通过广义D-间隙函数求解变分不等式问题的全局收敛性的推广(英文)

An Improvement of the Global Convergence of a Method for Solving VIP via the D-gap Function

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摘要变分不等式问题(VIP)可以通过D 间隙函数转化为一个无约束最优化问题。最近,Peng提出了一种混合型Newton方法来极小化D 间隙函数。本文对Peng的算法中作了适当的修改,建立了一个更强的全局收敛性定理,所得的结果推广了相应文献中的结果。 The variational inequality problem (VIP) can be reformulted as an unconstrained minimization problem through the Dgap function. Recently, Peng proposed a hybrid Newtontype method for minimizing the Dgap function. A modification of the method proposed by Peng for solving variational inequality problem is presented. It is shown that the algorithm has nice global convergence. This result here have improved and generalized those in the literatures.

作者王长钰屈彪

机构地区曲阜师范大学运筹学研究所

出处《工程数学学报》 CSCD 北大核心 2003年第2期108-112,共5页 Chinese Journal of Engineering Mathematics

基金 ThisprojectissupportedbytheNationalNaturalScienceFoundationofChina(10 1710 5 5 )

关键词广义D-间隙函数变分不等式全局收敛性无约束最优化问题混合型Newton方法 variational inequality problem D-gap function global convergence

分类号 O176 [理学—基础数学]

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1屈彪,郑召文,张善美.利用广义D-间隙函数求解变分不等式问题的新进展[J].曲阜师范大学学报（自然科学版）,2005,31(4):1-5.
2王长钰,屈彪.通过广义D-间隙函数求解变分不等式问题的全局收敛性和误差界估计[J].计算数学,2003,25(4):435-446.

工程数学学报

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通过广义D-间隙函数求解变分不等式问题的全局收敛性的推广(英文)

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