求解一类变分不等式问题的内点信赖域方法

By the Interior Technique Solving the Trust Region Subproblem of the Variational Inequlity Problems with the Nonnegative Constrained Reformulation Form

针对变分不等式的带非负约束的转化形式给出了一类信赖域迭代算法.该方法的特点是通过利用内点技术,将带非负约束的信赖子问题转化为无约束形式的信赖域子问题,从而可以利用截断共轭梯度法来近似求解.

For the nonnegative reformulation form of the variational inequality,we propose a class of trust region algorithm.The character of this method is that we reformulate the trust region subproblem with nonnegative constraint as an unconstrained one by means of interior technique,therefore the subproblem can be solved by the truncatad conjugate gradient method.