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A Variational Inequality Theory Chapter | 4 73


                           4.3 A NECESSARY CONDITION OF SOLVABILITY

                                                      ∗
                           If a solution of (4.1) exists, say, u , then
                                            n
                                                   ∗
                                                                           ∗
                                                                ∗
                                      (∀e ∈ R ) : Mu + q,e +  (u + e) −  (u ) ≥ 0,
                           and then, using Proposition 9, we get
                                                 n
                                                        ∗
                                           (∀e ∈ R ) : Mu + q,e +   ∞ (e) ≥ 0.
                           Therefore, necessarily,
                                                      T
                                           (∀e ∈ ker(M )) : q,e +   ∞ (e) ≥ 0.        (4.26)
                           Example 39. Let K = R + × R + × R + ,   =   K , and

                                                     ⎛             ⎞
                                                        1   −10
                                                 M = ⎝ −1    1   0 ⎠ .
                                                                   ⎟
                                                     ⎜
                                                        −1   1   0
                           We have
                                                     ⎛               ⎞
                                                         1  −1 −1
                                                  T
                                                M = ⎝ −1     1    1 ⎠
                                                     ⎜
                                                                     ⎟
                                                         0   0    0
                           and
                                                          ⎛   ⎞ ⎛     ⎞
                                                            1       1
                                                 T
                                             N(M ) = vect{⎝ 1 ⎠ , ⎝ 0 ⎠},
                                                          ⎜
                                                                      ⎟
                                                              ⎟ ⎜
                                                            0       1
                           and thus
                                                      U          V

                                                    ⎛    ⎞    ⎛    ⎞
                                                       1         1
                                       T            ⎜    ⎟    ⎜    ⎟
                                   N(M ) ∩ K ∞ ={λ 1 ⎝ 1 ⎠ +λ 2 ⎝ 0 ⎠ : λ 1 ≥ 0,λ 2 ≥ 0}.
                                                       0         1
                                     T
                           If e ∈ ker(M ) ∩ K ∞ , then there exist λ 1 ≥ 0,λ 2 ≥ 0 such that e = λ 1 U + λ 2 V
                           and

                                 q,e = (λ 1 + λ 2 )q 1 + λ 1 q 2 + λ 2 q 3 = λ 1 (q 1 + q 2 ) + λ 2 (q 1 + q 3 ),

                           and the necessary condition of solvability is equivalent to
                                       (∀λ 1 ≥ 0,λ 2 ≥ 0) : λ 1 (q 1 + q 2 ) + λ 2 (q 1 + q 3 ) ≥ 0,
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