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关于一类变分不等式的LQP算法

A NEW APPROACH BASED ON LQP METHOD FOR A CLASS OF VARIATIONAL INEQUALITIES
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摘要 本文研究一类ξ-单调的变分不等式问题.利用KKT条件将原问题转换为非线性互补问题(nonlinear complementarity problem,NCP)的方法,获得了基于logarithmic-quadratic proximal(LQP)的算法及其改进形式,推广了LQP算法的适用范围. In this paper, we study a class of ξ-monotone variational inequalities. Using the KKT conditions and by transforming the original problem into the NCP, we obtain its parallel algorithm based on the LQP method and improved algorithms, which extend the application range of the LQP method.
作者 吴富平 黄崇超
机构地区 武汉大学数学与统计学院
出处 《数学杂志》 CSCD 北大核心 2016年第2期419-424,共6页 Journal of Mathematics
基金 复杂不确定性多主体多目标合作博弈与协商谈判的合作机制与合作模式基金资助(71231007)
关键词 变分不等式 LQP算法 非线性互补问题 variational inequalities logarithmic-quadratic proximal method nonlinear complementarity problem
分类号 O221.2 [理学—运筹学与控制论]
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数学杂志
2016年 第2期

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