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求解单调变分不等式的一个新的连续方法 被引量:2

A New Continuation Method for Solving Monotone Variational Inequalities
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摘要 文中给出了求解一般非空闭凸集上单调变分不等式的一个新的连续方法.证明了算法的收敛性等价于所求问题的可解性,算法生成轨线的聚点不仅是变分不等式的解,而且还是其极小二模解. In this paper a new continuation method for monotone variational inequalities with the general nonempty closed convex set is presented. It is proved that the convergence of the algorithm is equivalent to the solvability of the variational inequality, and the accumulation point of the trajectory generated by the proposed algorithm is not only the solution but also the least twonorm solution of the variational inequality.
机构地区 西安交通大学
出处 《西安交通大学学报》 EI CAS CSCD 北大核心 1998年第2期78-80,共3页 Journal of Xi'an Jiaotong University
关键词 变分不等式 连续方法 收敛性 variational inequality continuation method convergence
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参考文献1

  • 1Chen B,Math Program,1995年,69卷,2期,237页

同被引文献11

  • 1Chen B,Math Programming,1995年,69卷,237页
  • 2Harker P T,Math Programming,1990年,48卷,161页
  • 3Kanzow C. Some non-interior continuation methods for linear complementarity problems. SIAM J. Matrix Anal. Appl, 1996, 17: 851-868.
  • 4Kojima M, Megiddto N and Mizuno S. A general framework of continuation methods for complementarity problems. Math. Oper. Res, 1993, 18: 945-963.
  • 5Hock W and Schittkowski K. Test Examples for Nonlinear Programming Codes. Springer, Berlin,1981.
  • 6Harker P T and Pang J S. Finite-dimensional variational and nonlinear complementarity problems:A survey of theory, algorithms and applications. Math. Prog, 1990, 48: 161-220.
  • 7He B S. A new method for a class of linear variational inequalities. Math. Prog, 1994, 66: 137-144.
  • 8Chen B and Harker P T. A continuation method for monotone variational inequalities. Math.Prog, 1995, 69: 237-253.
  • 9Kanzow C and Jiang H. A continuation method for (strongly) monotone variational inequalities.Math. Prog, 1998, 81: 103-125.
  • 10Kanzow C and Jiang H. A continuation method for the solution of monotone variational inequality problems. Preprint 85, Institute of Applied Mathematics, University of Hamburg, Germany, June 1995.

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