一种求解拟变分不等式问题的算法

An Algorithm for Quasi-variational Inequality Problem

拟变分不等式问题在最优化和控制等领域有着广泛应用,目前处于初级研究阶段。利用优化中的梯度投影技术,提出了求解拟变分不等式问题的一种全局收敛算法,给出了算法的全局收敛性定理,同时通过数值试验说明了算法的可行性和有效性。

A generalization of the variational inequality-quasi-variational inequality（QVI） which can be used to formulate economic problems, engineering mechanics and optimizations problems is studied in this paper. The study of the QVI to date is in its infancy at best. In this paper, using the gradient projection technique of optimization, a globally convergent algorithm is proposed for solving the QVI. Preliminary numerical results used to demonstrate the feasibility and viability of the proposed algorithm are also reported.