Univalent Mapping - Uniqueness of Fixed Point on the Positive Orthant Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Prove the Contraction Mapping Theorem.Banach fixed point theoremExistence of fixed point given a mappingShow that the operator $phi$ has a unique fixed pointBanach Fixed PointExistence and uniqueness of fixed pointUnique fixed point mapping from an open ballContraction mapping on the compact metric spacean example of a complete space $X$ and a such mapping $T$ without fixed points & Show that if $X$ is compact then such $T$ has a unique fixed point.Fixed point of unusual integral equation
When does a function NOT have an antiderivative?
Why are two-digit numbers in Jonathan Swift's "Gulliver's Travels" (1726) written in "German style"?
Is there a verb for listening stealthily?
Short story about astronauts fertilizing soil with their own bodies
Are there any irrational/transcendental numbers for which the distribution of decimal digits is not uniform?
NIntegrate on a solution of a matrix ODE
Why did Bronn offer to be Tyrion Lannister's champion in trial by combat?
Vertical ranges of Column Plots in 12
How much damage would a cupful of neutron star matter do to the Earth?
Does the main washing effect of soap come from foam?
Flight departed from the gate 5 min before scheduled departure time. Refund options
What does 丫 mean? 丫是什么意思?
By what mechanism was the 2017 General Election called?
Is there a spell that can create a permanent fire?
Weaponising the Grasp-at-a-Distance spell
Found this skink in my tomato plant bucket. Is he trapped? Or could he leave if he wanted?
newbie Q : How to read an output file in one command line
Why is a lens darker than other ones when applying the same settings?
Is there any significance to the prison numbers of the Beagle Boys starting with 176-?
Pointing to problems without suggesting solutions
Putting class ranking in CV, but against dept guidelines
Where and when has Thucydides been studied?
One-one communication
Table formatting with tabularx?
Univalent Mapping - Uniqueness of Fixed Point on the Positive Orthant
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Prove the Contraction Mapping Theorem.Banach fixed point theoremExistence of fixed point given a mappingShow that the operator $phi$ has a unique fixed pointBanach Fixed PointExistence and uniqueness of fixed pointUnique fixed point mapping from an open ballContraction mapping on the compact metric spacean example of a complete space $X$ and a such mapping $T$ without fixed points & Show that if $X$ is compact then such $T$ has a unique fixed point.Fixed point of unusual integral equation
$begingroup$
I am facing a n-dimensional fixed-point problem descending from a game theoretic problem given by the set of equations
$$ forall j in n: R_j (vecx_-j) - x_j = W left( A_j exp left(-sum_k neq j^n c_j,k x_kright)right) - x_j =0$$
where $W$ is the Lambert W function, $vecx$ is the vector of players' choices with $0 < x_j^- leq x_j leq x_j^+ < +infty $ $forall j$. The remaining parameters are given by $A_j > 0$ $forall j$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$.
I have shown concavity on the original problem and, given the bounds $vecx_j^-$, $vecx_j^+$, the Nash-Debreu-Theorem ensures existence of at least one fixed-point / equilibrium vector $vecx^*$.
What I am struggling with is showing uniqueness of the fixed-point of this set of equations.
I have tried using the contraction mapping (specifically Edelstein's Theorem) and univalent mapping approach (Gale & Nikaido (1965), Rosen (1965)) but could not find more than a sufficient condition for uniqueness so far.
Numerically uniqueness seems to hold. I have produced a large sample of these equilibrium problems and solved each from 1000 different starting vectors and each problem exhibited a single solution on $mathbbR_geq0^n$.
For the contraction mapping, since there is, to my knowledge, no identity for $W(z_1) - W(z_2)$, I had work with an upper bound on the integral representation of the difference which essentially gave me the diagonal dominance property of the $n times n$ matrix $mathbfC$ with elements $c_j,j=1$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$. Unfortunately I cannot make such a parametric restriction ex-ante which is why I believe the contraction mapping argument will not be helpful in proving this.
For the univalent mapping, Gale & Nikaido (1965) and Rosen (1965) guarantee uniqueness of the fixed-point if $mathbfH^* = frac12 (mathbfH+ mathbfH^T) $ is negative definite where $mathbfH$ is the $n times n$ Jacobian matrix of the n-dimensional root finding problem above. Note that the elements of $mathbfH$ are given by $h_j,j=-1$ and $h_j,k in (-1,0)$ since the derivative of the Lambert W $fracd Wd z leq 1$ on $z in mathbbR_geq0^$.
I would prove negative definiteness and thereby uniqueness of the fixed-point if I could show that
$$ vecz^T mathbfH^* vecz < 0 quad forall vecz in mathbbR_geq0^n setminus vec0 $$
which is equivalent to having all negative eigenvalues. However it is easy to find counterexamples with parameter combinations where $mathbfH^*$ has positive eigenvalues for $n > 2$.
My question is the following: The univalent mapping above, as I understand it, could give me uniqueness on the entirety of $mathbbR_^n$ but it does not hold generally in my case. My suspicion is the multiplicity of fixed-points depends on allowing negative values for $x_j$. Is there a property, let's call it constrained definiteness, I could apply to show univalence and therefore uniqueness just on $mathbbR_geq 0^n$ i.e. under the constraint $x_j geq 0$ $forall j$?
linear-algebra functional-analysis optimization constraints fixedpoints
$endgroup$
add a comment |
$begingroup$
I am facing a n-dimensional fixed-point problem descending from a game theoretic problem given by the set of equations
$$ forall j in n: R_j (vecx_-j) - x_j = W left( A_j exp left(-sum_k neq j^n c_j,k x_kright)right) - x_j =0$$
where $W$ is the Lambert W function, $vecx$ is the vector of players' choices with $0 < x_j^- leq x_j leq x_j^+ < +infty $ $forall j$. The remaining parameters are given by $A_j > 0$ $forall j$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$.
I have shown concavity on the original problem and, given the bounds $vecx_j^-$, $vecx_j^+$, the Nash-Debreu-Theorem ensures existence of at least one fixed-point / equilibrium vector $vecx^*$.
What I am struggling with is showing uniqueness of the fixed-point of this set of equations.
I have tried using the contraction mapping (specifically Edelstein's Theorem) and univalent mapping approach (Gale & Nikaido (1965), Rosen (1965)) but could not find more than a sufficient condition for uniqueness so far.
Numerically uniqueness seems to hold. I have produced a large sample of these equilibrium problems and solved each from 1000 different starting vectors and each problem exhibited a single solution on $mathbbR_geq0^n$.
For the contraction mapping, since there is, to my knowledge, no identity for $W(z_1) - W(z_2)$, I had work with an upper bound on the integral representation of the difference which essentially gave me the diagonal dominance property of the $n times n$ matrix $mathbfC$ with elements $c_j,j=1$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$. Unfortunately I cannot make such a parametric restriction ex-ante which is why I believe the contraction mapping argument will not be helpful in proving this.
For the univalent mapping, Gale & Nikaido (1965) and Rosen (1965) guarantee uniqueness of the fixed-point if $mathbfH^* = frac12 (mathbfH+ mathbfH^T) $ is negative definite where $mathbfH$ is the $n times n$ Jacobian matrix of the n-dimensional root finding problem above. Note that the elements of $mathbfH$ are given by $h_j,j=-1$ and $h_j,k in (-1,0)$ since the derivative of the Lambert W $fracd Wd z leq 1$ on $z in mathbbR_geq0^$.
I would prove negative definiteness and thereby uniqueness of the fixed-point if I could show that
$$ vecz^T mathbfH^* vecz < 0 quad forall vecz in mathbbR_geq0^n setminus vec0 $$
which is equivalent to having all negative eigenvalues. However it is easy to find counterexamples with parameter combinations where $mathbfH^*$ has positive eigenvalues for $n > 2$.
My question is the following: The univalent mapping above, as I understand it, could give me uniqueness on the entirety of $mathbbR_^n$ but it does not hold generally in my case. My suspicion is the multiplicity of fixed-points depends on allowing negative values for $x_j$. Is there a property, let's call it constrained definiteness, I could apply to show univalence and therefore uniqueness just on $mathbbR_geq 0^n$ i.e. under the constraint $x_j geq 0$ $forall j$?
linear-algebra functional-analysis optimization constraints fixedpoints
$endgroup$
add a comment |
$begingroup$
I am facing a n-dimensional fixed-point problem descending from a game theoretic problem given by the set of equations
$$ forall j in n: R_j (vecx_-j) - x_j = W left( A_j exp left(-sum_k neq j^n c_j,k x_kright)right) - x_j =0$$
where $W$ is the Lambert W function, $vecx$ is the vector of players' choices with $0 < x_j^- leq x_j leq x_j^+ < +infty $ $forall j$. The remaining parameters are given by $A_j > 0$ $forall j$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$.
I have shown concavity on the original problem and, given the bounds $vecx_j^-$, $vecx_j^+$, the Nash-Debreu-Theorem ensures existence of at least one fixed-point / equilibrium vector $vecx^*$.
What I am struggling with is showing uniqueness of the fixed-point of this set of equations.
I have tried using the contraction mapping (specifically Edelstein's Theorem) and univalent mapping approach (Gale & Nikaido (1965), Rosen (1965)) but could not find more than a sufficient condition for uniqueness so far.
Numerically uniqueness seems to hold. I have produced a large sample of these equilibrium problems and solved each from 1000 different starting vectors and each problem exhibited a single solution on $mathbbR_geq0^n$.
For the contraction mapping, since there is, to my knowledge, no identity for $W(z_1) - W(z_2)$, I had work with an upper bound on the integral representation of the difference which essentially gave me the diagonal dominance property of the $n times n$ matrix $mathbfC$ with elements $c_j,j=1$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$. Unfortunately I cannot make such a parametric restriction ex-ante which is why I believe the contraction mapping argument will not be helpful in proving this.
For the univalent mapping, Gale & Nikaido (1965) and Rosen (1965) guarantee uniqueness of the fixed-point if $mathbfH^* = frac12 (mathbfH+ mathbfH^T) $ is negative definite where $mathbfH$ is the $n times n$ Jacobian matrix of the n-dimensional root finding problem above. Note that the elements of $mathbfH$ are given by $h_j,j=-1$ and $h_j,k in (-1,0)$ since the derivative of the Lambert W $fracd Wd z leq 1$ on $z in mathbbR_geq0^$.
I would prove negative definiteness and thereby uniqueness of the fixed-point if I could show that
$$ vecz^T mathbfH^* vecz < 0 quad forall vecz in mathbbR_geq0^n setminus vec0 $$
which is equivalent to having all negative eigenvalues. However it is easy to find counterexamples with parameter combinations where $mathbfH^*$ has positive eigenvalues for $n > 2$.
My question is the following: The univalent mapping above, as I understand it, could give me uniqueness on the entirety of $mathbbR_^n$ but it does not hold generally in my case. My suspicion is the multiplicity of fixed-points depends on allowing negative values for $x_j$. Is there a property, let's call it constrained definiteness, I could apply to show univalence and therefore uniqueness just on $mathbbR_geq 0^n$ i.e. under the constraint $x_j geq 0$ $forall j$?
linear-algebra functional-analysis optimization constraints fixedpoints
$endgroup$
I am facing a n-dimensional fixed-point problem descending from a game theoretic problem given by the set of equations
$$ forall j in n: R_j (vecx_-j) - x_j = W left( A_j exp left(-sum_k neq j^n c_j,k x_kright)right) - x_j =0$$
where $W$ is the Lambert W function, $vecx$ is the vector of players' choices with $0 < x_j^- leq x_j leq x_j^+ < +infty $ $forall j$. The remaining parameters are given by $A_j > 0$ $forall j$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$.
I have shown concavity on the original problem and, given the bounds $vecx_j^-$, $vecx_j^+$, the Nash-Debreu-Theorem ensures existence of at least one fixed-point / equilibrium vector $vecx^*$.
What I am struggling with is showing uniqueness of the fixed-point of this set of equations.
I have tried using the contraction mapping (specifically Edelstein's Theorem) and univalent mapping approach (Gale & Nikaido (1965), Rosen (1965)) but could not find more than a sufficient condition for uniqueness so far.
Numerically uniqueness seems to hold. I have produced a large sample of these equilibrium problems and solved each from 1000 different starting vectors and each problem exhibited a single solution on $mathbbR_geq0^n$.
For the contraction mapping, since there is, to my knowledge, no identity for $W(z_1) - W(z_2)$, I had work with an upper bound on the integral representation of the difference which essentially gave me the diagonal dominance property of the $n times n$ matrix $mathbfC$ with elements $c_j,j=1$ and $c_j,k in (0,1)$ $forall j$ $forall k neq j$. Unfortunately I cannot make such a parametric restriction ex-ante which is why I believe the contraction mapping argument will not be helpful in proving this.
For the univalent mapping, Gale & Nikaido (1965) and Rosen (1965) guarantee uniqueness of the fixed-point if $mathbfH^* = frac12 (mathbfH+ mathbfH^T) $ is negative definite where $mathbfH$ is the $n times n$ Jacobian matrix of the n-dimensional root finding problem above. Note that the elements of $mathbfH$ are given by $h_j,j=-1$ and $h_j,k in (-1,0)$ since the derivative of the Lambert W $fracd Wd z leq 1$ on $z in mathbbR_geq0^$.
I would prove negative definiteness and thereby uniqueness of the fixed-point if I could show that
$$ vecz^T mathbfH^* vecz < 0 quad forall vecz in mathbbR_geq0^n setminus vec0 $$
which is equivalent to having all negative eigenvalues. However it is easy to find counterexamples with parameter combinations where $mathbfH^*$ has positive eigenvalues for $n > 2$.
My question is the following: The univalent mapping above, as I understand it, could give me uniqueness on the entirety of $mathbbR_^n$ but it does not hold generally in my case. My suspicion is the multiplicity of fixed-points depends on allowing negative values for $x_j$. Is there a property, let's call it constrained definiteness, I could apply to show univalence and therefore uniqueness just on $mathbbR_geq 0^n$ i.e. under the constraint $x_j geq 0$ $forall j$?
linear-algebra functional-analysis optimization constraints fixedpoints
linear-algebra functional-analysis optimization constraints fixedpoints
asked Apr 2 at 14:27
redsirredsir
12
12
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "69"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3171916%2funivalent-mapping-uniqueness-of-fixed-point-on-the-positive-orthant%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3171916%2funivalent-mapping-uniqueness-of-fixed-point-on-the-positive-orthant%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown