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求解多面体上变分不等式的一种新的LQP算法

A New LQP Method for Solving Variational Inequality Problems on the Polyhedra
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摘要 提出一种新的LQP算法用于求解多面体上的变分不等式问题,并在较弱的假设下,证明了该算法具有全局收敛性.数值实验结果表明,该算法简单、有效,并且易于执行. A new LQP method for solving variational inequality problems on the polyhedra was presented.Under quite mild assumptions,global convergence of the method was proved.The proposed method is simple and easy to implement.
作者 黄玲玲 刘三阳
机构地区 西安电子科技大学理学院
出处 《吉林大学学报（理学版）》 CAS CSCD 北大核心 2012年第3期462-466,共5页 Journal of Jilin University:Science Edition
基金 国家自然科学基金(批准号:60974082) 国家重点实验室专项基金(批准号:ISN02080003)
关键词 变分不等式问题 LQP算法 预测校正方法 variational inequality problems logarithmic-quadratic proximal method prediction-correction method
分类号 O221.2 [理学—运筹学与控制论]
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参考文献9

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吉林大学学报（理学版）
2012年 第3期

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