【摘要】 介绍一种解决双障碍问题的迭代算法,该算法称之为内点迭代算法.首先将原问题转化为等价非光滑方程组,然后构造新的光滑函数来逼近非光滑方程组.文中证明了惩罚参数可能需要修正有限次情形下算法的全局收敛性和超线性收敛性.经数值实验表明,该算法是有效的.更多还原

【Abstract】 Bi-obstacle problem is an important variational inequality.This paper presents a new iterative method which is called interior-point-iterative algorithm for solving the bi-obstacle problems.Firstly,we translate original problems into non-smooth equivalent equations,then structure new smooth function equations to approximate to the non-smooth equations.The paper proves the global convergence of algorithms and ultra linear of convergence when the punishment parameters might need to amend limited times.Numerical experiment confirms the good theoretical properties of the algorithm.更多还原