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求解箱约束变分不等式的不精确LM-型算法

Inexact LM-Methods for Solving Box Constrained Variational Inequalities
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摘要 利用箱约束变分不等式VI(a,b,F)的NCP-函数,提出求解VI(a,b,F)的不精确Lev-enberg-Marquardt型算法.每次迭代只需求线性方程组的一个近似解,算法仍具有全局收敛性.无需假设极限点x*是否退化,在BD-正则的条件下,算法局部超线性(二次)收敛.最后给出数值试验结果. Based on a new NCP-function for the box constrained variational inequality problems VI(a,b,F),a nonsmooth inexact Newton method for solving VI(a,b,F) is developed.Requiring only the approximate solution of a linear system at each iteration, the algorithm is shown to be global convergence.Under BD-regularity,the method has a superlinear/quadratic convergence rate whether the limit of point x~* is degenerate or not.Finally,the numerical results are reported.
作者 刘水霞 陈国庆
机构地区 内蒙古大学理工学院数学系
出处 《内蒙古大学学报（自然科学版）》 CAS CSCD 北大核心 2005年第4期373-378,共6页 Journal of Inner Mongolia University：Natural Science Edition
基金 国家自然科学基金(19701016) 高等学校骨干教师资助计划资助
关键词 箱约束变分不等式 不精确Levenberg—Marquardt型算法 半光滑 box constrained variational inequalities inexact Levenberg-Marquardt method semismoothness
分类号 O221.2 [理学—运筹学与控制论]
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参考文献14

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二级参考文献18

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共引文献16

内蒙古大学学报（自然科学版）
2005年 第4期

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