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通过广义D-间隙函数求解变分不等式问题的全局收敛性和误差界估计
引用本文:王长钰,屈彪.通过广义D-间隙函数求解变分不等式问题的全局收敛性和误差界估计[J].计算数学,2003,25(4):435-446.
作者姓名:王长钰  屈彪
作者单位:曲阜师范大学运筹学研究所,曲阜,273165;大连理工大学应用数学系,大连,116024
基金项目:国家自然科学基金(No.10171055)
摘    要:The variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. Recently,Peng proposed a hybrid Newton-type method for minimizing the D-gap function.In this paper,a modification with generalized D-gap function gαβ of the method proposed by Peng is presented.It is shown that the algorithm has nice global convergence.This result here have improved and generalized those in the literature.Moreover, when the parameter β is chosen in a certain interval, it is proved that the generalized D-gap function gαβ has bounded level sets for the strongly monotone VIP. An error bound estimation of the algorithm is obtained.

关 键 词:广义D-间隙函数  变分不等式  全局收敛性  误差界估计
修稿时间:2001年8月17日

GLOBAL CONVERGENCE AND ERROR BOUND ESTIMATION OF A METHOD FOR SOLVING VIP VIA THE GENERALIZED D-GAP FUNCTION
Wang Changyu Qu Biao Institute of Operations Research,Qufu Normal University,Qufu,.GLOBAL CONVERGENCE AND ERROR BOUND ESTIMATION OF A METHOD FOR SOLVING VIP VIA THE GENERALIZED D-GAP FUNCTION[J].Mathematica Numerica Sinica,2003,25(4):435-446.
Authors:Wang Changyu Qu Biao Institute of Operations Research  Qufu Normal University  Qufu  
Institution:Wang Changyu Qu Biao Institute of Operations Research, Qufu Normal University, Qufu, 273165; Department of Applied Mathematics, Dalian University of Technology, Dalian, 116024
Abstract:
Keywords:variational inequality problem  unconstrained optimization  generalized D-gap function  global convergence  error bound estimation
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