共查询到20条相似文献,搜索用时 234 毫秒
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荣祯 《应用泛函分析学报》2012,14(1):109-112
给出了求解单调变分不等式的两类迭代算法.通过解强单调变分不等式子问题,产生两个迭代点列,都弱收敛到变分不等式的解.最后,给出了这两类新算法的收敛性分析. 相似文献
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1引 言设Ω是Rn空间的一个非空的凸闭紧子集,F是Rn→Rn的算子.我们考虑变分不等式问题: 变分不等式问题在数学规划中起着很重要的作用,因此,长期以来一直受到广泛的重视.求解变分不等式问题的方法中,有一类投影迭代方法,例如[1,4,6,9].在所有的投影迭代方法中,Goldstein[6],Levitin-Polyak[9]所提出的方法;是最简单的.这里,PΩ(x)是x在 上的投影,即 的唯一解. 我们称算子F在集合Ω上是单调的,若在用Goldstein,Levitin-Polyak方法(2)求… 相似文献
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We consider a useful modification of the inexact implicit method with a variable parameter in Wang et al. J Optim Theory 111:
431–443 (2001) for generalized mixed monotone variational inequalities. One of the contributions of the proposed method in
this paper is that the restrictions imposed on the variable parameter are weaker than the ones in Wang et al. J Optim Theory
111: 431–443 (2001). Another contribution is that we establish a sufficient and necessary condition for the convergence of
the proposed method to a solution of the general mixed monotone variational inequality. 相似文献
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Some Methods Based on the D-Gap Function for Solving Monotone Variational Inequalities 总被引:4,自引:0,他引:4
The D-gap function has been useful in developing unconstrained descent methods for solving strongly monotone variational inequality problems. We show that the D-gap function has certain properties that are useful also for monotone variational inequality problems with bounded feasible set. Accordingly, we develop two unconstrained methods based on them that are similar in spirit to a feasible method of Zhu and Marcotte based on the regularized-gap function. We further discuss a third method based on applying the D-gap function to a regularized problem. Preliminary numerical experience is also reported. 相似文献
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1.引言 变分不等式问题在数学规划中起着重要作用,它最初作为研究偏微分方程的工具,首先由 Fishera和 Stampacchia等于六十年代初提出,可参看[1]及其参考文献,之后也被广泛用于研究经济学和运筹学等领域中的均衡模型,互补问题和凸规划问题都是变分不等式问题的特殊情形,文献[2]对有限维变分不等式问题和非线性互补问题的理论、算法及应用作了十分全面的综述.设 C是实有限维空间 Rn,的非空闲凸子集, F是 Rn → Rn的映射,本文讨论的变分不等式问题VI(C,F)是: 求向量r*∈C.使得:F(… 相似文献
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Inexact implicit methods for monotone general variational inequalities 总被引:32,自引:0,他引:32
Bingsheng He 《Mathematical Programming》1999,86(1):199-217
Solving a variational inequality problem is equivalent to finding a solution of a system of nonsmooth equations. Recently,
we proposed an implicit method, which solves monotone variational inequality problem via solving a series of systems of nonlinear
smooth (whenever the operator is smooth) equations. It can exploit the facilities of the classical Newton–like methods for
smooth equations. In this paper, we extend the method to solve a class of general variational inequality problems Moreover, we improve the implicit method to allow inexact solutions of the systems of nonlinear equations at each iteration.
The method is shown to preserve the same convergence properties as the original implicit method.
Received July 31, 1995 / Revised version received January 15, 1999? Published online May 28, 1999 相似文献
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In this paper, we consider the monotone affine variational inequality problem (AVIP for short). Based on a smooth reformulation of the AVIP, we propose a Newton-type method to solve the monotone AVIP, where a testing procedure is embedded into our algorithm. Under mild assumptions, we show that the proposed algorithm may find a maximally complementary solution to the monotone AVIP in a finite number of iterations. Preliminary numerical results are reported. 相似文献
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Pham Gia Hung 《Nonlinear Analysis: Theory, Methods & Applications》2011,74(17):6121-6129
We extend the Tikhonov regularization method widely used in optimization and monotone variational inequality studies to equilibrium problems. It is shown that the convergence results obtained from the monotone variational inequality remain valid for the monotone equilibrium problem. For pseudomonotone equilibrium problems, the Tikhonov regularized subproblems have a unique solution only in the limit, but any Tikhonov trajectory tends to the solution of the original problem, which is the unique solution of the strongly monotone equilibrium problem defined on the basis of the regularization bifunction. 相似文献
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Strong convergence theorem of viscosity approximation methods for nonexpansive mapping have been studied. We also know that CQ algorithm for solving the split feasibility problem (SFP) has a weak convergence result. In this paper, we use viscosity approximation methods and some related knowledge to solve a class of generalized SFP’s with monotone variational inequalities in Hilbert space. We propose some iterative algorithms based on viscosity approximation methods and get strong convergence theorems. As applications, we can use algorithms we proposed for solving split variational inequality problems (SVIP), split constrained convex minimization problems and some related problems in Hilbert space. 相似文献
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交替方向法求解带线性约束的变分不等式 总被引:1,自引:0,他引:1
周瑾 《高等学校计算数学学报》1999,21(2):161-169
1引言变分不等式是一个有广泛应用的数学问题,它的一般形式是:确定一个向量,使其满足这里f是一个从到自身的一个映射,S是R中的一个闭凸集.在许多实际问题中集合S往往具有如下结构其中AbK是中的一个简单闭凸集.例如一个正卦限,一个框形约束结构,或者一个球简言之,S是R中的一个超平面与一个简单闭凸集的交.求解问题(1)-(2),往往是通过对线性约束A引人Lagrange乘子,将原问题化为如下的变分不等式:确定使得我们记问题(3)-(4)为VI(F).熟知[3],VI(,F)等价于投影方程其中凡(·)表… 相似文献
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《Optimization》2012,61(9):1841-1854
We introduce a new iteration method for finding a common element of the set of solutions of a variational inequality problem and the set of fixed points of strict pseudocontractions in a real Hilbert space. The weak convergence of the iterative sequences generated by the method is obtained thanks to improve and extend some recent results under the assumptions that the cost mapping associated with the variational inequality problem only is pseudomonotone and not necessarily inverse strongly monotone. Finally, we present some numerical examples to illustrate the behaviour of the proposed algorithm. 相似文献
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We know that variational inequality problem is very important in the nonlinear analysis. For a variational inequality problem defined over a nonempty fixed point set of a nonexpansive mapping in Hilbert space, the strong convergence theorem has been proposed by I. Yamada. The algorithm in this theorem is named the hybrid steepest descent method. Based on this method, we propose a new weak convergence theorem for zero points of inverse strongly monotone mapping and fixed points of nonexpansive mapping in Hilbert space. Using this result, we obtain some new weak convergence theorems which are useful in nonlinear analysis and optimization problem. 相似文献
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Tran Viet Anh 《Optimization》2016,65(6):1229-1243
We propose a method for solving bilevel split variational inequalities involving strongly monotone operators in the leader problems and nonexpansive mappings in the follower ones. The proposed method is a combination between the projection method for variational inequality and the Krasnoselskii–Mann scheme for fixed points of nonexpansive mappings. Strong convergence of the iterative process is proved. Special cases are considered. 相似文献
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AbstractWe propose parallel algorithms for solving a class of variational inequalities over the set of common fixed points for a finite family of demicontractive mappings in real Hilbert spaces. Under some suitable conditions, we prove that the sequence generated by the proposed algorithms converges strongly to a solution of the problem. We apply the proposed algorithms to strongly monotone variational inequality problems with pseudomonotone equilibrium constraints by defining a quasi-nonexpansive and demi-closed mapping whose fixed point set coincides with the solution set of the equilibrium problem. 相似文献
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In this paper, we propose an easily implementable algorithm in Hilbert spaces for solving some classical monotone variational inequality problem over the set of solutions of mixed variational inequalities. The proposed method combines two strategies: projected subgradient techniques and viscosity-type approximations. The involved stepsizes are controlled and a strong convergence theorem is established under very classical assumptions. Our algorithm can be applied for instance to some mathematical programs with complementarity constraints. 相似文献
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The alternating direction method is an attractive method for a class of variational inequality problems if the subproblems can be solved efficiently. However, solving the subproblems exactly is expensive even when the subproblem is strongly monotone or linear. To overcome this disadvantage, this paper develops a new alternating direction method for cocoercive nonlinear variational inequality problems. To illustrate the performance of this approach, we implement it for traffic assignment problems with fixed demand and for large-scale spatial price equilibrium problems. 相似文献