数学
李普希茨连续性
离散化
变分不等式
投影动力系统
独特性
强单调
反向
单调多边形
应用数学
反问题
动力系统(定义)
动力系统理论
数学优化
数学分析
单调函数
线性动力系统
线性系统
几何学
随机动力系统
量子力学
物理
作者
Soumitra Dey,Simeon Reich
出处
期刊:Optimization
[Taylor & Francis]
日期:2023-02-02
卷期号:73 (6): 1681-1701
被引量:14
标识
DOI:10.1080/02331934.2023.2173525
摘要
We study the existence and uniqueness of solutions to the inverse quasi-variational inequality problem. Motivated by the dynamical approach to solving optimization problems such as variational inequality, monotone inclusion, and inverse variational problems, we consider a dynamical system associated with the inverse quasi-variational inequality problem, and establish the existence and uniqueness of a solution to the proposed system. We prove that every trajectory of the proposed dynamical system converges to the unique solution of the inverse quasi-variational inequality problem and that the system is globally asymptotically stable at its equilibrium point. We also prove that if the function which governs the inverse quasi-variational inequality problem is strongly monotone and Lipschitz continuous, then the dynamical system is globally exponentially stable at its equilibrium point. We discretize the dynamical system and show that the sequence generated by the discretization of the system converges strongly to the unique solution of the inverse quasi-variational inequality problem under certain assumptions on the parameters involved. Finally, we provide numerical examples to support and illustrate our theoretical results.
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