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一般变分不等式的非精确邻近点算法收敛性
Convergence of inexact proximal point method for general variational inequalities
【摘要】 针对希尔伯特空间中的一般变分不等式,将其等价转化为变分包含问题.利用非精确邻近点算法将问题进一步转化为求解一系列子问题,给出了一种近似解子问题的新误差准则,结果表明:在该准则下,非精确邻近点算法具有全局收敛性.在算子F是g-单调和算子g是同胚映射的条件下,得到非精确邻近点算法收敛于一般变分不等式的一个解,证明了解是唯一的.
【Abstract】 Aiming at the variational inequality in Hilbert space, this paper transformed it into variational inclusion problem equivalently. It was further transformed into solving a series of subproblems by using inexact proximal point method and provided a new error criterion to solve the subproblems approximately. The results show that this algorithm is convergent globally under the new criterion. Under the conditions that the operator F is g-monotone and the operator g is homeomorphism, this study concluded that the inexact proximal point algorithm converges to a solution of general variational inequality and proved that the solution is unique.
【Key words】 variational inequality; variational inclusion; inexact proximal point; subproblems; error criterion; g-monotone; homeomorphism; convergence;
- 【文献出处】 辽宁工程技术大学学报(自然科学版) ,Journal of Liaoning Technical University(Natural Science) , 编辑部邮箱 ,2014年05期
- 【分类号】O177.1
- 【被引频次】1
- 【下载频次】55