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Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 24 for “"Variational Inequalities"”.
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Nonlinear Pseudoparabolic Equations and Variational Inequalities
… and for some types of quasilinear and nonlinear variational inequalities. The pseudoparabolic equations are characterized by the presence of mixed third order derivatives. Here the existence theory for degenerate parabolic equations is extended to the pseudoprabolic case, and degenerate …
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Robust optimization, game theory, and variational inequalities
… to the notion of equilibrium: the nominal variational inequality (VI) problem over a polyhedron, the finite game under payoff uncertainty, and the network design problem under demand uncertainty. In the first part of the thesis, we demonstrate that the nominal VI problem is in fact a …
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Theory and Algorithms for Nonlinear Optimization and Variational Inequalities
… introduce and analyze a generalized parametric variational inequality problem $PVI(E, T, C, \psi$, Z) in locally convex Hausdorff topological vector spaces. Based on Nikaido's coincidence theorem, we establish several general existence theorems, even without requiring convexity nor …
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Essays on variational inequalities and competitive supply chain models
… plane and interior point methods to solve variational inequality problems efficiently. In particular, we introduce "smarter" cuts into two general methods for solving these problems. These cuts utilize second order information on the problem through the use of a gap function. We establish …
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Stochastic methods for large-scale linear problems, variational inequalities, and convex optimization
… methods for large-scale linear systems, variational inequalities, and convex optimization problems. I focus on special structures that lend themselves to sampling, such as when the linear/nonlinear mapping or the objective function is an expected value or is the sum of a large number of …
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ΥΠΟΛΟΓΙΣΜΟΣ ΦΟΡΕΩΝ ΜΕ ΔΙΕΠΙΦΑΝΕΙΕΣ. ΜΟΡΦΩΣΗ ΚΑΙ ΜΕΛΕΤΗ ΠΡΟΒΛΗΜΑΤΩΝ ΑΝΙΣΟΤΗΤΩΝ ΜΕΤΑΒΟΛΩΝ-ΗΜΙΜΕΤΑΒΟΛΩΝ
… INTERFACES IS WRITTEN IN THE GENERAL FORM OF A VARIATIONAL-HEMIVARIATIONAL INEQUALITY AND SYSTEM OF VARIATIONAL INEQUALITIES BASED ON THE ASSUMPTION FOR THE INTERFACE LAWS USED. EXISTENCE, APPROXIMATION RESULTS AND SOLVABILITY CONDITIONS FOR THE SOLUTION OF MODEL INEQUALITY PROBLEMS ARE DERIVED. …
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Variational formulations and numerical analysis of some problems in small strain elastoplasticity
… We show that both problems can be formulated as variational inequalities, with internal variables being included explicitly in the formulation. Corresponding minimisation problems follow naturally from standard results in convex analysis.
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Some Stationary and Evolution Problems Governed by Various Notions of Monotone Operators
… examine new problems and provide some solutions. Variational approach will be used to reformulate these problems into stationary equations (in the case of BVPs) and evolution equations (in the case of IBVPs), where the underlined operators constructed as realizations of those problems in …
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Variational Analysis In Parametric Optimization
… dissertation is devoted to the development of variational analysis and generalized differentiation in infinite dimensions. We derive new calculus rules for both first-order partial subdifferentials and second-order partial subdifferentials in the framework of general Banach spaces as well as …
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Full Stability In Optimization
… generalized differential constructions of variational analysis. We develop effective applications of our general characterizations of full stability to </p> <p>parametric variational systems including the well-known generalized equations and variational inequalities. Many relationships of …
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On optimal arbitrage under constraints
… hedging price as viscosity solution to certain variational inequalities. We, then, use this viscosity solution characterization to study how the imposition of stricter constraints on the market affect the upper hedging price. In particular, if relative arbitrage opportunities exist with respect …
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Monotone and pseudomonotone operators with applications to variational problems
… monotone and pseudomonotone operators with variational inequalities are explored.
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ΜΗ ΓΡΑΜΜΙΚΑ ΠΡΟΒΛΗΜΑΤΑ ΛΕΠΤΟΤΟΙΧΩΝ ΔΙΑΤΟΜΩΝ
… ARE FORMULATED AND STUDIED AND THE RESPECTIVE VARIATIONAL EXPRESSIONS ARE DERIVED. NOTE THAT IN THE CASE OF INEQUALITY CONSTRAINTS THE PRINCIPLE OF VIRTUAL WORK AND THE COMPLEMENTARY VIRTUAL WORK HOLD IN INEQUALITY FORMS WHICH CONSTITUTE VARIATIONAL INEQUALITIES. THIS IS CAUSED BY THE FACT THAT …
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Dynamic pricing with demand learning under competition
… (MPECs) in equilibrium. Using results from variational inequalities, bilevel programming and MPECs, we prove that learning the optimal strategies as well as the parameters, is achieved. Furthermore, we design a solution method for efficiently solving the problem. We prove convergence of this …
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Finite element approximations for fluid flows governed by nonlinear slip boundary conditions of friction type: from theory to computations
… After re-writing the problems in the form of variational inequalities, a fixed point strategy is used to show existence of solutions. Next we prove that the finite element approximations for the Stokes and Navier Stokes equations converge respectively to the solutions of each continuous …
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On the analysis of stochastic optimization and variational inequality problems
… problem classes: [(1)] Convex Nash games; [(2)] Variational inequality problems and complementarity problems; [(3)] Hierarchical risk management problems in financial networks. Accordingly, this dissertation considers the analysis of a broad class of stochastic optimization and variational …
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Data-driven models for uncertainty and behavior
… from inverse optimization with the theory of variational inequalities, we develop an efficient, data-driven technique for estimating the primitives of these models. Our approach supports both parametric and nonparametric estimation through kernel learning. We prove that our estimators enjoy a …
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Discrete Choice-based Equilibrium Modeling of Supply Chain Network with Conflicting Objectives and Demand Uncertainty
… as multinomial logit- and newsvendor model-based variational inequalities. Second, the assumption in the newsvendor model that unmet demand is lost implies that customers are stockout neutral. This study assumes the customers are stockout aversion. This work generalizes the implied assumption in …
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Game theoretic formulations and solution methods for microeconomic market models
… several of these problems from the standpoint of variational inequality theory. In addition to proving theoretical results about problem properties, important microeconomic implications are discussed when applicable. The individual chapters of this work focus on: • equilibrium existence for …
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Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization
… Nash games and more recently stochastic variational inequalities. Several challenges arise in the development of SA schemes. First, little guidance is provided on the choice of the steplength sequence. Second, most variants of these schemes in optimization require differentiability of the …
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