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A Variational Inequality Theory Chapter | 4 75


                              If z is a solution of problem CP(M,D( ) ∞ ), then clearly z also is a solution
                           of problem SCP ∞ (M, ).
                                              n
                           Remark 21. Let   : R → R be a proper convex lower semicontinuous func-
                           tion with closed domain. Then we have the following inclusion:

                                                   D(  ∞ ) ⊂ D( ) ∞ .                 (4.29)

                           Indeed, let e ∈ D(  ∞ ). Then, for some x 0 ∈ D( ),wehave
                                                        1
                                            ∞ (e) = lim   (x 0 + λe) = c< +∞.
                                                  λ→+∞ λ
                           Then, noting that

                                           1                 1
                                      lim    (x 0 + λe) = lim  ( (x 0 + λe) −  (x 0 ))
                                     λ→+∞ λ             λ→+∞ λ
                                                           1
                                                      = sup ( (x 0 + λe) −  (x 0 )),
                                                        λ>0 λ
                           we see that

                                            (∀λ> 0) :  (x 0 + λe) ≤ cλ +  (x 0 ),
                           so that (∀λ> 0) : x 0 + λe ∈ D( ), and thus

                                                           1
                                               (∀λ> 0) : e ∈ (D( ) − x 0 ),
                                                           λ
                           so that e ∈ D( ) ∞ .
                                                           n
                           Example 40. If   ≡   K where K ⊂ R is a nonempty closed convex set, then
                                                           ) = K ∞ = D(  K ) ∞ .
                                         D((  K ) ∞ ) = D(  K ∞
                           In this case, problem SCP ∞ (M,  K ) reduces to the complementarity problem:
                                                    ⎧
                                                    ⎪ z ∈ K ∞
                                                    ⎪
                                                    ⎨
                                                      Mz ∈ (K ∞ ) ∗                   (4.30)
                                                    ⎪
                                                    ⎪
                                                       Mz,z = 0
                                                    ⎩
                                                          ⇔
                                                                   ∗
                                                 K ∞   z ⊥ Mz ∈ (K ∞ ) .
                           Example 41. Let   : R → R be the function defined by
                                                                   2
                                                  (∀x ∈ R) :  (x) = x .
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