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Chapter 3





                           The Variational Inequality

                           Problem



                           In this chapter, we show how variational inequalities can be used to develop
                           a suitable method for the formulation and mathematical analysis of electrical
                           networks involving devices like different types of diodes (not necessarily ideal)
                           and transistors.

                           3.1 THE VARIATIONAL INEQUALITY
                                       n
                                                                    n
                                                               n
                           Let   ∈   0 (R ;R ∪{+∞}), and let F : R → R be a given function. The
                                                                        n
                           variational inequality problem consists in finding u ∈ R such that
                                                                           n
                                          F(u),v − u +  (v) −  (u) ≥ 0, ∀v ∈ R .       (3.1)
                           It is easy to see that (3.1) is equivalent to the convex subdifferential relation
                                                    F(u) ∈−∂ (u).                      (3.2)

                           Problem (3.1) is called a “variational inequality of the second kind” or “mixed
                           variational inequality” (see e.g. [37], [44], [60], [61], and [72]). This model
                           recovers the one called a “variational inequality of the first kind,” which consists
                           in finding u ∈ K such that
                                                 F(u),v − u ≥ 0, ∀v ∈ K,               (3.3)

                           where K is a nonempty closed convex set. It suffices indeed to set   =   K to
                           see that in this case, (3.1) is equivalent to (3.3). Let us also recall here that if
                                 n
                           K = R , then (3.3) is equivalent to the complementarity problem
                                 +
                                                    0 ≤ u ⊥ F(u) ≥ 0.                  (3.4)
                                                        n
                                                                               n
                           It is well known that for each y ∈ R , there exists a unique x ∈ R such that
                                                                            n
                                          x − y,v − x +  (v) −  (x) ≥ 0, ∀v ∈ R ,
                           that is,
                                                     y ∈ x + ∂ (x).

                           Complementarity and Variational Inequalities in Electronics. http://dx.doi.org/10.1016/B978-0-12-813389-7.00003-9
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