R ENDICONTI
del
S EMINARIO M ATEMATICO
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U NIVERSITÀ DI P ADOVA
F IORAVANTE P ATRONE
Well-posed minimum problems for preorders
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FIORAVANTE PATRONE
(*)
SU:MMARY - It is introduced Tikhonov
well-posedness
for minimumproblems
for
preorders.
In case of totalpreorders represented by
real valued func- tions, it isinvestigated
therelationship
betweenwell-posedness
for thepreorder
and for the function. A characterization,resembling
that onegiven by
Furi andVignoli,
isgiven
forwell-posed preorders.
1. Introduction.
Given a
topological space X
and/: JT 2013~R,
the minimumproblem
associated to
f
is said to bewell-posed
in Tikhonov sense or,briefly, f
is said to bewell-posed (wp)
iff
has aunique point
of minimumto which every
minimizing
sequence converges([Ti], [DoZ]).
We no-tice that
f
induces on X a totalpreorder by defining x ~ y
iffObviously,
another g: mayidentify
the samepreorder
on X.Note that in this case the mimimum
points
off and g (and of fl )
are the same. The
question
that can be raised is thefollowing:
doeswp of
f guarantee
wp ofg ~
Put in other words: is wp in some sensea
property
intrinsic to thepreorder ~,
or it doesdepend
on its dif-ferent
representatives?
This is of someinterest,
since in(neoclassical)
econ omics what is considered
usually
to begiven
is the «preference
ysstem »
of theagent,
and not somespecific
«utility
function » that doesrepresent
it. Partial results on thistopic
are in[Pa] (where
theemphasis
is on saddlepoints
and Nashequilibria,
instead ofminima)
(*)
Indirizzo dell’A.:Dipartimento
di Matematica, via L. B. Alberti 4, 16132 Genova(Italy).
and in
[Lu3].
What is shown here is that wp isessentially
intrinsicto the
preorder,
in thefollowing
sense: iff
is wp, any other functionrepresenting
the samepreorder
asf
is wp too(provided
that somenon-degeneracy
conditions arerespected).
The above mentioned result
provides
somehope
that it is pos- sible to define wp for agiven preorder =,
without any function as an intermediate. This isactually
the maintopic
of this paper: it isproposed
a definition of wp for apreorder (not necessarily total), implicitly suggested
in[Lu3],
and someproperties
areinvestigated.
Inparticular,
it is shown that in this context we mustdistinguish
be-tween wp
through minimizing
sequences or nets(contrary
to the caseof real-valued functions: see
[Pa]) . Furthermore,
it isproved
a charac-terization of
sequential
wp forpreorders resembling
that onegiven
in
[FV].
We take also the occasion for somegeneral
considerations about Tikhonov wp(not only
for minimumproblems,
but also for variationalinequalities,
saddlepoints, Stackelberg equilibria, etc.).
2. Notations and
hypotheses.
Let X be a non
empty
set.A
relation
on .~ which is reflexive and transitive is said to bea
preorder
on X. We use the standard abbreviation x ~ y » to mean and ».If
is also total(i.e.: z fl y
or is truefor every x, y e
X),
we say that thepreorder
is total. Asusual, xo
E Xis said to be a minimum
for
on X if for every z E X.Let
be a totalpreorder
on X.f :
~ -+ R is said torepresent
ifor,
equivalently:
Note that if a relation can be
represented by some f accordingly
to
(2.1),
then it must be a totalpreorder. Obviously, given f :
X -+R,
we may define a total
preorder through (2.1):
in this case we saythat
f
induces thepreorder
on X.Given
f :
we use thefollowing
notation:A sequence is said to be
minimizing
forf
if -* inf(f ; X)
If = min
( f ; X)
for alllarge n,
then theminimizing
sequence will be said to be trivial.When .~ is a
topological
space, we say thatf
is Tikhonov well-posed (briefly: ((wp)))
if:1)
there is aunique
minimumpoint
2)
everyminimizing
sequence converges to xo .3. Ordinal character of
well-posedness.
DEFINITION 3.1. Let ~Y be a non
empty set, and fl
be apreorder
on ~’. A net z, is said to be a
« minimizing
netfor » if :
(3.1)
for every y which is not a minimum on Xfor ,
even-tually x,,-~ y . //
REMARK 3.2. For
terminology
onnets,
we follow[Kel].
It is easy to see that any subnet of a
minimizing
net isminimizing,
and that a net s.t.
eventually xv
is a minimumfor
is aminimizing
net
(and
will be called trivialminimizing net). ff
DEFINITION 3.3. Let X be a
topological
spaceand
be apreorder
on ..g. The minimum
problem for
is said to be wp(respectively:
seq-wp)
if:1)
there is aunique
minimum xofor
2)
everyminimizing
net(respectively: sequence)
convergesto
ff
REMARK 3.4. Of course, a
minimizing
sequence is also a minimiz-ing net,
so if=~
is wp then it is also seq-wp. Note also that wp(seq-wp)
w.r.t. sometopology implies
wp(seq-wp)
w.r.t. any coarsertopology. ll
THEOREM 3.5. Let
f :
X - R be non constant andlet
be thetotal
preorder
inducedby f
on X.If a sequence xn is
minimizing
forf ,
then xn isminimizing for . Conversely,
y we have:1)
iff
has minimum onXgargmin ( f ; X),
thenf
has minimum and theonly minimizing
sequences are the trivial ones; moreover,minimizing
sequences forf and
are the same.2)
iff
has not minimum on~argmin ( f ; X),
theni,
defined as:represents
andminimizing
sequences forf
andfor fl
are thesame.
//
REMARK 3.6. The
hypothesis f
non constantimplies
thatOf course, the case in which
f
is constant is trivial.ff
PROOF
(of
Theorem3.5).
For the firstassertion, take xn
mini-mizing
forf
andlet y
be not a minimumfor =~. Since
is a totalpreorder,
there is s.t.x ~ y.
Sincef represents ~,
we havethat
f (x) i(y),
so inf( f ; X) f (y) : hence,
for alllarge
n, i.e. for alllarge
n.So,
xn isminimizing for:.
For the converse, let us see case
1)
first. Thatf
has minimumon ..~ is trivial
by
contradiction and the verification of all of the other assertions isstraightforward.
Let’s consider case
2).
To prove thati represents
it isonly
needed to show that for and
Bargmin ( f ; ~’).
If we assume thecontrary,
this means that thereexists
yEX B argmin ( f ; X)
s.t. =f(x)
= inf( f ; XBargmin ( f ; X)).
But this amounts to say that
f
has minimum onXnargmin ( f ; X),
contrary
to thehypothesis.
To prove the last
assertion,
we confine us to show that if we takea
minimizing
sequence xnf or ~ ,
s.t. Xn is not a minimum forf ,
thenxn is
minimizing
forf (from this,
thegeneral
result follows immedia-tely). Now,
isminimizing
forNamely,
takethere is s.t.
x -~ y,
soeventually
- y.This means that for every y E
XBargmin ( f ; X)
we haveeventually
Since for every E > 0 there is y E
XBgargmin ( f ; X)
s.t.we have
proved
that -->- inf( f ; XBargmin ( f ; X)),
i.e. xn is mini-mizing
for x> : From this it ispatent
that such Xn is mini-mizing
for,~. / /
COROLLARY 3.7. Let X be a
topological
space,f :
X-+ R and
be the
preorder
inducedby f
on X.If fl
is seq-wp, thenf is
wp.Conversely, assuming f
is notconstant,
we have:1)
iff
has minimum onXBargmin ( f ; X),
thenf
wpimplies
wp .
2)
iff has
not minimum onXBargmin ( f ; .X’),
and inf( f ; X)
_= inf ( f ; XBargmin ( f ; X)),
thenf
wpimplies :
wp.f f
PROOF. It is obvious that existence and
uniqueness
of a mini-mum
for fl
isequivalent
to existence anduniqueness
of a minimumfor
f (and they
are thesame). So,
the result follows from the fact that under thehypotheses
abovef
and have the sameminimizing
sequences
(of
course, thehypotheses
in case2) guarantee
thatf
=1
in the notation of Theorem
3.5). ff
REMARK 3.8.
Proposition
3.1 of[Pa]
is acorollary
of thisresult,
since its
hypotheses guarantee
thatf (X)
is an interval inR,
and thisimplies f = f (and
thatf
has not minimum onXBargmin ( f ; X)).
Also Theorem 2.13 of
[Lu3]
follows: itsassumption
thatf
has nontrivial
minimizing
sequencesclearly implies
thatf
has not minimumon
XBargmin ( f ; X)
and thatf = f. f f
REMARK 3.9. Note that if
f
is lowersemicontinuous,
the same istrue for
f :
this may be considered as a nicefeature, having
in mindthe role of lower
semicontinuity
in the context of minimumprob-
lems.
//
4.
Well-posedness:
sequences and nets.In the
previous
section we haveinvestigated
therelationship
be-tween
minimizing
sequences forpreorders
and functionsrepresenting
them. In section
3, however,
we introducedminimizing
nets for pre- orders : it hasalready
beenremarked, however,
that for functions there is no need to introduce nets aslong
as wp is concerned[Pa]
(the
situation isdifferent,
of course, whengeneralized
wp is con- sidered : see We find convenient to restate the result of[Pa]
in a more abstract
setting,
that will prove to be useful later.We assume the
following hypotheses:
(*)
E and X are
topological
spaces; q?: E-+ 2Xm
=(*) { For For some some eo e E , q(eo)
= (zo) ,
ro e X .
We
topologize 21
with the upper Vietoristopology [KITh].
Ofcourse,
continuity of 99
in eo isequivalent
to:(and
in case E is 1stcountable, continuity
can be characterizedusing
sequences
only).
It is easy to see
that, given
a netZa
in2; ,
we haveZa -+
in the upper Vietoris
topology
if andonly
if:Note,
moreover, that theequivalence
above remains true if wereplace
on both sides netsby
sequences.Combining
all of thepreceding remarks,
weget that,
when E is1st
countable,
thefollowing
areequivalent:
This
implies
that for minimumproblems
seq-wp and wp areequi-
valent
(simply
take E =[0, + oo[,
eo = 0 and =I(x)
min (f; X) + e},
or .E =f(X),
eo =min(f;X)
and =f (x)
=el
as in[Pa]).
We want to stress the fact that the same remark
(for
an appro-priate
butstraightforward
choice of E andeo) applies
to: wp for variationalinequalities (see [LuPal]
and[LuPa3];
see also[R]
for analternative
definition);
wp saddlepoint problems (see [CM1],
wherewp is reduced to wp for an associated minimum
problem,
or see[PaTo]
and
[Pa]
where a .more « direct »approach
isused); Stackelberg prob-
lems
(see [M],
where wp forStackelberg problems
is defined in a way such that it does not reduce to wp for the minimization of the func- tional of theleader, incorporated
with the bestreply
of thefollower);
wp for constrained minimum
problems (in
the sense of[LePo],
orconsidering
the so calledstrong
wp, assuggested
in[BLu]) ;
wp Nashequilibria (as
introducedby[CM2];
see[Pa]).
Nothing
of the aboveapplies, however,
to wp forpreorders,
ascan be seen
easily
fromexamples (we
refer to[Kel],
ingeneral
forterminology,
and inparticular
forproblem
2.B on p.76).
EXAMPLE 4.1. Let ,S~ be the first uncountable ordinal: consider
[0, SZ[
with the usualordering
on it. Standard considerations aboutcardinality
show that we cannot havemaximizing
sequences: if x,., is amaximizing
sequence, then we should havewhich is
impossible
since xn hasonly countably
manypredecessors,
while
[0, SZ[
is uncountable.ff
EXAMPLE 4.2. Take
[0, S~]
with the ordertopology:
since thereare no nontrivial
maximizing
sequences, while on thecontrary
theidentity
map on[0, ~2] provides
anexample
of amaximizing net,
we may see that w.r.t. the discrete
topology [0, ~2]
with the usualordering
is seq-wp but not wp.//
For what concerns wp, we have the
following:
PROPOSITION 4.3. Let X be
totally
orderedby ,
and assumethat there exists a
(necessarily unique) minimum xo
on X.Then,
the minimum
problem for fl
on X is wp w.r.t. the ordertopology
on JT.
//
PROOF. Take a
minimizing
net X(X. Given aneighborhood
U of xo, thereexists y
E X withXo « y
and s.t. the interval[xo, y[
is contained in U. But this means thateventually
we have xa E[xo , y [ (because
x,,is a
minimizing net).
hence x03B1 iseventually
in U.So,
thenet x,,
converges to xo .//
EXAMPLE 4.4. Consider X =
{(x,y)ER2:
X,y>0},
with the lexico-graphic ordering
L on it. Then(X,
is wp for the ordertopo- logy,
hence seq-wp(and
so wp and seq-wp w.r.t. the usualtopology
on
X,
since ordertopology
inducedby
c L is finer than euclideantopology).
Theinteresting
feature of thisexample
is that there is nof :
X’ --~ lL~representing (see
e.g.[De]):
so, we can see that wp forpreorders
is a nontrivial extension of wp for functions.//
5. A characterization of
well-posedness
forpreorders.
Despite
of(or
dueto)
itssemplicity,
a characterization of wp for functions that hasproved
to be useful is due to[FV]:
for lowersemicontinuous and lower bounded functions defined on a
complete
metric space wp is
equivalent
toWe shall prove
something
similar to this in the context of seq-wp forpreorders.
The mainhandicap
from which we suffer is that wedo not have level sets indexed
by
some 8 ER,
as has beenalready
noticed in the
previous
section. We shalltry
toprovide
some sur-rogate
forthem,
but beforepassing
to the mainpoint
we would liketo
provide
an « abstract» version of theFuri-Vignoli result,
whichapplies
to the case in which we have some «level sets » that can beparametrized
in a reasonable way.n
[0,
.X’ be acomplete
metric space. Let cp:E -~ 2;
be closedt=i
valued,
s.t.implies
and assume that-
n Then, inf diam w(e)
= 0 if andonly
ife~o 6»°
eeE
(5.1)
there is s.t. =and w
is continuous in 0 w.r.t.upper Vietoris
topology
on2; . //
PROOF. For the «if »
part,
assume that the infimum ispositive.
Taking Ek
= ... , we can findxk,
and A > 0 such thatd(x’ z§J) > £.
This is notpossible
since thehypotheses guarantee
that Xo E
99(8k)
and that99(8k)
is contained in a ball of center Xo and radius forlarge
k.To prove the
« only if)>,
first of all we prove that there is xo E XCauchy
sequence, so Xk converges to some xo due tocompleteness
of ~. Because is
closed,
xo E for soSince inf diam =
0, n
cannot contain more than onepoint.
E>> 0
So, w(0)
_{x0}.
For what concernscontinuity of w
in0,
take any open set Gcontaining
xo : because inf diam= 0,
is contained8»0
in G for s
sufficiently
close to zero.//
Since
(5.1)
isequivalent
to wp(as
it has been noticed in sect.4),
the theorem above
provides
ageneralization
of the result of Furi andVignoli,
and may beapplied
to all of the cases considered in theprevious paragraph,
underappropriate
conditions.We confine ourselves to the case of
strong
wp[BLu].
Taket : X - R,
and consider the
problem
ofminimizing f
on A sequence xn is ageneralized minimizing
sequence »([BLu])
iflim sup
n-+oo
inf (f; K)
andd(xn, .K)
-+ 0.Asking
for the convergence of these«generalized minimizing
sequences » to theunique
minimizer off
on
g,
we have the idea off being strongly
wp(relatively
to .K:[BLu]).
Let us assume X
completely metrizable, f
lower bounded and lowersemicontinuous,
I~ closed and nonempty.
If we define 99:[0, + 00]
Xx[0, + 00]
-21
asfrom Theorem 5.1 we
get
thatf
isstrongly
wp if andonly
if-ivhich is the result
proved
in[BLu].
What is behind this kind of
reasoning
is that in many cases aminimizing
sequence can be described as an xn EqJ(en) With 8n
- 0:in other
words,
we havenaturally
at ourdisposal
some q to whichwe can
apply
Theorem 5.1.However,
in the case ofpreorders
wesaw that this is not
possible (since
otherwise seq-wp and wp wouldcoincide),
if we wishthat q
is defined on a space asgood >>
as 1stcountable. In any case, it is
possible
to conceive forpreorders
somemathematical
object
which can be considered as intermediate betweenminimizing
sequence and the «level sets »99(e).
We shall deal witha
preorder
onX,
in thesequel.
DEFINITION 5.2. A set-valued
minimizing
sequence is a sequence s.t. there is aminimizing
sequence xn, with Xn and=
~x :
for every n. We say that is « determined >>by
the
minimizing
sequence xn .//
REMARK 5.3. For a set-valued
minimizing
sequence we have:1)
for every n, hence2) S2,+l (for
thetransitivity of -,),
3) n Szn
={x:
for everyn~ _ {minima for fl
onX~,
neN
4)
if for every n,then x’
is aminimizing
sequence.f(
THEOREM 5.4. Let X be a
complete
metricspace
apreorder
on X’ s.t. is closed for every Assume more- over that there exist
minimizing
sequencesfor . Then, --,
is seq-wp if andonly
if diam 0 for every set valuedminimizing
se-quence.
//
PROOF.
« Only
if »:by contradiction,
assume there isQn
e.t..diam
S2~
B 0. So we havex~, x~
s.t.d(x,~, x~) ~ ~,
> 0 for every n,But
xo) +
- 0 since areminimizing,
forRemark 5.3
(xo
is theunique
minimumfor fl ).
If ». Let Xn be
minimizing.
Consider thesubsequence Cn
of ~~s.t.
(see
Lemma 5.6below)
and theQn
associated to it.From Cantor’s
theorem,
we have that ={0153o},
i.e. is a sin-nEN
gleton.
For Remark5.3,
zo is(the unique)
minimum.So,
thanks.to Lemma 5.5
below,
we can restrict ourselves todecreasing
sequences to test seq-wp.Given a
minimizing
sequence y.. s.t. yn, consider,S2n
asso-ciated to it: we have
d(yn, Hence,:
is seq-wp.//
LEMMA 5.5. Let X be a
topological
spaceand fl
apreorder
on X.If there is a
unique
minimumpoint
zo and everyminimizing
sequence Xn s.t. converges to xo,then
is seq-wp.ff
PROOF.
Take Xn minimizing.
Assume that it does not converge to Xo.So,
there is aneighborhood
V of xo s.t. V for infinite in- dexes. Let n1 be one of these indexes and define~1 = xnl.
SinceXnl
cannot be a minimum
(xo
EV,
V and the minimum isunique)
and since Xn is
minimizing,
there is n2 s.t.Xnl’
and we may take n~ > n1. Let~2
= And so on .... Weget
adecreasing
se-quence $.
that isminimizing
since it is asubsequence
of zn. Ofcourse $n
cannot converge to xo .So,
we have a contradiction.ff
LEMMA 5.6. If xn is a
minimizing
sequence for apreorders
there is a
subsequence ~.,,
s.t.’n+1 = ~’ ff
PROOF. If xn is a minimum for infinite
indexes, obviously
we have.a
subsequence
whose values are minimumpoints,
so we are done.If xn is not a minimum for all
define C,
= andrepeat
the constructions in theproof
of Lemma 5.5 toget
the result.ff
16. Final remarks.
As seen in the
introduction,
the motivation to introduce « Tikhonov wp » forpreorders
has its roots in the fact that in some instances what isgiven
is apreorder
and not the functionrepresenting
it.So,
afterhaving
seen that wp for a function isessentially
a prop-erty
of thepreorder represented by it,
it has been a naturalstep
topropose what could be considered wp for a
preorder
andstudy
itsmain features. Of course, many other
investigations
could be done about wp forpreorders,
but in the author’sopinion
it could be muchmore
interesting
to see whether this notion does have some real interest at least in the field(neoclassical economics)
from which ithas been
indirectly generated.
Atypical
test for the interest of wp forpreorders
could be to see whether wp has some useful consequence for what concernsstability
w.r.t. dataperturbations (that
sometimeshas been
termed
Hadamardwp).
Let’s mention that this fact is known for wp of functions(see [LuPa2]
and[Lu2]);
on the otherhand, stability
w.r.t. dataperturbation
has been studied for along
timee.g. in
equilibrium theory,
y so that basic books like[De]
and[H]
dealextensively
with that.Let’s conclude
saying
that at least two otherproblems
could beinteresting
tostudy
from thepoint
of view of wp forpreorders:
thesearch for saddle
points (or
Nashequilibria)
and that of minimalpoints (i.e.:
vector or Paretooptimization).
For these classes ofprob-
lems very little is known
(see [Pa]
for saddlepoints
and Nashequi-
libria),
even from thepoint
of view of functions and not ofpreorders
(see
references in[Pa]
for saddlepoints
and Nashequilibria,
and[Lu3]
for vector
optimization).
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