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We study a general class of nonlinear second-order variational inequalities with interconnected bilateral obstacles, related to a multiple modes switching game. Under rather weak assumptions, using systems of penalized unilateral backward…

Analysis of PDEs · Mathematics 2012-11-22 Boualem Djehiche , Said Hamadene , Marie Amelie Morlais

We extend well-known comparative results under expected utility to models of non-expected utility by providing novel conditions on local utility functions. We illustrate how our results parallel, and are distinct from, existing results for…

Theoretical Economics · Economics 2026-01-16 Collin Raymond , Yangwei Song

The main goal of this paper is to show how some monotonicity methods related with the subdifferential of suitable convex functions and its extensions as m-accretive operators in Banach spaces lead to new and unexpected results showing, for…

Analysis of PDEs · Mathematics 2019-10-10 Jesus Ildefonso Diaz

We consider the variational inequality problem over the intersection of fixed point sets of firmly nonexpansive operators. In order to solve the problem, we present an algorithm and subsequently show the strong convergence of the generated…

Optimization and Control · Mathematics 2020-01-30 Mootta Prangprakhon , Nimit Nimana , Narin Petrot

The variational inequality problem in finite-dimensional Euclidean space is addressed in this paper, and two inexact variants of the extragradient method are proposed to solve it. Instead of computing exact projections on the constraint…

Optimization and Control · Mathematics 2024-06-24 R. Díaz Millán , O. P. Ferreira , J. Ugon

We develop a data-driven approach to the computation of a-posteriori feasibility certificates to the solution sets of variational inequalities affected by uncertainty. Specifically, we focus on instances of variational inequalities with a…

Optimization and Control · Mathematics 2022-02-17 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…

Optimization and Control · Mathematics 2020-08-25 Fedor S. Stonyakin

This paper sets up an approach for shape optimization problems constrained by variational inequalities (VI) in an appropriate shape space. In contrast to classical VI, where no explicit dependence on the domain is given, VI constrained…

Optimization and Control · Mathematics 2024-03-12 Tim Suchan , Volker Schulz , Kathrin Welker

We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a…

Optimization and Control · Mathematics 2023-12-08 Zeinab Alizadeh , Felipe Parra Polanco , Afrooz Jalilzadeh

This paper focuses on solving a stochastic variational inequality (SVI) problem under relaxed smoothness assumption for a class of structured non-monotone operators. The SVI problem has attracted significant interest in the machine learning…

Optimization and Control · Mathematics 2025-10-02 Daniil Vankov , Angelia Nedich , Lalitha Sankar

In this paper, we address variational inequalities (VI) with a finite sum structure by proposing a novel single-loop variance-reduced algorithm that incorporates the Bregman distance. Under the monotone setting, we establish the almost sure…

Optimization and Control · Mathematics 2025-11-21 Wang Zhong-bao , Zhang Zhong-cheng

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun

Finding diverse solutions to optimization problems has been of practical interest for several decades, and recently enjoyed increasing attention in research. While submodular optimization has been rigorously studied in many fields, its…

Data Structures and Algorithms · Computer Science 2023-07-18 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

In this paper we present a novel numerical solution procedure for semicoercive hemivariational inequalities. As a model example we consider a unilateral semicoercive contact problem with nonmonotone friction and provide numerical results…

Numerical Analysis · Mathematics 2015-11-11 Nina Ovcharova , Joachim Gwinner

It is known that for convex sets, the KKM condition is equivalent to the finite intersection property. We use this equivalence to obtain a characterisation of monotone operators in terms of convex KKM maps and in terms of the existence of…

Optimization and Control · Mathematics 2015-03-24 Marc Lassonde

The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications.…

Optimization and Control · Mathematics 2009-12-23 Y. Censor , W. Chen , P. L. Combettes , R. Davidi , G. T. Herman

Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…

Machine Learning · Statistics 2026-02-24 Naoya Hashimoto , Yuta Kawakami , Jin Tian

The purpose of this paper is to prove the existence of solutions of quasi-equilibrium problems without any generalized monotonicity assumption. Additionally, we give an application to quasi-optimization problems.

Optimization and Control · Mathematics 2017-09-20 John Cotrina , Javier Zúñiga

We study monotone extension problems in the general framework of dual systems, without assuming separation. The paper develops a compact target-set formulation that includes multivalued operators as a special case and allows the initial set…

Functional Analysis · Mathematics 2026-05-28 M. D. Voisei

In this paper we focus on providing sufficient conditions for some transform orders for which the quantile densities ratio is non-monotone and, therefore, the convex transform order does not hold. These results are interesting for comparing…

Probability · Mathematics 2026-01-27 A. Arriaza , F. Belzunce , C. Martínez-Riquelme
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