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A Variational Inequality Theory Chapter | 4 49
















                           FIGURE 4.3 K and K ∞ .


                           Then
                                                        2
                                        K ∞ ={(x 1 ,x 2 ) ∈ R : x 1 ≥ 0,−x 1 ≤ x 2 ≤ x 1 }.
                           Indeed, (2,2) ∈ K and z = (z 1 ,z 2 ) ∈ K ∞ if and only if

                                             (∀λ> 0) : (λz 1 + 2,λz 2 + 2) ∈ K,

                           that is,
                                                    (∀λ> 0) : λz 1 ≥ 0
                           and

                                             (∀λ> 0) :−λz 1 ≤ λz 2 ≤ λz 1 + 4.
                           Thus, if z = (z 1 ,z 2 ) ∈ K ∞ , then z 1 ≥ 0, z 2 ≥−z 1 , and

                                                                  4
                                                  (∀λ> 0) : z 2 ≤ z 1 + .
                                                                  λ
                           Taking the limit as λ →+∞ in this last expression, we obtain z 2 ≤ z 1 .Let
                           us now suppose that z 1 ≥ 0 and −z 1 ≤ z 2 ≤ z 1 . Then (∀λ> 0) : λz 1 ≥ 0 and
                           −λz 1 ≤ λz 2 ≤ λz 1 + 4. This results in (∀λ> 0) : (λz 1 ,λz 2 ) + (2,2) ∈ K, and
                           thus (z 1 ,z 2 ) ∈ K ∞ (see Fig. 4.3).

                              Let x 0 be any element in D( ). The recession function of   is defined by
                                                                 1
                                                n
                                         (∀x ∈ R ) :   ∞ (x) = lim   (x 0 + λx).
                                                           λ→+∞ λ
                                            n
                           The function   ∞ : R → R ∪{+∞} is a proper convex lower semicontinuous
                           function, which describes the asymptotic behavior of  . Note that


                                                        1
                                            ∞ (x) = lim    (x 0 + λx) −  (x 0 )
                                                  λ→+∞ λ
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