doi:10.1006rjmaa.2000.7357, available online at http:rrwww.idealibrary.com on
New Stability Results for Ekeland’s
⑀
Variational
Principles for Vector-Valued and Set-Valued Maps
X. X. Huang
Department of Mathematics and Computer Science, Chongqing Normal Uni¨ersity, Chongqing 400047, China
E-mail: [email protected] Submitted by Boris S. Mordukho¨ich
Received April 29, 1999
In this paper, we discuss the stability of Ekeland’s variational principles for vector-valued and set-valued maps when the dominating cone is a closed pointed convex cone whose interior may be empty. We provide a new approach to the study of the stability of Ekeland’s variational principles for vector-valued and set-valued maps without scalarization. 䊚2001 Academic Press
Key Words: Mosco convergence; Painleve᎐Kuratowski convergence; Ekeland’s variational principle; extreme points; stability.
1. INTRODUCTION
It is well known that Ekeland’s variational principle plays an important
Ž w x
role in nonlinear analysis and optimization theory see, e.g., 7 and the
.
references therein . Generalizing Ekeland’s variational principles to vec-tor-valued functions and even to set-valued maps has attracted a lot of
Ž w x .
attention see, e.g., 3, 4, 6 and the references therein . Just because of the importance of the variational principles, it is necessary to study the stability of the principles. The stability of the scalar Ekeland variational
w x
principle was established by Attouch and Riahi in 5 . Taking advantage of the so-called function, by scalarization, we established stability results for Ekeland’s variational principles for vector-valued and set-valued maps respectively under the assumption that the ordering cone is with nonempty
Ž w x.
interior see 1, 2 . However, this type of scalarization becomes invalid for the stability study when the underlying dominating cone is with empty interior. To deal with this situation we shall, in this paper, attempt a new
Ž .
approach without scalarizing the functions concerned to the stability of
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Copyright䊚2001 by Academic Press All rights of reproduction in any form reserved.
the variational principles for vector-valued and set-valued maps when the vector-valued or set-valued map sequence converges to a vector-valued or set-valued map in the sense of Mosco or Painleve and Kuratowski. This
Ž
approach directly defines a Phelps cone in a product Banach space of two
. w x
Banach spaces . Similar to the approach in 5 , some equivalence between
Ž
Ekeland’s principles and the extreme points of some sets in the product
.
space with respect to this type of Phelps cone is established. Conse-quently, the stability of the variational principles can be tackled by study-ing the convergence properties of sets of the extreme points of a sequence of relevant closed sets.
Throughout this paper, we assume X and Y are both Banach spaces. The dominating cone C;Y is a nontrivial pointed closed convex cone
Žwhose interior may be empty .. C induces a partial order in Y Ži.e.,
. U
᭙y1,y2gY, y1Fc y2 iff y2yy1gC. We shall denote by C the
U U Ž . 4
positive polar cone of C, i.e., C s lgY :l c G0, ᭙cgC. Let eg
4
C_0 .
In the following, we introduce some concepts which will be used in the sequel.
DEFINITION1.1. Let f: XªY be a vector-valued map. f is said to be
Ž .
bounded below on X if᭚y0gY such that f x yy0gCfor all xgX. f
Ž .
is said to be lower semicontinuous l.s.c. on X if ᭙ygY, the set
xgX:f xŽ .FC y4 is closed.
DEFINITION1.2. Let F:Xª2Y be a set-valued map. We say that F is
Ž .
bounded below on X if ᭚y0gY such that F x yy0;C for all xgX.
Ž .
Take x0gX. We say that F is upper semicontinuous u.s.c. at x0 if for
Ž .
any open set U with F x0 ;U there exists an open set V with x0gV
Ž .
such that F x ;U,᭙xgV.
If F is u.s.c. at every xgX then we say F is u.s.c. on X.
DEFINITION 1.3. Let fn: XªY be a sequence of vector-valued maps.
4
We say fn is uniformly bounded below on X if ᭚y0gY such that
Ž .
f xn yy0gC,᭙xgX,᭙ngN.
Similarly, suppose that F : Xª2Y is a sequence of set-valued maps; n
4 Ž .
we say Fn is uniformly bounded below if᭚y0gY such that F xn yy0; C,᭙xgX,᭙ngN.
2. EKELAND’S VARIATIONAL PRINCIPLES FOR VECTOR-VALUED AND SET-VALUED MAPS
In this section, we present Ekeland’s variational principles for vector-valued and set-vector-valued maps, respectively.
w x
THEOREM2.1 3 . Let f: XªY be l.s.c. and bounded below. Gi¨en⑀)0, if x satisfies⑀
f x
Ž .
yf xŽ
⑀.
q⑀efyC, ᭙xgX, then᭙)0,᭚xgX such thatŽ .i f xŽ .FC f xŽ ⑀.;
Ž .ii 5xyx5F;
Žiii. f xŽ .yf xŽ .q⑀r5xyx e5 fyC,᭙xgX_ 4x.
w x Y
THEOREM 2.2 4 . Let F: Xª2 be u.s.c. nonempty compact-¨alued and bounded below.
Ž . Gi¨en⑀)0, x⑀gX, y⑀gF x⑀ satisfying
4
F xŽ
.
yy l yŽ
C_ 0.
s⭋ andŽ
⑀ ⑀.
F XŽ
.
yy q⑀e l yŽ
C.
s⭋,Ž
⑀.
Ž .then᭙)0,᭚xgX and ygF x such that
Ž .i ŽF xŽ .yy.l yŽ C_ 4.0 s⭋; Ž .ii yFC y⑀;
Žiii. 5x⑀yx5F;
Živ. ŽF xŽ .yyq⑀r5xyx e5 .l yŽ C.s⭋,᭙xgX_ 4x .
Ž . Ž .
Remark 2.1. Since F x is nonempty compact ᭙xgX and C is a
Ž .
pointed closed convex cone, we deduce that F x is externally stable
Ž᭙xgX.. It follows from Proposition 3.2 or Proposition 3.3 of 4 andŽ . w x
w x
Corollary 4.1 of 4 that Theorem 2.2 holds.
3. STABILITY RESULTS
First, we recall the concepts of the convergence of set sequences. w x
DEFINITION 3.1 5 . Let X be a normed space. A sequence of sets
M
Dn;X:ngN4 is said to be Mosco convergent to D;X Ži.e., DnªD.
if
wylim supDn;D; lim infDn nª⬁ nª⬁
with
4
lim infDns xslimnªq⬁ xn: xngDn,᭙ngN
nª⬁
wy lim supDns
xswylimkªq⬁ xn :xn gDn ,᭙kgN,
k k k
nª⬁
4
where xswylimkªq⬁ xn stands for the weak convergence of xn
k k
to x.
Ž . Ž
We say that Dn Painleve᎐Kuratowski P.K. converges to D i.e.,
P.K.6
.
Dn D if
lim supDn;D;lim infDn,
nª⬁ nª⬁
4
where lim supnª⬁Dns xslimkªq⬁ xn gDn,᭙kgN, nk is a
subse-k k
4
quence of N .
Let f:XªY be a vector-valued map. Define the epigraph of f as epi f
Ž
.
sŽ
x,y.
:ygf xŽ .
qC, xgX4
.Analogously, suppose that F: Xª2Y is a set-valued map. We define the
epigraph of F as
epi F
Ž
.
sŽ
x,y.
: ygF xŽ .
qC, xgX4
.DEFINITION 3.2. Let fn: XªY,᭙ngN be a sequence of vector-val-ued maps and f: XªY be a vector-valued map. We say that fn Mosco
M P.K.6 M
ŽP.K.. converges to f Ži.e., fnªf. Žfn f. if epi fŽ n.ªepi fŽ .
P.K.6
Žepi fŽ n. epi fŽ ...
Ž .
Similarly, we can define a sequence of set-valued maps Fn Mosco P.K.
M P.K.6 M
Ž . Ž . Ž .
converges to a set-valued map F i.e., FnªF Fn F if epi Fn ª P.K.6
Ž . Ž Ž . Ž ..
epi F epi Fn epi F .
IfC1 is a cone in a linear space Z, A;Z, we shall denote by ext AC1 the
Ž .
set of efficient maximal points of A with respect to C1, i.e., zgext AC1
Ž . 4
iff Al zqC1 s z.
DEFINITION 3.3. Let f:XªY be a vector-valued map, )0, ⑀)0.
Ž . Ž . 5 5
We define ⑀ryextfs x:f x yf x q⑀r xyx efyC, ᭙xg
44
X_ x .
Similarly, if F:Xª2Y is a set-valued map, we define ⑀ryextFs
x:᭚ygextyCF xŽ .such thatŽF xŽ .yyq⑀r5xyx e5 .l yCs⭋,᭙x 44
gX_ x .
PROPOSITION 3.1. Let f:XªY be a ¨ector-¨alued map, which is bounded below.Then᭙⑀)0,᭚x⑀gX such that
f x
Ž .
yf xŽ
⑀.
q⑀efyC, ᭙xgX.w x The proof of Proposition 3.1 is similar to that of Proposition 2.1 in 1 ;
w x for details, see 1 .
PROPOSITION 3.2. Let F: Xª2Y be a nonempty compact-¨alued map,
Ž .
which is bounded below.Then᭙⑀)0,᭚x⑀gX, y⑀gextyCF x⑀ such that F X
Ž
.
yy q⑀e l yCs⭋.Ž
⑀.
w x Proposition 3.2 is an immediate consequence of Theorem 2.1 in 6 . Let
5 5
Ks
Ž
x,y.
gX=Y:yyq⑀r x eg yC4
, ⑀)0, )0. It is easy to check that K is a nonempty closed pointed convex cone. Note that this Phelps cone is directly defined in the product space X=Y,w x
which is different from the Phelps cone in 1, 2, 5 , where it is defined in X=R1.
PROPOSITION 3.3. Let f:XªY be a ¨ector-¨alued map. Gi¨en ⑀)0,
Ž Ž .. Ž .
)0, then xg⑀ryext f iff x,f x gextyKepi f . Proof. Necessity. We prove by contradiction.
Ž . Ž .
Suppose that᭚ x,y gepi f such that
4
x,y y x,f x g yK_ 0 .Ž
.
Ž
Ž .
.
Then 5 54
yyf xŽ .
q⑀r xyx eg yC_ 0 , implying 5 54
f xŽ .
yf xŽ .
q⑀r xyx eg yC_ 0 . If xsx, then this expression cannot hold.If x/x, then this expression contradicts xg⑀ryext f. Sufficiency. Once again, we prove by contradiction.
4
Suppose that᭚xgX_ x such that
5 5 f x
Ž .
yf xŽ .
q⑀r xyx eg yC, implying4
x,f xŽ .
y x,f xŽ .
g yK_ 0Ž
.
Ž
.
Ž Ž .. Ž .since x/x, contradicting x,f x gextyKepi f .
PROPOSITION3.4. Let F: Xª2Y be a nonempty set-¨alued map.
Ž . Ž .
Gi¨en ⑀)0, )0, then xg⑀ryext F iff x,y gextyKepi F , for
Ž .
Ž .
Proof. Necessity. Since xg⑀ryext F, we have a ygextyCF x such that
5 5
4
F x
Ž .
yyq⑀r xyx e l yŽ
K.
s⭋, ᭙xgX_ x .Ž .
1Ž
.
We show by contradiction that
x,y gext epi F
Ž
.
.Ž
.
yKŽ . Ž .
Suppose that᭚ x,y gepi F such that
4
x,y y x,y g yK_ 0 ,Ž
.
Ž
.
implying 5 54
yyyq⑀r xyx eg yC_ 0 . X Ž . So᭚y gF x such that X 5 54
y yyq⑀r xyx eg yC_ 0 .Ž .
2 X 4 Ž .If xsx, then y yyg yC_0 , contradicting ygextyCF x .
Ž . Ž .
If x/x, then 2 contradicts 1 .
Sufficiency. Once again, we prove by contradiction.
4 Ž .
Suppose that᭚xgX_ x and ygF x such that
5 5 yyyq⑀r xyx eg yC implying
4
x,y y x,y g yK_ 0Ž
.
Ž
.
Ž . Ž .since x/x, contradicting x,y gextyKepi F . The proof is complete.
LEMMA 3.1. Let f:XªY be a ¨ector-¨alued map. If ᭙l1gCU,
Ž . 1 Ž . Ž .
l f1 : XªR is l.s.c. this implies that f is l.s.c. , then epi f is nonempty and closed.
Ž . Ž . Ž . Ž .
Proof. Let xn,yn gepi f with xn,yn ª x,y . Then
ynyf x
Ž
n.
gC, implyingHence
l1
Ž .
y s lim l1Ž
yn.
G lim infl1Ž
f xŽ
n.
.
Gl1Ž
f xŽ .
.
«yyf xŽ .
gC,nªq⬁ nª⬁
Ž . Ž .
i.e., x,y gepi f .
LEMMA3.2. Let F: Xª2Y be an u.s.c.nonempty compact-¨alued map.
Ž .
Then epi F is nonempty and closed.
Ž . Ž . Ž . Ž .
Proof. Suppose that xn,yn gepi F and xn,yn ª x,y . Then yng
Ž . X Ž . X
F xn qC. Thus᭚yngF xn and cngCsuch that ynsynqcn. As F is
X 4 4
compact-valued and u.s.c. at x, we obtain a sequence ynk of yn and
U Ž . X U X U
y gF x such that ynkªy . Consequently,cnksynkyynkªyyy gC
Ž . Ž . Ž .
since C is closed. Therefore, ygF x qC, i.e., x,y gepi F . The proof is complete.
w x
LEMMA 3.3 3 . If C is a pointed closed con¨ex cone, then for any
4 U Ž .
egC_0 there exists l1gC such that l e1 )0. It is easy to check that the following lemma holds.
Ž . Ž . Ž .5 5 4
LEMMA 3.4. yK; x,y gX=Y:l x,y q⑀rl e1 x F0 , where
Ž . Ž . U Ž .
l x,y sl y and l1 1gC is such that l e1 )0.
Ž
THEOREM3.1. Let X and Y be reflexi¨e Banach spaces hence, X=Y is 5Ž .5 5 5 5 54 Ž .
a reflexi¨e Banach space with norm x,y smax x , y ,᭙ x,y gX=
. U Ž .
Y . Let fn: XªY be uniformly bounded below, and ᭙l1gC , l f1 n is
Ž . U Ž .
l.s.c. ᭙ngN . Let f: XªY be such that ᭙l1gC , l f1 is l.s.c., and
M
fnªf.Gi¨en⑀)0, )0, then
⑀ryext f; lim inf⑀ryext fn.
nª⬁
M
Proof. Since fn is uniformly bounded below and fnªf, we deduce
Ž Ž .. Ž . Ž . Ž . Ž .
that for any x,f x gepi f , ᭚ xn,yn gepi fn such that xn,yn ª
Žx,f xŽ .., hence ynyf xnŽ n.gC and ynªf xŽ .. So ynyy0gC. Letting
Ž .
nªq⬁, we have f x yy0gC, i.e., f is bounded below.
U Ž .
In addition, ᭙l1gC , l f1 is l.s.c., and it follows that f is l.s.c. By Proposition 3.1 and Theorem 2.1, we conclude that ⑀ryext f/⭋.
Similarly, we have ⑀ryext fn/⭋,᭙ngN.
Under the assumption of this theorem, by Lemma 3.1, we know that
Ž . Ž .
Dnsepi fn ,Dsepi f are all nonempty closed subsets of X=Y such
M
that DnªD.
Ž .
Furthermore, it follows from Lemma 3.4 that yK; x,y gX=
Ž . 5 5 Ž . 4 U 4 Ž .
Y:l x,y q⑀r x l e1 F0 , where ᭙l1gC _0 is such that l e1 )0
Ž . Ž .
and l x,y sl y1 . Besides, yK is also a pointed closed convex cone in X=Y.
Since fn is uniformly bounded below, we know that ᭚y0gY such that
Ž .
f xn yy0gC,᭙xgX,᭙ngN.
Ž . Ž . Ž .
For all x,y gDnsepi fn , yyf xn gC, hence yyy0gC, imply-ing l1
Ž .
y Gl1Ž
y0.
. Consequently, l x,Ž
y.
sl1Ž .
y Gl1Ž
y0.
. So inf inf l xŽ
,y.
)y⬁. ngNŽx,y.gDn w x ŽAs a result, all the conditions of Theorem 3.5 in 5 are satisfied withC
Ž ..
replaced by ouryK,⑀ replaced by our⑀rl0,e . Applying Theorem 3.5 w x
in 5 , we obtain
extyKepi f
Ž
.
sextyKD; lim infextyKDns lim infextyKepi fŽ
n.
.Ž .
3nª⬁ nª⬁
Ž Ž .. Ž .
Finally, let xg⑀ryext f. Then x,f x gextyKepi f .
Ž . Ž Ž .. Ž . Ž
By 3 ,᭚ xn,f xn gextyKepi fn hence xng⑀ryext fn by
Propo-.
sition 3.3 such that xnªx. The proof is complete.
Remark 3.1. Our assumption on C in Theorem 3.1 is weaker than the
w x w x
one in Theorem 3.1 in 1 while Theorem 3.1 in 1 only requires Y to be a normed space, which is weaker than the assumption onY in this Theorem 3.1. In addition, in this Theorem 3.1 our assumption on fn and f is
w x
stronger than the one in Theorem 3.1 in 1 , where we only require fn,f to be l.s.c.
THEOREM3.2. Let X,Y be reflexi¨e Banach spaces. Let F : Xª2Y be n
uniformly bounded below and u.s.c. nonempty compact-¨alued, F:Xª2Y M
be u.s.c. nonempty compact-¨alued, and FnªF.Gi¨en )0, ⑀)0, then
⑀ryext F; lim inf⑀ryext Fn.
nª⬁ M
4
Proof. Since FnªF and Fn is uniformly bounded below, we deduce that F is bounded below. Applying Theorem 2.2 and Proposition 3.2, we know that
Ž . Ž . Ž Ž ..5 5 4
In addition, yK; x,y ;X=Y:l x,y q⑀r l0,e x F0 is a pointed closed convex cone in X=Y, where l is as defined in the proof of Theorem 3.1.
Ž . Ž .
With the help of Lemma 3.2, we have that Dnsepi Fn ,Dsepi F are
M
nonempty closed subsets of X=Y such that DnªD.
4
Since Fn is uniformly bounded below, we deduce that inf inf l x,
Ž
y.
)y⬁.ngNŽx,y.gDn
w x Ž
Thus, all the conditions of Theorem 3.5 in 5 are satisfied with C
Ž ..
replaced by ouryK, ⑀ replaced by our crl0,e . Applying Theorem 3.5 w x
in 5 , we obtain
extyKepi F
Ž
.
sextyKD; lim infextyKDnslim infextyKepi FŽ
n.
.Ž .
4nª⬁ nª⬁
Ž . Ž . Ž .
Let xg⑀ryext F. Then ᭚ygF x such that x,y gextyKepi F .
Ž . Ž . Ž . Ž . Ž
By 4 , ᭚ xn,yn gextyKepi Fn with yngF xn n hence xng⑀ry
.
ext Fn by Proposition 3.4 such that xnªx. The proof is complete.
Remark 3.2. Our assumption on C in Theorem 3.2 is weaker than the w x
one in Theorem 4.1 of 2 , whereC is assumed to have nonempty interior. But our assumption on Y in this Theorem 3.2 is stronger than the one in
w x
Theorem 4.1 in 2 , where we only require Y to be a Banach space. THEOREM3.3. Let X,Y be Banach spaces, fn :XªY be a sequence of ¨ector-¨alued functions, which is uniformly bounded below, and ᭙l1gCU,
Ž .
᭙ngN, l f1 n is l.s.c. on X. Let f:XªY be a l.s.c. ¨ector-¨alued
P.K.6 function.Suppose that fn f.
Let⑀)0, )0.
Further assume that ᭙)0, there exists a compact subset K;X=Y such that
AnlB;K,
where BsB1=B is the unit ball of X2 =Y, B is the unit ball of X,1 B is2 5Ž .5 Ž5 5 5 5.
the unit ball of Y, X=Y is normed as x,y smax x , y , for any
Žx,y.gX=Y, and AnsŽxn,f xŽ n..: xng⑀ryext fn4. Then
⑀ryext f; lim inf⑀ryext fn.
nª⬁
P.K.6
4
Proof. Since fn is uniformly bounded below and fn f, we deduce
U Ž .
Proposition 3.1 and Theorem 2.1, we know that ⑀ryext f/⭋. Similarly, we have ⑀ryext fn/⭋,᭙ngN.
Ž . Ž .
Applying Lemma 3.1, we deduce that᭙ngN, Dnsepi fn , Dsepi f
P.K.6
are all nonempty closed subsets in X=Y. Furthermore, fn f means
P.K.6
Dn D.
Ž . Ž .
It follows from Lemma 3.4 that yK; x,y gX=Y:l x,y q
Ž .5 5 4 Ž . Ž . U Ž .
⑀rl e1 x F0 , where l x,y sl y1 and l1gC is such that l e1 )0. Note thatyK is also a pointed closed convex cone in X=Y. As shown in the proof of Theorem 3.1, we have
inf inf l x
Ž
,y.
)y⬁.ngNŽx,y.gDn
Ž . w x Ž
Up to now, we have verified a in Theorem 3.3 in 5 holds with X
.
replaced by our X=Y andC replaced by ouryK .
Ž . w x
Now we turn to checking that b in Theorem 3.3 in 5 also holds. In fact,᭙)0, by Proposition 3.3,
AnlBsextyKepi f
Ž
n.
lBsextyKDnlB;K. w x ŽApplying Theorem 3.3 in 5 with X replaced by our X=Y and C
.
replaced by ouryK , we have
extyKepi f
Ž
.
sextyKD; lim infextyKDnslim infextyKepi fŽ
n.
.nª⬁ nª⬁
Ž Ž ..
Now᭙xg⑀ryextf, then x,f x gextyKD by Proposition 3.3. By
Ž . Ž
the relation above, we obtain xn,yn gextyKDn hence xng⑀ryext fn
. Ž . Ž Ž ..
by Proposition 3.3 such that xn,yn ª x,f x , implying xnªx. The proof is complete.
Remark 3.3. In Theorem 3.3, our assumption onC is weaker than the w x
one in Theorem 3.2 in 1 , where the additional condition that C is with nonempty interior is required. But our assumption
AnlB;K is stronger than
⑀ryext fnlB1;KX,
where B1 is the unit ball of X and KX;X is a compact set. Besides, our assumption on fn and f in this theorem is stronger than the one in
w x
Theorem 3.2 in 1 , where fn,f are assumed to be l.s.c. Similarly, we can prove
THEOREM 3.4. Let X,Y be Banach spaces, and F : Xª2Y be a se-n
quence of u.s.c. nonempty compact ¨alued mappings, which is uniformly bounded below. Let F:Xª2Y be an u.s.c. nonempty compact ¨alued
P.K.6 mapping. Suppose that Fn F.
Let⑀)0,)0.
Further assume that ᭙)0, there exists a compact subset K;X=Y such that
AnlB;K,
where BsB1=B is the unit ball of X2 =Y, B is the unit ball of X,1 B is2 5Ž .5 Ž5 5 5 5.
the unit ball of Y, X=Y is normed as x,y smax x , y , for any
Žx,y.gX=Y, and AnsŽxn,yn.:xng⑀ryext Fn4, yn is such that
Ž . Ž Ž . 5 5 . Ž .
yn gF xn and F x yyn q ⑀r xyxn e l yC s ⭋, ᭙xg
44
X_ xn . Then
⑀ryext F; lim inf⑀ryext Fn.
nª⬁
Remark 3.4. In Theorem 3.4, our assumption onC is weaker than the w x
one in Theorem 4.2 in 2 , where C is additionally required to be with nonempty interior. But our assumption AnlB;K is stronger than
⑀ryext FnlB1;KX where B1 is the unit ball of X and KX;X is a compact set.
4. CONCLUSIONS
In this paper, we have presented a new approach to the stability of Ekeland’s variational principles for vector-valued and set-valued maps without scalarizing the maps concerned when the ordering cone may be
w x
with empty interior. Stability results similar to 1, 2 have been established under different assumptions.
ACKNOWLEDGMENT
This research was done under the supervision of Professor G. Y. Chen. The author thanks him for instruction.
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