求解非线性互补问题的一种序列线性方程组方法

１　引　言 设Ｆ：Ｒｎ→Ｒｎ．则非线性互补问题ＮＣＰ（Ｆ）的形式如下：求ｘ∈ＲＮ,使ＮＣＰ（Ｆ）是如下变分不等式ＶＩ（Ｆ,Ｘ）的一种重要形式：求ｘ∈Ｘ　Ｒ　使当Ｘ＝Ｒｎ＋时,ＶＩ（Ｆ,Ｘ）即为ＮＣＰ（Ｆ）．由于ＮＣＰ和ＶＩ在工程和经济等领域中有广泛的应用,因而,对其研究受到了很大的重视．目前,关于（１．２）的求解已发展了一系列算法,线性化方法是常用的一类算法．线性化方法的局部收敛性研究已有了许多好的结果（见［９,１０］等）．全局收敛性成为了当前研究ＶＩ（Ｆ,Ｘ）算法的一个热门课题．并在Ｎｅｗｔｏ…     

具不等式约束变分不等式的信赖域算法

1　引　　言令Ｘ是Ｒｎ 中的非空闭凸集 ,Ｆ :Ｘ→Ｒｎ 是连续映射 ,〈· ,·〉表示Ｒｎ 中的内积 有限维变分不等式问题 (以下简称变分不等式问题 ,记为ＶＩＰ或ＶＩ(Ｘ ,Ｆ) ) :就是求ｘ ∈Ｒｎ,使ｘ ∈Ｘ且 ｘ ∈Ｘ ,〈Ｆ(ｘ ) ,ｘ -ｘ 〉≥ 0 . ( 1 )在Ｘ =Ｒｎ+ 的特殊情形下 ,( 1 )变为非线性互补问题 (记为ＮＣＰ或ＮＣＰ(Ｆ) ) :就是求ｘ ∈Ｒｎ,使ｘ ≥ 0 ,Ｆ(ｘ ) ≥ 0 ,且〈ｘ ,Ｆ(ｘ )〉 =0 . ( 2 )　　变分不等式长期以来一直用于阐述和研究经济学、控制论、交通运输等领域中出现的各种平衡模型 近二十年来 ,变分不等式及其…     

变分不等式问题的一个外梯度投影算法

１．引 言 设Ｃ Ｒｎ为非空闭凸集，为连续映射．变分不等式问题，记为ＶＩ（Ｆ，Ｃ），是求满足上述条件的向量ｘ∈Ｃ变分不等式问题在工程力学，交通运输，经济运筹等方面具有广泛的应用并越来越受到人们的重视 ［２，３］ 求解变分不等式问题有很多解法，其中最简单的是投影     

Some Properties of a Class Self—homomorphism of BCI—algebras

ＢｙａＢＣＩ－ａｌｇｅｂｒａｗｅｍｅａｎａｎａｌｇｅｂｒａ（Ｘ；，０）ｏｆｔｙｐｅ（２，０）ｓａｔｉｓｆｙｉｎｇｔｈｅａｘｉｏｍｓ：（１）（（ｘｙ）（ｘｚ））（ｚｙ）＝０；（２）（ｘ（ｘｙ））ｙ＝０；（３）ｘｘ＝０；（４）ｘｙ＝ｙｘ＝０ｘ＝ｙｆｏｒａｎｙｘ，ｙａｎｄｚｉｎＸ．ＦｏｒａｎｙＢＣＩ－ａｌｇｅｂｒａＸ，ｔｈｅｒｅｌａｔｉｏｎ≤ｄｅｆｉｎｅｄｂｙｘ≤ｙｉｆａｎｄｏｎｌｙｉｆｘｙ＝０ｉｓａｐａｒｔｉａｌｏｒｄｅｒｏｎＸ［１］．ＩｎａｎｙＢＣＩ－ａｌｇｅｂｒａＸ，…     

利用一元二次不等式证明不等式

利用一元二次不等式证明不等式四川万县教育学院陈小春由一元二次不等式的解知：若Ｘ１、Ｘ２（Ｘ１＜Ｘ２）是一元二次方程（Ｘ—Ｘ１）（Ｘ—Ｘ２）＝０的两根，则当ｆ（ｘ）＝（ｘ—ｘ１）（ｘ－ｘ２）＞０时，。利用这一结论，可以巧妙地证明一些不等式．下面举例说明...     

非退化扩散过程的极性的必要性

设Ｘ（ｔ）是一Ｎ维非退化扩散过程．设 Ｅ（０，∞）和 Ｆ ＲＮ都为紧集．本文给出了：Ｐ（Ｘ－１（Ｆ）∩Ｅ≠φ）＞０，Ｐ（Ｘ－１（Ｆ）≠φ）＞０和Ｐ（Ｘ（Ｅ）≠φ）＞０的充分条件．证明了：ｉ）设 Ｎ≥ ３，ａ）若 ｄｉｍ（Ｆ）＜Ｎ－２，则 Ｐ（Ｘ－１（Ｆ）＝φ）＝１； ｂ）若ｄｉｍ（Ｆ）＞Ｎ－２，则 Ｐ（Ｘ－１（Ｆ）≠φ）＞０； ｃ）存在 Ｆ１ ＲＮ，Ｆ２ ＲＮ，ｄｉｍ（Ｆ１）＝ｄｉｍ（Ｆ２）＝Ｎ－２，但有Ｐ（Ｘ－１（Ｆ１）＝φ）＝１，Ｐ（Ｘ－１（Ｆ２）≠φ）＞０．ｉｉ）设Ｎ＝１，ａ）若ｄｉｍ（Ｅ）＞１／２，则ｘ∈Ｒ１，Ｐ（Ｘ－１（ｘ）∩Ｅ≠φ）＞０；ｂ）存在Ｅ（０，∞），ｄｉｍ（Ｅ）＝１／２，使得ｘ∈Ｒ１，Ｐ（Ｘ－１（ｘ）∩Ｅ≠φ）＞０．以上这些结果，不仅仅是Ｂｒｏｗｎ运动的推广，即使就Ｂｒｏｗｎ运动的情形而言，其中有些结果也是新的．     

The Semigroup Characterizations of Positive Implicative BCK—algebras

§１．　ＩｎｔｒｏｄｕｃｔｉｏｎＢｙａＢＣＩ－ａｌｇｅｂｒａｗｅｍｅａｎａｎａｌｇｅｂｒａ（Ｘ，，０）ｏｆｔｙｐｅ（２，０）ｗｉｔｈｔｈｅｆｏｌｌｏｗｉｎｇｃｏｎｄｉ－ｔｉｏｎｓ：（１）（（ｘｙ）（ｘｚ））（ｚｙ）＝０；（２）（ｘ（ｘｙ））ｙ＝０；（３）ｘｘ＝０；（４）ｘｙ＝ｙｘ＝０ｉｍｐｌｉｅｓｘ＝ｙ．ＩｆａＢＣＩ－ａｌｇｅｂｒａ（Ｘ，，０）ｓａｔｉｓｆｉｅｓ（５）０ｘ＝０．ｔｈｅｎｉｔｉｓｃａｌｌｅｄａＢＣＫ－ａｌｇｅｂｒａ．ＩｎａＢＣＩ－ａｌｇｅｂｒａ，ｔｈｅｆ…     

求解单调变分不等式问题的一类迭代方法

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（…     

数学问题解答

数学问题解答１９９４年１１月号问题解答（解答由问题提供人给出）９２１若ｘ，ｙ，ｚ∈Ｒ＋，且ｘ＋ｙ＋＝１．求证：证明依柯西不等式得（１２＋１２＋１２）（Ｘ２＋ｙ２＋ｚ２）≥当ｘ＝ｙ＝ｚ＝时取等号）。再由柯西不等式得时取等号）．原不等式成立．９２２在△Ａ...     

关于外梯度法的步长规则

１．引言 设为Ｒｎ中的一个非空闭凸集,Ｆ（ｘ）为Ｒｎ　Ｒｎ中的一个连续向量函数．变分不等式问题（Ｆ,）就是：找一向量ｘ　使得当 ＝Ｒ时,（１．１）退化成非线性互补问题。在这篇文章中总假定：（Ｈ１） ,这里表示（１．１）的解集;（Ｈ２）Ｆ（ｘ）是单调的,即对,（ｘ－ｙ）（Ｆ（ｘ）－Ｆ（ｘ）－Ｆ（ｙ））． 这类问题出现在工程物理、经济管理等领域,有着极为广泛的应用．因此,其数值解近年来受到重视,提出许多有效算法,见综述［１, ２］．在现有的算法中, Ｋｏｒｐｅｌｅｖｉｃｈ的外梯度法［３］（何炳生称它为投影…     

求解不可微箱约束变分不等式的下降算法

1 引 论 设X(?)Rn是非空闭集,F:Rn→Rn连续映射,变分不等式问题VI(X,F)是指:求x∈X,使 F(x)T(y-x)≥0,　 (?)y∈X,(1)记指标集N=(1,2,…,n},当 X=[a,b]≡{x∈Rn|a≤xi≤bi,i∈N},(2)其中a={a1,a2,…,an}T,b={b1,b2,…,bn}T∈Rn时,VI(X,F)化为箱约束变分不等式VI(a,b,F).若ai=0,bi=+∞,i∈N,即X=R+n≡{x∈Rn|x≥0}时,VI(a,b,F)化为非线性     

A TRUST REGION-TYPE METHOD FOR SOLVINGMONOTONE VARIATIONAL INEQUALITY

1.IntroductionLetSbeanonemptyclosedconvexsubsetofR"andletF:R"-R"beacontinuousmapping.ThevariatiollalillequalityproblemFindx*6Ssuchthat(F(x*),x--x*)20forallxeS(VIP)iswidelyusedtostudyvariousequilibriummodelsarisingilleconomic,operatiollsresearch,transportatiollandregionalsciellces[2'3I?where(.,.)dellotestheinnerproductinR".Manyiterativemethodsfor(VIP)havebeendeveloped,forexample,projectionmethods[7ts],thenonlinearJacobimethod[5],thesuccessiveoverrelaxation.ethod[9]andgeneralizedgradient.…     

盒子型区域上变分不等式的一个光滑牛顿法(英文)

The box constrained variational inequality problem can be reformulated as a nonsmooth equation by using median operator.In this paper,we present a smoothing Newton method for solving the box constrained variational inequality problem based on a new smoothing approximation function.The proposed algorithm is proved to be well defined and convergent globally under weaker conditions.     

A projected gradient method with nonmonotonic backtracking technique for solving convex constrained monotone variational inequality problem

Based on a differentiable merit function proposed by Taji, et al in “Mathematical Programming, 1993, 58： 369-383”, a projected gradient trust region method for the monotone variational inequality problem with convex constraints is presented. Theoretical analysis is given which proves that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm.     

解变分不等式问题的混合方法

By using Fukushima‘s differentiable merit function,Taji,Fukushima and Ibaraki have given a globally convergent modified Newton method for the strongly monotone variational inequality problem and proved their method to be quadratically convergent under certain assumptions in 1993. In this paper a hybrid method for the variational inequality problem under the assumptions that the mapping F is continuously differentiable and its Jacobian matrix F(x) is positive definite for all x∈S rather than strongly monotone and that the set S is nonempty, polyhedral,closed and convex is proposed. Armijo-type line search and trust region strategies as well as Fukushima‘s differentiable merit function are incorporated into the method. It is then shown that the method is well defined and globally convergent and that,under the same assumptions as those of Taji et al. ,the method reduces to the basic Newton method and hence the rate of convergence is quadratic. Computational experiences show the efficiency of the proposed method.     

A globally convergent Newton method for solving strongly monotone variational inequalities

Variational inequality problems have been used to formulate and study equilibrium problems, which arise in many fields including economics, operations research and regional sciences. For solving variational inequality problems, various iterative methods such as projection methods and the nonlinear Jacobi method have been developed. These methods are convergent to a solution under certain conditions, but their rates of convergence are typically linear. In this paper we propose to modify the Newton method for variational inequality problems by using a certain differentiable merit function to determine a suitable step length. The purpose of introducing this merit function is to provide some measure of the discrepancy between the solution and the current iterate. It is then shown that, under the strong monotonicity assumption, the method is globally convergent and, under some additional assumptions, the rate of convergence is quadratic. Limited computational experience indicates the high efficiency of the proposed method.     

仿射变换内点信赖域类方法解单调变分不等式问题

基于Taji引入的一类可微的简单边界约束的严格单调变分不等式问题的势函数,本文提出了仿射变换内点信赖域类修正牛顿法.进一步,作者不仅从理论上证明了该算法的整体收敛性,并且在合理的假设条件下,给出了算法具有局部二次收敛速率.     

线性不等式约束的广义非线性互补问题的仿射内点信赖域方法

提供了一种新的非单调内点回代线搜索技术的仿射内点信赖域方法解线性不等式约束的广义非线性互补问题(GCP).基于广义互补问题构成的半光滑方程组的广义Jacobian矩阵,算法使用l_2范数作为半光滑方程组的势函数,形成的信赖域子问题为一个带椭球约束的线性化的二次模型.利用广义牛顿方程计算试探迭代步,通过内点映射回代技术确保迭代点是严格内点,保证了算法的整体收敛性.在合理的条件下,证明了信赖域算法在接近最优点时可转化为广义拟牛顿步,进而具有局部超线性收敛速率.非单调技术将克服高度非线性情况加速收敛进展.最后,数值结果表明了算法的有效性.     

The Semismooth-Related Properties of a Merit Function and a Descent Method for the Nonlinear Complementarity Problem

This paper is a follow-up of the work [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)] where an NCP-function and a descent method were proposed for the nonlinear complementarity problem. An unconstrained reformulation was formulated due to a merit function based on the proposed NCP-function. We continue to explore properties of the merit function in this paper. In particular, we show that the gradient of the merit function is globally Lipschitz continuous which is important from computational aspect. Moreover, we show that the merit function is SC ¹ function which means it is continuously differentiable and its gradient is semismooth. On the other hand, we provide an alternative proof, which uses the new properties of the merit function, for the convergence result of the descent method considered in [Chen, J.-S.: J. Optimiz. Theory Appl., Submitted for publication (2004)].     

An Affine Scaling Interior Trust Region Method via Optimal Path for Solving Monotone Variational Inequality Problem with Linear Constraints

Based on a differentiable merit function proposed by Taji et al. in ＂Math. Prog. Stud., 58, 1993, 369-383＂, the authors propose an affine scaling interior trust region strategy via optimal path to modify Newton method for the strictly monotone variational inequality problem subject to linear equality and inequality constraints. By using the eigensystem decomposition and affine scaling mapping, the authors form an affine scaling optimal curvilinear path very easily in order to approximately solve the trust region subproblem. Theoretical analysis is given which shows that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions.