摘要
利用C—H—K—S光滑函数将变分不等式KKT系统转化为等价的光滑方程组，通过改进Li和Fukushima的无导数线搜索，提出了一种全新的求解KKT系统的拟牛顿算法，克服了线搜索有可能保证不了模下降性质的缺点，证明了算法全局性收敛．
Make use of C-H-K-S to reformulate KKT system of variational inequality as an equivalent smoothing equations. We present a new smoothing quasi-Newton method for KKT system. We improve on the line search of Li and Fukushima to make the thought and theoretical analysis of algorithm perfect. Under approximate conditions, global convergence is proved.
作者
郑婷
ZHENG Ting(College of Computer Information, Inner Mongolia Medical University, Hohhot 010110, China)
出处
《数学的实践与认识》
北大核心
2018年第10期225-229,共5页
Mathematics in Practice and Theory
关键词
变分不等式
拟牛顿法
KKT系统
全局收敛性
variational inequality problem
quasi-Newton method
KKT system
global convergence
