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| 增广Lagrangian对偶分解方法求解变分不等式系统 | |
| 引用本文： | 鲁其辉,朱道立. 增广Lagrangian对偶分解方法求解变分不等式系统[J]. 应用数学, 2005, 18(4): 644-653 |
| 作者姓名： | 鲁其辉 朱道立 |
| 作者单位： | 1. 复旦大学管理学院,上海,200433 2. 复旦大学管理学院,上海,200433;通研究中心,Montréal大学,加拿大 |
| 基金项目： | Supported by the National Natural Sciences Foundation of China (70432001) andGraduated Student Innovation Foundation of Fudan University (CQH1019008) |
| 摘 要： | 本文考虑带约束的变分不等式系统.提出一个基于增广Lagrangian对偶的分解算法,本文给出了算法的收敛性分析. |
| 关 键 词： | 变分不等式系统 对偶理论 增广Lagrangian 分解算法 |
| 文章编号： | 1001-9847(2005)04-0644-10 |
| 收稿时间： | 2004-12-13 |
| 修稿时间： | 2004-12-13 |
Decomposition Method Using Augmented Lagrangian for Solving Systems of Variational Inequalities |
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| LU Qi-hui,ZHU Dao-li. Decomposition Method Using Augmented Lagrangian for Solving Systems of Variational Inequalities[J]. Mathematica Applicata, 2005, 18(4): 644-653 | |
| Authors: | LU Qi-hui ZHU Dao-li |
| Abstract: | In this paper,we consider the system of variational inequalities with constraints.We give a decomposition algorithm based on the augmented Lagrangian duality.In this paper we main consider the iterative al gorithm's convergence analysis. |
| Keywords: | Variational inequality system Duality theory Augmented Lagrangian Decomposition methods |
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