Ha, N., Strodiot, J. J., & Phan, V. (2017). On the global exponential stability of a projected dynamical system for strongly pseudomonotone variational inequalities (No. 2017–09). Technische Universität Wien, Institut für Stochastik und Wirtschaftsmathematik, Operations Research and Control Systems. http://hdl.handle.net/20.500.12708/147019
E105-04 - Forschungsbereich Variationsrechnung, Dynamische Systeme und Operations Research
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Series:
ORCOS (Operations Research and Control Systems Theory)
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Report No.:
2017-09
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Date (published):
2017
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Number of Pages:
14
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Publisher:
Technische Universität Wien, Institut für Stochastik und Wirtschaftsmathematik, Operations Research and Control Systems
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Publisher:
Vienna, Austria
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Keywords:
Control and Optimization; Business, Management and Accounting (miscellaneous)
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Abstract:
We investigate the global exponential stability of equilibrium solutions of a projected dynamical system for variational inequalities. Under strong pseudomonotonicity and Lipschitz continuity assumptions, we prove that the dynamical system has a unique equilibrium solution. Moreover, this solution is globally exponentially stable. Some examples are given to analyze the effectiveness of the theoretical results. The numerical results confirm that the trajectory of the dynamical system globally exponentially converges to the unique solution of the considered variational inequality. The results established in this paper improve and extend some recent works.
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Research Areas:
Fundamental Mathematics Research: 30% Modelling and Simulation: 70%