Many possible reasons for that problem....
1) Are you using an amp and a monitor or just a monitor or just the amp (unlikely). First, find out what feeds back. If you use both, turn the one down that feeds back and turn the other up if necessary.
2) Positioning of the amp: Distance and angle of the amp are crucial for feedback. If the amp stands flat on the floor and screams at your knees you will need much more power to hear the amp as opposed to positioning the amp in an upward angle so it is directed to you, thus it is more likely to feedback. Also, it is better to have the amp behind you rather than in front because your body is between your instrument and the speaker. Watch out when you turn back, though!
3) EQ settings: take a good look at the EQ settings of the mandolin/amp/monitor/pa: inherently most mandolins have a sigal boost on the g string and that has to be properly adjusted.
4) How loud is the band on stage? If you have electric guitar and drums on stage, probably louder than necessary! Yes, it is possible to turn louder things down instead of quiet things up!
5) If all the above does not work, outboard gear like a parametric EQ should do the trick. However, usually that should not be necessary.
These days, mandolinists should not be doomed to drown in feedback once they know their equipment and how it works- a little research really goes a long way!
Who am I and if yes, how many?