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一类广义隐互补问题的投影组合算法

A LINEAR COMBINATORIAL PROJECTION METHOD FOR A CLASS OF GENERALIZED IMPLICIT COMPLEMENTARITY PROBLEMS
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摘要 隐互补问题在自然科学中的诸多领域有着广泛的应用.研究了一类广义隐互补问题.利用外梯度法的两种改进算法构造了新的投影迭代算法,并将其应用到这类广义隐互补问题中,研究了在伪单调的条件下算法的收敛性,并讨论了新算法的参数和校正步长的选择方法. Implicit complementarity problem （ICP） can be applied to many fileds of natural science. In this article, we study a class of generalized implicit complemen- tarity problems. We suggest a linear combinatorial projection method based on two improved extra-gradient methods. And the linear combinatorial projection method is used to solve ICP. The linear combinatorial projection method is applied to gener- alized implicit complementarity problem and its convergence with pseudomonotone function is proven. Finally, the choice for the step size correction and the parameters of the method is discussed.
作者 郑邦贵 王刚 邓晓卫
机构地区 南京工业大学理学院应用数学系
出处 《系统科学与数学》 CSCD 北大核心 2014年第1期43-52,共10页 Journal of Systems Science and Mathematical Sciences
基金 江苏省高校自然科学研究项目(2KJB110006) 教育部人文社科规划项目(11YJA910001)资助课题
关键词 广义隐互补问题 投影组合算法 线性收敛性 校正步长 Generalized implicit complementarity problem, the linear combinatorialprojection method, linearly convergence, step size correction.
分类号 O224 [理学—运筹学与控制论]
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参考文献10

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系统科学与数学
2014年 第1期

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