modeling of growing sandpiles
Existence of a solution to the quasi-variational inequality problem arising in a model for sand surface evolution has been an open problem for a long time. Another long-standing open problem concerns determining the dual variable, the flux of sand pouring down the evolving sand surface, which is also of practical interest in a variety of applications of this model. Previously, these problems were solved for the special case in which the inequality is simply variational. Here, we introduce a regularized...
A viscosity-proximal gradient method with inertial extrapolation for solving certain minimization problems in Hilbert space
In this paper, we study the strong convergence of the proximal gradient algorithm with inertial extrapolation term for solving classical minimization problem and finding the fixed points of -demimetric mapping in a real Hilbert space. Our algorithm is inspired by the inertial proximal point algorithm and the viscosity approximation method of Moudafi. A strong convergence result is achieved in our result without necessarily imposing the summation condition on the inertial term. Finally, we provide...
An implicit iteration method for variational inequalities over the set of common fixed points for a finite family of nonexpansive mappings in Hilbert spaces.
An iterative method for solving the generalized system of relaxed cocoercive quasivariational inclusions and fixed point problems of an infinite family of strictly pseudocontractive mappings.
Convergence analysis of smoothing methods for optimal control of stationary variational inequalities with control constraints
In the article an optimal control problem subject to a stationary variational inequality is investigated. The optimal control problem is complemented with pointwise control constraints. The convergence of a smoothing scheme is analyzed. There, the variational inequality is replaced by a semilinear elliptic equation. It is shown that solutions of the regularized optimal control problem converge to solutions of the original one. Passing to the limit in the optimality system of the regularized problem...
Dual-weighted goal-oriented adaptive finite elements for optimal control of elliptic variational inequalities
A dual-weighted residual approach for goal-oriented adaptive finite elements for a class of optimal control problems for elliptic variational inequalities is studied. The development is based on the concept of C-stationarity. The overall error representation depends on primal residuals weighted by approximate dual quantities and vice versa as well as various complementarity mismatch errors. Also, a priori bounds for C-stationary points and associated multipliers are derived. Details on the numerical...
Farkas' lemma of alternative
Functional a posteriori error estimates for incremental models in elasto-plasticity
We consider incremental problem arising in elasto-plastic models with isotropic hardening. Our goal is to derive computable and guaranteed bounds of the difference between the exact solution and any function in the admissible (energy) class of the problem considered. Such estimates are obtained by an advanced version of the variational approach earlier used for linear boundary-value problems and nonlinear variational problems with convex functionals [24, 30]. They do no contain mesh-dependent constants...
Macroscopic contact angle and liquid drops on rough solid surfaces via homogenization and numerical simulations
We discuss a numerical formulation for the cell problem related to a homogenization approach for the study of wetting on micro rough surfaces. Regularity properties of the solution are described in details and it is shown that the problem is a convex one. Stability of the solution with respect to small changes of the cell bottom surface allows for an estimate of the numerical error, at least in two dimensions. Several benchmark experiments are presented and the reliability of the numerical solution...
Modelling and control in pseudoplate problem with discontinuous thickness
This paper concerns an obstacle control problem for an elastic (homogeneous) and isotropic) pseudoplate. The state problem is modelled by a coercive variational inequality, where control variable enters the coefficients of the linear operator. Here, the role of control variable is played by the thickness of the pseudoplate which need not belong to the set of continuous functions. Since in general problems of control in coefficients have no optimal solution, a class of the extended optimal control...
Modified golden ratio algorithms for pseudomonotone equilibrium problems and variational inequalities
We propose a modification of the golden ratio algorithm for solving pseudomonotone equilibrium problems with a Lipschitz-type condition in Hilbert spaces. A new non-monotone stepsize rule is used in the method. Without such an additional condition, the theorem of weak convergence is proved. Furthermore, with strongly pseudomonotone condition, the $R$-linear convergence rate of the method is established. The results obtained are applied to a variational inequality problem, and the convergence rate...
New iterative scheme for finite families of equilibrium, variational inequality, and fixed point problems in Banach spaces.
Numerical analysis of history-dependent quasivariational inequalities with applications in contact mechanics
A new class of history-dependent quasivariational inequalities was recently studied in [M. Sofonea and A. Matei, History-dependent quasivariational inequalities arising in contact mechanics. Eur. J. Appl. Math. 22 (2011) 471–491]. Existence, uniqueness and regularity results were proved and used in the study of several mathematical models which describe the contact between a deformable body and an obstacle. The aim of this paper is to provide numerical analysis of the quasivariational inequalities...
Resolvent iterative methods for solving system of extended general variational inclusions.
Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems
There has been much interest in studying symmetric cone complementarity problems. In this paper, we study the circular cone complementarity problem (denoted by CCCP) which is a type of nonsymmetric cone complementarity problem. We first construct two smoothing functions for the CCCP and show that they are all coercive and strong semismooth. Then we propose a smoothing algorithm to solve the CCCP. The proposed algorithm generates an infinite sequence such that the value of the merit function converges...
Some iterative methods for solving equilibrium problems and optimization problems.
Superconvergence estimates of finite element methods for American options
In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. 39 (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and interpolation...