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A Variational Inequality Theory Chapter | 4 99


                              If q 3 = 0, then problem VI(M,q, ) is equivalent to


                                              M 0



                                            2  −1     x 1      q 1      x 1
                                      0 ≤                  +        ⊥        ≥ 0
                                            0   1     x 2      q 2      x 2
                           and x 3 ≥ 0.
                              The matrix M 0 is positive definite, and thus the complementarity prob-
                                                            ∗
                                                               ∗
                           lem admits a unique solution x = (x ,x ) (see Theorem 6). Any vector
                                                      ∗
                                                            1  2
                           x = (x ,x ,x 3 ) with x 3 ≥ 0 is thus a solution of VI(M,q, ).
                                    ∗
                                 ∗
                                 1  2
                              Let x be a solution of problem VI(M,q, ) and suppose that y is another
                                                                          T
                           solution of problem VI(M,q, ). Then x−y ∈ ker(M +M ), and thus x 1 = y 1 ,
                           x 2 = y 2 . Thus
                                                         ⎛     ⎞
                                                            x 1
                                                      y =  ⎝  x 2  ⎠
                                                            y 3
                           with y 3 ≥ 0. We may now check that any y defined as in the previous relation
                           with x denoting a solution of problem VI(M,q, ) and 0 ≤ q 3 ⊥ y 3 ≥ 0is also
                           a solution of problem VI(M,q, ). Indeed, problem VI(M,q, ) is equivalent
                           to the following complementarity problem:

                                       ⎛           ⎞  ⎛   ⎞   ⎛     ⎞   ⎛    ⎞
                                         2  −10        x 1       q 1      x 1
                                   0 ≤ ⎝ 0   1   0 ⎠  ⎝  x 2  ⎠  +  ⎝  q 2  ⎠  ⊥  ⎝  x 2  ⎠  ≥ 0.
                                                   ⎟
                                       ⎜
                                         0   0   0     x 3       q 3      x 3
                           We thus have


                                            2  −1     x 1      q 1      x 1
                                      0 ≤                  +        ⊥        ≥ 0
                                            0   1     x 2      q 2      x 2
                           and

                                                    0 ≤ q 3 ⊥ x 3 ≥ 0.

                           Therefore, with 0 ≤ y 3 ⊥ q 3 ≥ 0, we get
                                       ⎛           ⎞  ⎛   ⎞   ⎛     ⎞   ⎛    ⎞
                                         2  −10        x 1       q 1      x 1
                                   0 ≤ ⎝ 0   1   0 ⎠  ⎝  x 2  ⎠  +  ⎝  q 2  ⎠  ⊥  ⎝  x 2  ⎠  ≥ 0.
                                       ⎜
                                                   ⎟
                                         0   0   0     y 3       q 3      y 3
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