线性约束变分不等式的LQP算法

LQP-Based Methods for a Class of Linearly Constrained Variational Inequalities

将一类具有线性约束的变分不等式问题转换为等价的非线性互补问题,在证明了构成函数的单调性等性质后,结合LQP算法,提出相应的基于LQP的算法,并通过预估校正及对校正步长采取新的策略,给出了改进形式的两个算法.

As Variational Inequalities（VIs）have a close relationship with complementarity problems,and the well-known logarithmic-quadratic proximal（LQP）method has motivated a number of efficient numerical algorithms for solving nonlinear complementarity problems（NCPs）,we try to translate a class of constrained variational inequalities into NCP,and apply some LQP-based method is to solve it.