• Title/Summary/Keyword: variational inequality problems

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Development of multiclass traffic assignment algorithm (Focused on multi-vehicle) (다중계층 통행배분 알고리즘 개발 (다차종을 중심으로))

  • 강진구;류시균;이영인
    • Journal of Korean Society of Transportation
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    • v.20 no.6
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    • pp.99-113
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    • 2002
  • The multi-class traffic assignment problem is the most typical one of the multi-solution traffic assignment problems and, recently formulation of the models and the solution algorithm have been received a great deal of attention. The useful solution algorithm, however, has not been proposed while formulation of the multi-class traffic assignment could be performed by adopting the variational inequality problem or the fixed point problem. In this research, we developed a hybrid solution algorithm which combines GA algorithm, diagonal algorithm and clustering algorithm for the multi-class traffic assignment formulated as a variational inequality Problem. GA algorithm and clustering algorithm are introduced for the wide area and small cost. We also performed an experiment with toy network(2 link) and tested the characteristics of the suggested algorithm.

A PERTURBED ALGORITHM OF GENERALIZED QUASIVARIATIONAL INCLUSIONS FOR FUZZY MAPPINGS

  • Jeong, Jae-Ug
    • East Asian mathematical journal
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    • v.17 no.1
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    • pp.57-70
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    • 2001
  • In this paper, we introduce a class of generalized quasivariational inclusions for fuzzy mappings and show its equivalence with a class of fixed point problems. Using this equivalence, we develop the Mann and Ishikawa type perturbed iterative algorithms for this class of generalized quasivariational inclusions. Further, we prove the existence of solutions for the class of generalized quasivariational inclusions and discuss the convergence criteria for the perturbed algorithms.

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ON OPTIMALITY OF GENERALIZED OPTIMIZATION PROBLEMS ASSOCIATED WITH OPERATOR AND EXISTENCE OF (Tη; ξθ)-INVEX FUNCTIONS

  • Das, Prasanta Kumar
    • East Asian mathematical journal
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    • v.33 no.1
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    • pp.83-102
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    • 2017
  • The main purpose of this paper is to introduce a pair new class of primal and dual problem associated with an operator. We prove the sufficient optimality theorem, weak duality theorem and strong duality theorem for these problems. The equivalence between the generalized optimization problems and the generalized variational inequality problems is studied in ordered topological vector space modeled in Hilbert spaces. We introduce the concept of partial differential associated (PDA)-operator, PDA-vector function and PDA-antisymmetric function to show the existence of a new class of function called, ($T_{\eta};{\xi}_{\theta}$)-invex functions. We discuss first and second kind of ($T_{\eta};{\xi}_{\theta}$)-invex functions and establish their existence theorems in ordered topological vector spaces.

A HYBRID ITERATIVE METHOD OF SOLUTION FOR MIXED EQUILIBRIUM AND OPTIMIZATION PROBLEMS

  • Zhang, Lijuan;Chen, Jun-Min
    • East Asian mathematical journal
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    • v.26 no.1
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    • pp.25-38
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    • 2010
  • In this paper, we introduce a hybrid iterative method for finding a common element of the set of solutions of a mixed equilibrium problem, the set of common mixed points of finitely many nonexpansive mappings and the set of solutions of the variational inequality for an inverse strongly monotone mapping in a Hilbert space. We show that the iterative sequences converge strongly to a common element of the three sets. The results extended and improved the corresponding results of L.-C.Ceng and J.-C.Yao.

A MODEL OF RETIREMENT AND CONSUMPTION-PORTFOLIO CHOICE

  • Junkee Jeon;Hyeng Keun Koo
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.4
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    • pp.1101-1129
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    • 2023
  • In this study we propose a model of optimal retirement, consumption and portfolio choice of an individual agent, which encompasses a large class of the models in the literature, and provide a methodology to solve the model. Different from the traditional approach, we consider the problems before and after retirement simultaneously and identify the difference in the dual value functions as the utility value of lifetime labor. The utility value has an option nature, namely, it is the maximized value of choosing the retirement time optimally and we discover it by solving a variational inequality. Then, we discover the dual value functions by using the utility value. We discover the value function and optimal policies by establishing a duality between the value function and the dual value function. The model and approach offer a significant advantage for computation of optimal policies for a large class of problems.

A GENERAL ITERATIVE ALGORITHM COMBINING VISCOSITY METHOD WITH PARALLEL METHOD FOR MIXED EQUILIBRIUM PROBLEMS FOR A FAMILY OF STRICT PSEUDO-CONTRACTIONS

  • Jitpeera, Thanyarat;Inchan, Issara;Kumam, Poom
    • Journal of applied mathematics & informatics
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    • v.29 no.3_4
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    • pp.621-639
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    • 2011
  • The purpose of this paper is to introduce a general iterative process by viscosity approximation method with parallel method to ap-proximate a common element of the set of solutions of a mixed equilibrium problem and of the set of common fixed points of a finite family of $k_i$-strict pseudo-contractions in a Hilbert space. We obtain a strong convergence theorem of the proposed iterative method for a finite family of $k_i$-strict pseudo-contractions to the unique solution of variational inequality which is the optimality condition for a minimization problem under some mild conditions imposed on parameters. The results obtained in this paper improve and extend the corresponding results announced by Liu (2009), Plubtieng-Panpaeng (2007), Takahashi-Takahashi (2007), Peng et al. (2009) and some well-known results in the literature.

Dynamic Contact Analysis of Composite Structures by Connecting Finite Element Subdomains (유한요소 부영역의 결합을 통한 복합재료 구조물의 동적 접촉 해석)

  • Sin, Ui Seop
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.31 no.5
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    • pp.55-62
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    • 2003
  • Subdomain-interface variational formulation is presented to solve a class of dynamic contact problems of composite structures. The penalty method is used for imposing inequality constraints on contact surfaces and for connecting finite element subdomains that satisfy interface compatibility conditions. As a result, any complex-shaped domain can be easily divided into independently modeled subdomains without considering the conformity of meshes on interfaces. Some advantageous features of the present method are shown through a set a numerical studies with a developed computer code.