A useful form of Minty's lemma is the following. Let be a real Banach space, a nonempty convex set, and a monotone operator that is hemicontinuous. Here operator monotonicity means for , and hemicontinuity means that is continuous on for and . For ,The forward implication follows from operator monotonicity:For the reverse implication, fix and take for . The assumed inequality givesDivide by and send . Hemicontinuity gives , as required.
In the whole-space version, for a monotone operator that is hemicontinuous,Apply the just-proved result to and ; the resulting inequality for all forces by choosing . This is the variational inequality form of Minty's lemma.
Articles by others on the same topic
There are currently no matching articles.