凸约束变分不等式的基于LQP方法的算法

An LQP-Based Method for Solving a Class of Convex Constrained Variational Inequalities

利用KKT条件将一类凸约束变分不等式问题转化为线性约束变分不等式问题,在证明了构成函数在特定区域具有单调性的基础上,提出了一种新的基于LQP(logrithmic-quadratic proximal)方法的算法,给出了相应算法的全局收敛性证明和数值实验结果.

This paper proposes an LQP-Based（logrithmic-quadratic proximal）method for solving the equivalent linearization of convex constrained variational inequalities.The proof of global convergence and numerical experiment results of the new method is provided based on the monotonicity of composite function in a specific area.