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求解盒子形区域上变分不等式的逐次逼近类Broyden算法
A SUCCESSIVE APPROXIMATION BROYDEN-LIKE ALGORITHM FOR SOLVING THE BOX CONSTRAINED VARIATIONAL INEQUALITY PROBLEMS
【摘要】 <正> 1 引言及算法 本文讨论盒子形区域上离散型变分不等式的逐次逼近类Broyden算法:(f(x),y-x)≥0,(?)y∈X,(1)其中x∈X,f:Rn→Rn连续可微,X={x∈Rn:a≤x≤b),a=(a1,a22,…,an)T<b=(b1,b2,…,bn)T。此模型可来自工程、力学中的障碍问题及经济领域中的平衡问题,
【Abstract】 In this paper, a successive approximation Broyden-like method is presented for the box constrained variational inequality problems based on its equivalent nonsmooth equations. The global convergence of the algorithm is obtained under suitable conditions. Numerical results are also reported.
【关键词】 variational inequality problem;
successive approximation;
Broyden-like method;
global convergence.;
【Key words】 variational inequality problem; successive approximation; Broyden-like method; global convergence.;
【Key words】 variational inequality problem; successive approximation; Broyden-like method; global convergence.;
【基金】 国家自然科学基金(10361003);桂林电子工业学院博士基金(Z20306)
- 【文献出处】 高等学校计算数学学报 ,Numerical Mathematics A Journal of Chinese Universities , 编辑部邮箱 ,2004年01期
- 【分类号】O241
- 【下载频次】41