期刊文献+

解拟变分不等式的超平面投影算法 被引量:1

THE HYPERPLANE PROJECTION ALGORITHM FOR SOLVING QUASI-VARIATIONAL INEQUALITIES
原文传递
导出
摘要 拟变分不等式问题是变分不等式问题的一种推广,超平面投影算法是解变分不等式的一种重要方法.通过构造严格分离当前点与拟变分不等式解集的超平面,建立了解拟变分不等式的超平面投影算法.在一定的条件下,证明了该算法的全局收敛性. Quasi-variational inequality problem is an extension of variational inequality problem,and the hyperplane projection algorithm is an important method for solving variational inequality problem.In this paper,we present a hyperplane projection algorithm for solving quasi-variational inequality problem,where the hyperplane strictly separates the current iterate from the solutions of the problem.The proposed algorithm is shown to be globally convergent to a solution of the quasivariational inequality problem under certain assumptions.
作者 郑莲
出处 《系统科学与数学》 CSCD 北大核心 2013年第5期579-584,共6页 Journal of Systems Science and Mathematical Sciences
基金 重庆市教委重点资助项目(kj111309)
关键词 拟变分不等式 超平面投影算法 Armijo线性搜寻 收敛性 Quasi-variational inequalities hyperplane projection algorithm Armijo linear search convergence
  • 相关文献

参考文献10

  • 1Hartman P, Stampacchia G. On some nonlinear elliptic differential functional equations. Aeta Math., 1966, 115: 153-188.
  • 2Facchinei F, Pang J S. Finite-Dimensional Variational Inequality and Complementarity Problems. New York: Springer-Verlag, 2003.
  • 3Solodov M V, Svaiter B F. A new projection method for variational inequality problems. SIMJ J. Control Optim., 1999, 37: 765-776.
  • 4Wang Y J, Xiu N H, Wang C W. Unified framework of extragradient-type methods for pseu- domonotone variational inequalities. J. Optim. Theory Appl., 2001, 111(3): 641456.
  • 5Kocvara M, Outrata J V. On a class of quasi-variational inequalities. Optim. Methods Soft., 1995, 5: 275-295.
  • 6Yao J C. The generalized quasi-variational inequality problem with applications. J. Math. Anal. Appl., 1991, 158: 139-160.
  • 7Pang J S, Fukushima M. Quasi-variational inequalities, generalized nash equalibria, and multi- leader-follower games. Comput. Manag. Scien., 2005, 2: 21-56.
  • 8Noor M A. On quasi-variational inequalities. J. King Saud Univ. Scien., 2012, 24: 81-88.
  • 9屈彪,张善美.求解拟变分不等式问题的一种投影算法[J].应用数学学报,2008,31(5):922-928. 被引量:4
  • 10He Y R. A new double projection algorithm for variational inequalities. J. Comput. Appl. Math., 2006, 185: 166-173.

二级参考文献10

  • 1Harker P T. Generalized Nash Games and Quasi-variational Inequalities. European Journal of Operational Research, 1991, 54:81-94.
  • 2Facchinei F, Pang J S. Finite-dimensional Variational Inequality and Complementarity Problems. New York: Springer-Verlag, 2003.
  • 3Chart D, Pang J S. The Generalized Quasi-variational Inequality Problem. Mathematics of Operations Research, 1982, 7:211-222.
  • 4Yao J C. The Generalized Quasi-variational Inequality Problem with Applications. Journal of Mathematical Analysis and Applications, 1991, 158:139-160.
  • 5Kocvara M, Outrata J V. On a Class of Quasi-variational Inequalities. Optimization Methods and Software, 1995, 5:275-295.
  • 6Pang J S, Fukushima M. Quasi-variational Inequalities, Generalized Nash Equilibria, and Multi-leader- follower Games. Computational Management Science, 2005, 2:21-56.
  • 7Zarantonello E H. Projections on Convex Sets in Hilbert Space and Spectral Theory. Contributions to Nonlinear Functional Analysis, ed. E. H. Zarantonello. New York: Academic Press, 1971.
  • 8Toint Ph L. Global Convergence of a Class of Trust Region Methods for Nonconvex Minimization in Hilbert Space. IMA Journal of Numerical Analysis, 1988, 8:231-252.
  • 9Gafni E M, Bertsekas D P. Two-metric Projection Problems and Descent Methods for Asymmetric Variational Inequality Problems. Mathematical Programming, 1984, 53:99-110.
  • 10Outrata J, Zowe J. A Numerical Approach to Optimization Problems with Vatiational Inequality Constraints. Mathematical Programming, 1995, 68:105-130.

共引文献3

同被引文献8

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部