journal of inequalities and applications

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RESEARCH Open Access Characterizations of the solution sets of pseudoinvex programs and variational inequalities Caiping Liu 1 , Xinmin Yang 2* and Heungwing Lee 3 * Correspondence: xmyang@cqnu. edu.cn 2 Department of Mathematics, Chongqing Normal University, Chongqing 400047, China Full list of author information is available at the end of the article Abstract A new concept of nondifferentiable pseudoinvex functions is introduced. Based on the basic properties of this class of pseudoinvex functions, several new and simple characterizations of the solution sets for nondifferentiable pseudoinvex programs are given. Our results are extension and improvement of some results obtained by Mangasarian (Oper. Res. Lett., 7, 21-26, 1988), Jeyakumar and Yang (J. Optim. Theory Appl., 87, 747-755, 1995), Ansari et al. (Riv. Mat. Sci. Econ. Soc., 22, 31-39, 1999), Yang (J. Optim. Theory Appl., 140, 537-542, 2009). The concepts of Stampacchia-type variational-like inequalities and Minty-type variational-like inequalities, defined by upper Dini directional derivative, are introduced. The relationships between the variational-like inequalities and the nondifferentiable pseudoinvex optimization problems are established. And, the characterizations of the solution sets for the Stampacchia-type variational-like inequalities and Minty-type variational-like inequalities are derived. Keywords: Solution sets, Pseudoinvex programs, Variational-like inequalities, Optimi- zation problem, Dini directional derivatives 1 Introduction Characterizations and properties of the solution sets are useful for understanding the behavior of solution methods for programs that have multiple optimal solutions. Man- gasarian [1] presented several characterizations of the solution sets for differentiable convex programs and applied them to study monotone linear complementarity pro- blems. Since then, various extensions of these solutions set characterizations to nondif- ferentiable convex programs, infinite-dimensional convex programs, and multi- objective convex programs have been given in [2-4]. Moreover, Jeyakumar and Yang [5] extended the results in [1] to differentiable pseudolinear programs; Ansari et al. [6] extended the results in [5] to differentiable h-pseudolinear programs; Yang [7] extended the results in [1,5,6] to differentiable pseudoinvex programs. In this paper, we extend the results in [1,5-7] to the nondifferentiable pseudoinvex programs and give the characterizations of solution sets for nondifferentiable pseudoinvex programs. The variational inequalities are closely related to optimization problems. Under cer- tain conditions, a variational inequality and an optimization problem are equivalent. As Mancino and Stampacchia [8] pointed out: if Γ is an open and convex subset of R n Liu et al. Journal of Inequalities and Applications 2011, 2011:32 http://www.journalofinequalitiesandapplications.com/content/2011/1/32 © 2011 Liu et al; licensee Springer. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Page 1: Journal of Inequalities and Applications

RESEARCH Open Access

Characterizations of the solution sets ofpseudoinvex programs and variationalinequalitiesCaiping Liu1, Xinmin Yang2* and Heungwing Lee3

* Correspondence: [email protected] of Mathematics,Chongqing Normal University,Chongqing 400047, ChinaFull list of author information isavailable at the end of the article

Abstract

A new concept of nondifferentiable pseudoinvex functions is introduced. Based onthe basic properties of this class of pseudoinvex functions, several new and simplecharacterizations of the solution sets for nondifferentiable pseudoinvex programs aregiven. Our results are extension and improvement of some results obtained byMangasarian (Oper. Res. Lett., 7, 21-26, 1988), Jeyakumar and Yang (J. Optim. TheoryAppl., 87, 747-755, 1995), Ansari et al. (Riv. Mat. Sci. Econ. Soc., 22, 31-39, 1999), Yang(J. Optim. Theory Appl., 140, 537-542, 2009). The concepts of Stampacchia-typevariational-like inequalities and Minty-type variational-like inequalities, defined byupper Dini directional derivative, are introduced. The relationships between thevariational-like inequalities and the nondifferentiable pseudoinvex optimizationproblems are established. And, the characterizations of the solution sets for theStampacchia-type variational-like inequalities and Minty-type variational-likeinequalities are derived.

Keywords: Solution sets, Pseudoinvex programs, Variational-like inequalities, Optimi-zation problem, Dini directional derivatives

1 IntroductionCharacterizations and properties of the solution sets are useful for understanding the

behavior of solution methods for programs that have multiple optimal solutions. Man-

gasarian [1] presented several characterizations of the solution sets for differentiable

convex programs and applied them to study monotone linear complementarity pro-

blems. Since then, various extensions of these solutions set characterizations to nondif-

ferentiable convex programs, infinite-dimensional convex programs, and multi-

objective convex programs have been given in [2-4]. Moreover, Jeyakumar and Yang

[5] extended the results in [1] to differentiable pseudolinear programs; Ansari et al. [6]

extended the results in [5] to differentiable h-pseudolinear programs; Yang [7]

extended the results in [1,5,6] to differentiable pseudoinvex programs. In this paper,

we extend the results in [1,5-7] to the nondifferentiable pseudoinvex programs and

give the characterizations of solution sets for nondifferentiable pseudoinvex programs.

The variational inequalities are closely related to optimization problems. Under cer-

tain conditions, a variational inequality and an optimization problem are equivalent. As

Mancino and Stampacchia [8] pointed out: if Γ is an open and convex subset of Rn

Liu et al. Journal of Inequalities and Applications 2011, 2011:32http://www.journalofinequalitiesandapplications.com/content/2011/1/32

© 2011 Liu et al; licensee Springer. This is an Open Access article distributed under the terms of the Creative Commons AttributionLicense (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium,provided the original work is properly cited.

Page 2: Journal of Inequalities and Applications

and F : Γ ® Rn is the gradient of the differentiable convex function f : Γ ® R, then the

variational inequality (VI): find x ∈ �, such that

(y − x)TF(x) ≥ 0, ∀y ∈ �,

is equivalent to the optimization problem {min f(x), x Î Γ}. An important generaliza-

tion of variational inequalities is variational-like inequalities (VLI): find x ∈ �, such that

η(y, x)TF(x) ≥ 0, ∀y ∈ �,

where h : Γ × Γ ® Rn. Parida et al. [9] studied the existence of the solution of (VLI)

and established the relationships between the variational-like inequalities (VLI) and dif-

ferentiable convex programs. But the objective function of an optimization problem is

not always differentiable; therefore, the variational inequalities defined by the direc-

tional derivative are introduced. For example, Crespi et al. [10,11] introduced the

Minty variational inequalities defined by lower Dini derivative and established the rela-

tionships between Minty variational inequalities and optimization problems. Later, Iva-

nov [12] established the relationships between variational inequalities and

nondifferentiable pseudoconvex optimization problems and applied them to obtain the

characterizations of solution sets of Stampacchia variational inequalities and Minty var-

iational inequalities. In this paper, we introduce Stampacchia-type variational-like

inequalities and Minty-type variational-like inequalities defined by upper Dini direc-

tional derivative, and based on the relationships between variational-like inequalities

and optimization problems, we give the characterizations of solution sets of these two

classes of variational-like inequalities.

2 PreliminariesIn this paper, let Rn be a real n-dimensional Euclidean space, Γ a nonempty subset of

Rn, f : Γ ® R a real-valued function, and h : Γ × Γ ® Rn a vector-valued function.

Firstly, we recall some notions that will be used throughout the paper.

Definition 2.1. (See [13]) A set Γ is said to be h-invex if, for any x, y Î Γ and any lÎ [0, 1],

y + λη(x, y) ∈ �.

Definition 2.2. (See [13]) A function f : Γ ® R is said to be preinvex with respect to

h on the h-invex set Γ if, for any x, y Î Γ and any l Î [0, 1],

f (y + λη(x, y)) ≤ λf (x) + (1 − λ)f (y).

Definition 2.3. (See [14]) A function f : Γ ® R is said to be prequasiinvex with

respect to h on the h-invex set Γ if, for any x, y Î Γ and any l Î [0, 1],

f (y + λη(x, y)) ≤ max{f (x), f (y)}.

Definition 2.4. (See [15]) A function f : Γ ® R is said to be semistrictly prequasiinvex

with respect to h on the h-invex set Γ if, for any x, y Î Γ with f (x) ≠ f (y) and any l Î[0, 1],

f (y + λη(x, y)) < max{f (x), f (y)}.

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Condition A (See [16]):

f (y + η(x, y)) ≤ f (x), ∀x, y ∈ �.

Condition C (See [14]): Let Γ be an h-invex set. For any x, y Î Γ and any l Î [0, 1],

η(y, y + λη(x, y)) = −λη(x, y),

η(x, y + λη(x, y)) = (1 − λ)η(x, y).

Obviously, the map h(x, y) = x - y satisfies Conditions A and C.

Remark 2.1. (See [16]) If Condition C is satisfied, then

η(y + λ1η(x, y), y + λ2η(x, y)) = (λ1 − λ2)η(x, y), ∀λ1,λ2 ∈ (0, 1);

η(y + λη(x, y), y) = λη(x, y), ∀λ ∈ [0, 1].

Definition 2.5. The upper Dini directional derivative of f at x Î Γ in the direction d

Î Rn is defined by

f ′+(x; d) = lim sup

t→0+

f (x + td) − f (x)t

,

which is an element of R ∪ {± ∞}.

Definition 2.6. (See [17]) A function h : Rn ® R is said to be:

(1) positively homogeneous if ∀x Î Rn, ∀r >0, one has h(rx) = rh(x);

(2) subodd if ∀x Î Rn \{0}, one has h(x) + h(-x) ≥ 0.

It is clear that the upper Dini directional derivative is positively homogeneous with

respect to the direction d Î Rn.

Definition 2.7. The function f : Γ ® R is called radially upper semicontinuous on the

h-invex set Γ, if the function g(l) := f (y + lh (x, y)) is upper semicontinuous on [0,1],

for any x, y Î Γ.

Next, we give a mean value theorem.

Theorem 2.1. (Mean Value Theorem) Let f : Γ ® R be radially upper semicontinu-

ous on the h-invex set Γ, and let f satisfy Condition A. Then, for any x, y Î Γ, there

exists a point u Î {y + lh (x, y) : l Î [0, 1)}, such that

f (x) − f (y) ≥ f ′+(u; η(x, y)).

Proof. Let g : [0, 1] ® R be a function defined by

g(λ) := f (y + λη(x, y)).

Then, for any l Î [0, 1),

g′+(λ; 1) = lim sup

t→0+

g(λ + t) − g(λ)t

= lim supt→0+

f (y + (λ + t)η(x, y)) − f (y + λη(x, y))t

= f ′+(y + λη(x, y); η(x, y)).

(2:1)

Let p : [0, 1] ® R be another function defined by

p(λ) := g(λ) + λ(f (y) − f (y + η(x, y))). (2:2)

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It follows from radially upper semicontinuity of f that p is upper semicontinuous on

[0,1]. Note that p(0) = p(1) = f(y). Therefore, p attains maximum at some point

λ ∈ [0, 1), which implies

p′+(λ; 1) = lim sup

t→0+

p(λ + t) − p(λ)t

≤ 0. (2:3)

From (2.2) and (2.1), we have

p′+(λ; 1) = g′

+(λ; 1)+ f (y)− f (y+η(x, y)) = f ′+(y+ λη(x, y); η(x, y))+ f (y)− f (y+η(x, y)). (2:4)

From (2.3) and (2.4), we have

f (y + η(x, y)) − f (y) ≥ f ′+(y + λη(x, y); η(x, y)).

Set u = y + λη(x, y), then u Î {y + lh (x, y) : l Î [0, 1)}. By Condition A, we obtain

f (x) − f (y) ≥ f ′+(u; η(x, y)).

■Remark 2.2. In Theorem 2.1, u Î {y + lh (x, y) : l Î [0, 1)} means that there exists

λ ∈ [0, 1), such that u = y + λη(x, y).

3 PseudoinvexityIn this section, we introduce the concept of pseudoinvexity defined by upper Dini

directional derivative and give some properties for this class of pseudoinvexity.

Definition 3.1. (See [18]) The function f : Γ ® R is said to be pseudoconvex on con-

vex set Γ if

x, y ∈ �, f ′+(y; x − y) ≥ 0 ⇒ f (x) ≥ f (y).

The following concept of pseudoinvexity is a natural extension for pseudoconvexity.

Definition 3.2. The function f : Γ ® R is said to be pseudoinvex with respect to h on

the h-invex set Γ if

x, y ∈ �, f ′+(y; η(x, y)) ≥ 0 ⇒ f (x) ≥ f (y).

By Definitions 3.1 and 3.2, it is clear that every pseudoconvex function is pseudoin-

vex function with respect to h(x, y) = x - y, but the converse is not true.

Examples 3.1 and 3.2 will show that a pseudoinvex function with respect to a given

mapping h : Γ × Γ ® R n is not necessarily pseudoconvex function.

Example 3.1. Let � = {(x1, x2) ∈ R2 : x2 ∈ (−π2 ,

π2 )}, and let f : Γ ® R, h : Γ × Γ ®

R2 be functions defined by

f (x1, x2) = x1 + sin x2,

η(x, y) =(x1 − y1,

sin x2 − sin y2cos y2

),

where x = (x1, x2) Î Γ, y = (y1, y2) Î Γ. Then, f is pseudoinvex with respect to the

given mapping h. But it is not pseudoconvex, because there exist x =(1 +

√24 π ,−π

4

),

y = (1, π4 ), such that f ′

+(y; x − y) = 0, but f (x) =√24 π + 1 −

√22 < 1 +

√22 = f (y).

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Example 3.2. Let f : R ® R, h : R × R ® R be defined by

f (x) = −|x|, x ∈ R;

η(x, y) ={x − y, x ≥ 0, y ≥ 0 or x ≤ 0, y ≤ 0,y, x > 0, y < 0 or x < 0, y > 0.

Then, f is pseudoinvex with respect to the given mapping h. But it is not pseudocon-vex, because there exist x = -5, y = 4, such that f ′

+(y; x − y) = 9 > 0, but f (x) = -5 < -4

= f (y).

Definition 3.3. (See [19]) The bifunction h : Γ × Rn ® R is said to be pseudomono-

tone on if, for any x, y Î Γ,

h(x; y − x) ≥ 0 ⇒ h(y; x − y) ≤ 0.

We extend this pseudomonotonicity to h-pseudomonotonicity.

Definition 3.4. Let Γ × Γ ® Rn be a given mapping. The bifunction h : Γ × Rn ® R ∪{± ∞} is said to be h-pseudomonotone on Γ if, for any x, y Î Γ,

h(x; η(y, x)) ≥ 0 ⇒ h(y; η(x, y)) ≤ 0.

The above implication is equivalent to the following implication:

h(y; η(x, y)) > 0 ⇒ h(x; η(y, x)) < 0.

Next, we present some properties for pseudoinvexity.

Theorem 3.1. Let f : Γ ® R be radially upper semicontinuous on the h-invex set Γ.

Suppose that

(1) f is a pseudoinvex function with respect to h on Γ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument.

Then, f is a prequasiinvex function with respect to the same h on Γ.

Proof. Suppose, on the contrary, f is not prequasiinvex with respect to h on Γ. Then,

∃ x, y Î Γ, ∃λ ∈ (0, 1], such that

f (y + λη(x, y)) > max{f (x), f (y)}.

Without loss of generality, let f (y) ≥ f (x), then

f (y + λη(x, y)) > f (y) ≥ f (x). (3:1)

From radially upper semicontinuity of f, (3.1) and Condition A, there exists l* Î (0,

1) such that

f (y + λ∗η(x, y)) = maxλ∈[0,1]

{f (y + λη(x, y))},

i.e.,

f (y + λη(x, y)) ≤ f (y + λ∗η(x, y)), ∀λ ∈ [0, 1]. (3:2)

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Hence,

f ′+(y + λ∗η(x, y); η(x, y)) = lim sup

t→0+

f (y + (λ∗ + t)η(x, y)) − f (y + λ∗η(x, y))t

≤ 0.(3:3)

Since h satisfies Condition C and f ′+ is subodd in the second argument, then (3.3)

implies

f ′+(y + λ∗η(x, y); η(y, y + λ∗η(x, y))) ≥ 0.

According to the pseudoinvexity of f, we have

f (y) ≥ f (y + λ∗η(x, y)). (3:4)

From (3.1) and (3.2), we get

f (y) < f (y + λ∗η(x, y)),

which contradicts (3.4). Hence, f is a prequasiinvex function with respect to h on Γ.

■Theorem 3.2. Let Γ be an h-invex subset of Rn, and let h : Γ × Γ ® Rn be a given

mapping. Suppose that

(1) f : Γ ® R is radially upper semicontinuous on Γ ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument.

Then, f is pseudoinvex with respect to h on Γ if and only if f ′+is h-pseudomonotone on

Γ.

Proof. Suppose that f is pseudoinvex with respect to h on Γ. Let x, y Î Γ,

f ′+(x, η(y, x)) ≥ 0. (3:5)

In order to show f ′+ is h-pseudomonotone on Γ, we need to show f ′

+(y, η(x, y)) ≤ 0.

Assume, on the contrary,

f ′+(y; η(x, y)) > 0. (3:6)

According to the pseudoinvexity of f, from (3.5), we get f (y) ≥ f (x), from (3.6), we

get f (x) ≥ f (y). Hence, f (x) = f (y). By Theorem 3.1, we know that f is also prequasiin-

vex with respect to the same h on Γ, which implies

f (y + λη(x, y)) ≤ f (x) = f (y), ∀λ ∈ [0, 1].

Consequently,

f ′+(y; η(x, y)) = lim sup

t→0+

f (y + tη(x, y)) − f (y)t

≤ 0,

which contradicts (3.6).

Conversely, suppose that f ′+ is h-pseudomonotone on Γ. Let x, y Î Γ,

f ′+(y; η(x, y)) ≥ 0. (3:7)

In order to show that f is a pseudoinvex function with respect to h on Γ, we need to

show f (x) ≥ f (y). Assume, on the contrary,

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f (x) < f (y). (3:8)

According to the mean value Theorem 2.1, ∃λ ∈ [0, 1), u = y + λη(x, y) such that

f (x) − f (y) ≥ f ′+(u; η(x, y)). (3:9)

From (3.8) and (3.9), we get

f ′+(u; η(x, y)) < 0. (3:10)

Note that u = y + λη(x, y), if λ = 0, from (3.10), we get f ′+(y; η(x, y)) < 0, which con-

tradicts (3.7). Hence, λ ∈ (0, 1). Since f ′+ is subodd in the second argument, (3.10)

implies

f ′+(u;−η(x, y)) > 0. (3:11)

It follows from (3.11) and λ ∈ (0, 1) that f ′+(u;−λη(x, y)) > 0. By Condition C, we

get

f ′+(u; η(y, u)) > 0.

From the h-pseudomonotonicity of f ′+, we get f ′

+(y; η(u, y)) < 0. Again using the

Condition C, we obtain f ′+(y; η(x, y)) < 0, which contradicts (3.7). ■

Theorem 3.3. Let f : Γ ® R be radially upper semicontinuous on the h-invex set Γ.

Suppose that

(1) f is a pseudoinvex function with respect to h on Γ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument.

Then, f is semistrictly prequasiinvex with respect to the same h on Γ.

Proof. Suppose, on the contrary, f is not a semistrictly prequasiinvex function with

respect to h on Γ, then there exist points x, y Î Γ with f (x) ≠ f (y) and λ ∈ (0, 1) such

that

f (y + λη(x, y)) ≥ max{f (x), f (y)}.

Without loss of generality, let f (y) > f (x), then

f (y + λη(x, y)) ≥ f (y) > f (x). (3:12)

By the mean value Theorem 2.1, ∃l* Î (0, 1), u = y + λη(x, y) + λ∗η(y, y + λη(x, y))

such that

0 ≥ f (y) − f (y + λη(x, y)) ≥ f ′+(u; η(y, y + λη(x, y))). (3:13)

According to Condition C and (3.13), we get f ′+(u;−λη(x, y)) ≤ 0. By the suboddity

and positively homogeneity of f ′+ in the second argument, we have

f ′+(u; η(x, y)) ≥ 0. (3:14)

Note that u = y + λ(1 − λ∗)η(x, y), if l* = 0, then u = y + λη(x, y). From (3.13), we get

0 ≥ f ′+(y + λη(x, y); η(y, y + λη(x, y))).

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Since f ′+ is subodd and positively homogeneous in the second argument, from Condi-

tion C, we have

f ′+(y + λη(x, y); η(x, y)) ≥ 0.

Consequently, f ′+(y + λη(x, y); η(x, y + λη(x, y)) ≥ 0. By the pseudoinvexity of f,

f (x) ≥ f (y + λη(x, y), which contradicts (3.12). Therefore, l* ≠ 0 and l* Î (0, 1). From

(3.14), u = y + λ(1 − λ∗)η(x, y), Remark 2.1 and l* Î (0, 1), we get

f ′+(y + λ(1 − λ∗)η(x, y); η(y + λη(x, y), y + λ(1 − λ∗)η(x, y))) ≥ 0.

By Theorem 3.2, we know f ′+ is h-pseudomonotone on Γ. Therefore,

f ′+(y + λη(x, y); η(y + λ(1 − λ∗)η(x, y), y + λη(x, y))) ≤ 0.

From Condition C, the suboddity and positively homogeneity of f ′+ in the second

argument, we obtain

f ′+(y + λη(x, y); η(x, y)) ≥ 0.

Hence, f ′+(y + λη(x, y); η(x, y + λη(x, y))) ≥ 0. From the pseudoinvexity of f, we get

f (x) ≥ f (y + λη(x, y), which contradicts (3.12). ■

4 Characterizations of the solution sets of pseudoinvex programsConsider the nonlinear optimization problem

(P)min f (x)s.t. x ∈ �,

where Γ is an h-invex subset of Rn and f : Γ ® R is a real-valued nondifferentiable

pseudoinvex function on Γ. This class of optimization problems is called the class of

pseudoinvex programs.

We assume that the solution set of (P), denoted by

S := argmin {f (x)|x ∈ �},

is nonempty. Next, we state our main results.

Theorem 4.1. Let f : Γ ® R be radially upper semicontinuous on the h-invex set Γ.

Suppose that

(1) f is a pseudoinvex function with respect to h on Γ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument.

Then, the solution set S of (P) is an h-invex set.

Proof. Let x, y Î S, then for any z Î Γ,

f (x) = f (y) ≤ f (z).

According to Theorem 3.1, we know that f is a prequasiinvex function with respect

to h on Γ, which implies

f (y + λη(x, y)) ≤ max{f (x), f (y)} ≤ f (z), ∀λ ∈ [0, 1],∀z ∈ �.

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Hence, y + lh(x, y) S, for any l Î [0, 1]. ■Lemma 4.1. Let f : Γ ® R be radially upper semicontinuous on the h-invex set Γ.

Suppose that

(1) f is a pseudoinvex function with respect to h on Γ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument.

Then, ∀ x, y Î S,

f ′+(x, η(y, x)) = f ′

+(y, η(x, y)) = 0.

Proof. Since x, y Î S, we obtain

f ′+(x, η(y, x)) ≥ 0, (4:1)

f ′+(y, η(x, y)) ≥ 0. (4:2)

Based on the pseudoinvexity of f and Theorem 3.2, we know f ′+ is h-pseudomono-

tone. Hence, inequalities (4.1) and (4.2) imply, respectively,

f ′+(y, η(x, y)) ≤ 0, (4:3)

f ′+(x, η(y, x)) ≤ 0. (4:4)

Thus, (4.1) and (4.4) imply f ′+(x, η(y, x)) = 0, (4.2) and (4.3) imply f ′

+(y, η(x, y)) = 0

■Theorem 4.2. Let f : Γ ® R be radially upper semicontinuous on the h-invex set Γ,

and let x ∈ Sbe a given point. Suppose that

(1) f is a pseudoinvex function with respect to h on Γ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument.

Then,

S = S = S1 = S∗ = S∗1 = S ∩ S,

where

S : = {x ∈ �|f ′+(x; η(x, x)) = 0},

S1 : = {x ∈ �|f ′+(x; η(x, x)) ≥ 0},

S∗ : = {x ∈ �|f ′+(x; η(x, x)) = f ′

+(x; η(x, x))},S∗1 : = {x ∈ �|f ′

+(x; η(x, x)) ≤ f ′+(x; η(x, x))},

S : = {x ∈ �|f ′+(x; η(x, x)) = 0}.

Proof. (i) It is obvious that S ∩ S ⊆ S ⊆ S1 and S ∩ S ⊆ S∗ ⊆ S∗1.

(ii) We prove that S ⊆ S ∩ S. Let x Î S. From x, x ∈ S and Lemma 4.1, we get

f ′+(x; η(x, x)) = f ′

+(x; η(x, x)) = 0. Hence, x ∈ S ∩ S.

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(iii) We prove that S∗1 ⊆ S1. If x ∈ S∗

1, then f ′+(x; η(x, x)) ≤ f ′

+(x; η(x, x)) . Since x ∈ S,

we get f ′+(x; η(x, x)) ≥ 0. Hence, f ′

+(x; η(x, x)) ≥ 0. We obtain x ∈ S1.

(iv) We prove that S1 ⊆ S. If x ∈ S1, then f ′+(x; η(x, x)) ≥ 0. According to the pseu-

doinvex of f, we get f (x) ≥ f (x). Since x ∈ S, from the definition of S, we get x Î S.

Remark 4.1. If f is differentiable, then f ′+(x; η(y, x)) = �f (x)Tη(y, x). In this case,

Lemma 4.1 recovers to Lemma 3.1 in [7], Theorem 4.2 recovers to Theorems 3.1 and

3.2 in [7]. So, the results in Lemma 4.1 and Theorem 4.2 are the extension of the results

in [7].

If we take h(x, y) = x - y in Theorem 4.2, we obtain the following result.

Corollary 4.1. Let f : Γ ® R be radially upper semicontinuous on convex set Γ, and

let x ∈ SS be a given point. Suppose that

(1) f is a pseudoconvex function on Γ;

(2) f ′+is subodd in the second argument.

Then,

S = S1 = S11 = S2 = S21 = S1 ∩ S3,

where

S1 : = {x ∈ �|f ′+(x; x − x) = 0},

S11 : = {x ∈ �|f ′+(x; x − x) ≥ 0},

S2 : = {x ∈ �|f ′+(x; x − x) = f ′

+(x; x − x)},S21 : = {x ∈ �|f ′

+(x; x − x) ≤ f ′+(x; x − x)},

S3 : = {x ∈ �|f ′+(x; x − x) = 0}.

5 Variational-like inequalityConsider the following two classes of variational-like inequalities:

Stampacchia-type variational-like inequality (SVLI): find x ∈ � such that

f ′+(x; η(x, x)) ≥ 0, ∀x ∈ �.

Minty-type variational-like inequality (MVLI): find x ∈ � such that

f ′+(x; η(x, x)) ≤ 0, ∀x ∈ �.

Next, we establish the relationships between (SVLI) and (P) and between (MVLI) and

(P).

Theorem 5.1. Let be an Γ-invex subset of Rn.

(i) If x ∈ �is a solution of (P), then xis a solution of (SVLI);

(ii) If x ∈ �is a solution of (SVLI), in addition, assume that f is a pseudoinvex func-

tion with respect to on Γ, then xis a solution of (P).

Proof. (i) Let x ∈ � be a solution of the (P), then for any x Î Γ, f (x) ≥ f (x).

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Since Γ is an h-invex set, for any l Î (0, 1), we have x + λη(x, x) ∈ �. Hence,

f (x + λη(x, x)) − f (x)λ

≥ 0, ∀λ ∈ (0, 1).

Taking the limit sup as l ® 0+, we obtain

f ′+(x; η(x, x)) = lim sup

t→0+

f (x + λη(x, x)) − f (x)λ

≥ 0, ∀x ∈ �,

which implies x is a solution of (SVLI).

(ii) Let x ∈ � be a solution of the (SVLI), then

f ′+(x; η(x, x)) ≥ 0, ∀x ∈ �.

According to the pseudoinvexity of f, we obtain

f (x) ≥ f (x), ∀x ∈ �,

which implies x is a solution of (P). ■Theorem 5.2. Let f : Γ ® R be a pseudoinvex function with respect to h on the h-

invex set Γ, and let h satisfy Condition C.

(i) If x ∈ �is a solution of (P), in addition, assume that f is radially upper semicon-

tinuous on Γ, f satisfies Condition A, f ′+is subodd in the second argument, then xis a

solution of MVLI);

(ii) If x ∈ �is a solution of (MVLI), for any given x, y Î Γ, the mapping

λ �→ f ′+(y + λη(x, y); η(x, y))is continuous at 0+, then xis a solution of (P).

Proof. (i) Suppose that x ∈ � is a solution of (P). By Theorem 5.1(i), x is a solution of

(SVLI), i.e.,

f ′+(x; η(x, x)) ≥ 0, ∀x ∈ �.

From the pseudoinvexity of f and Theorem 3.2, we know f ′+ is h-pseudomonotone on

Γ. Hence,

f ′+(x; η(x, x)) ≤ 0, ∀x ∈ �.

which implies x is a solution of (MVLI).

(ii) Suppose that x ∈ � is a solution of (MVLI), then

f ′+(y; η(x, y)) ≤ 0, ∀x ∈ �.

Since Γ is an h-invex set, for any l Î (0, 1), we have x + λη(y, x) ∈ �. Hence,

f ′+(x + λη(y, x); η(x, x + λη(y, x))) ≤ 0, ∀y ∈ �, ∀λ ∈ (0, 1). (5:1)

It follows form Condition C and (5.1) that f ′+(x + λη(y, x);−λη(y, x)) ≤ 0. According

to the suboddity and the positively homogeneity of f ′+ in the second argument, we get

f ′+(x + λη(y, x); η(y, x))) ≥ 0.

Letting l ® 0+, by the continuity of the mapping λ �→ f ′+(y + λη(x, y); η(x, y)), at 0+

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we obtain

f ′+(x; η(y, x)) ≥ 0, ∀y ∈ �,

which implies that x is a solution of (SVLI). From the pseudoinvexity of f and Theo-

rem 5.1(ii), we obtain that x is a solution of (P). ■From Theorems 4.2 and 5.1, we obtain the following theorem. Denote the solution

set of (SVLI) by SSVLI.

Theorem 5.3. Let f : Γ ® R be radially upper semicontinuous on the h-invex set Γ,

and let x ∈ SSVLIbe a given point. Suppose that

(1) f is a pseudoinvex function with respect to h on Γ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument.

Then,

SSVLI = S = S1 = S∗ = S∗1 = S ∩ S.

From Theorems 4.2 and 5.2, we obtain the following theorem. Denote the solution

set of (MVLI) by SMVLI.

Theorem 5.4. Let f : Γ ® R be radially upper semicontinuous on the h-invex set Γ,

and let x ∈ SMVLIbe a given point. Suppose that

(1) f is a pseudoinvex function with respect to h on Γ;

(2) f and h satisfy Conditions A and C, respectively;

(3) f ′+is subodd in the second argument;

(4) for any given x, y Î Γ, the mapping λ �→ f ′+(y + λη(x, y); η(x, y))is continuous at 0

+

Then,

SMVLI = S = S1 = S∗ = S∗1 = S ∩ S.

AcknowledgementsThe authors thank the referees for helpful comments. This work is supported by the National Natural ScienceFoundation of China (10831009), the Natural Science Foundation of China (CSTC,2011BA0030), the ResearchFoundation Grant of The Hong Kong Polytechnic University and the Education Committee project ResearchFoundation of Chongqing (China) (KJ110624).

Author details1College of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu 611130, China2Department of Mathematics, Chongqing Normal University, Chongqing 400047, China 3Department of AppliedMathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, China

Authors’ contributionsCL completed the main part of this article, XY presented the ideas of this article, HL participated in some study of thisarticle. All authors read and approved the final manuscript.

Competing interestsThe authors declare that they have no competing interests.

Received: 7 February 2011 Accepted: 17 August 2011 Published: 17 August 2011

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doi:10.1186/1029-242X-2011-32Cite this article as: Liu et al.: Characterizations of the solution sets of pseudoinvex programs and variationalinequalities. Journal of Inequalities and Applications 2011 2011:32.

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