Characterizations of the solution sets of convex programs and variational inequality problems

Z. L. Wu*, S. Y. Wu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

25 Citations (Scopus)

Abstract

For a convex program in a normed vector space with the objective function admitting the Gâteaux derivative at an optimal solution, we show that the solution set consists of the feasible points lying in the hyperplane whose normal vector equals the Gâteaux derivative. For a general continuous convex program, a feasible point is an optimal solution iff it lies in a hyperplane with a normal vector belonging to the subdifferential of the objective function at this point. In several cases, the solution set of a variational inequality problem is shown to coincide with the solution set of a convex program with its dual gap function as objective function, while the mapping involved can be used to express the above normal vectors.

Original languageEnglish
Pages (from-to)339-358
Number of pages20
JournalJournal of Optimization Theory and Applications
Volume130
Issue number2
DOIs
Publication statusPublished - Aug 2006
Externally publishedYes

Keywords

  • Convex programs
  • Dual gap function
  • Gâteaux derivatives
  • Pseudomonotonicity
  • Variational inequalities

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