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1.
M.A. Tawhid 《Journal of Optimization Theory and Applications》2002,113(1):149-164
In this paper, we give some sufficient conditions for the local uniqueness of solutions to nonsmooth variational inequalities where the underlying functions are H-differentiable and the underlying set is a closed convex set/polyhedral set/box/polyhedral cone. We show how the solution of a linearized variational inequality is related to the solution of the variational inequality. These results extend/unify various similar results proved for C
1 and locally Lipschitzian variational inequality problems. When specialized to the nonlinear complementarity problem, our results extend/unify those of C
2 and C
1 nonlinear complementarity problems. 相似文献
2.
Ji-Ming Peng 《Mathematical Programming》1997,78(3):347-355
In this paper we propose a class of merit functions for variational inequality problems (VI). Through these merit functions,
the variational inequality problem is cast as unconstrained minimization problem. We estimate the growth rate of these merit
functions and give conditions under which the stationary points of these functions are the solutions of VI.
This work was supported by the state key project “Scientific and Engineering Computing”. 相似文献
3.
曾六川 《数学物理学报(A辑)》2002,22(1):99-106
该文研究Banach空间中一类强增生型变分包含解的存在性及其具误差的Ishikawa迭代程序的收敛性问题.该文结果是几位作者早期与最近的相应结果的改进和推广. 相似文献
4.
An applied cell mapping method for optimal control problems 总被引:1,自引:0,他引:1
W. H. Zhu 《Journal of Optimization Theory and Applications》1989,60(3):485-500
From the application point of view, a series of modifications are proposed for the cell mapping method discussed in Ref. 1 for the optimal control analysis of dynamical systems. The cell order around the target set is rearranged. A set of common discriminate principles is used for the selection of the optimal one among competing control strategies of the same cost. Inequality constraints of the system are taken into account. The number of elements in the set of allowable time intervals is not prescribed, but left open. These modifications seem to make the cell mapping method more efficient for analyzing feedback systems and for obtaining their global optimal control information. The algorithms presented in this paper could broaden the application of the cell mapping approach of Ref. 1 to a wider class of engineering problems. 相似文献
5.
该文讨论一类带有奇异系数的双重调和方程{△^2u-μu/|x|^s=f(x,u),x∈Ω,u=δu/δv=0,x∈δΩ,这里Ω包含R^N是包含0的有界光滑区域,u∈H0^2(Ω),μ∈R是参数,0≤s≤2,△^2=△△表示双重拉普拉斯算子,当f(x,u)=u^p,p=2N/N-4时,上述问题就是一个临界双重调和问题,该文运用Sobolev-Hardy不等式和变分方法,得到它的解的存在性的一些结果。 相似文献
6.
汪更生 《数学物理学报(B辑英文版)》2005,25(1):7-22
This paper deals with maximum principle for some optimal control problem governed by some elliptic variational inequalities. Some state constraints are discussed. The basic techniques used here are based on those in [1] and a new penalty functional defined in this paper. 相似文献
7.
We establish the optimal asymptotic decay rate of per-session queue length tail distributions for a two-queue system where
a single constant rate server serves the two queues using the Generalized Processor Sharing (GPS) scheduling discipline. The
result is obtained using the sample-path large deviation principle and has implications in call admission control for high-speed
communication networks.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
8.
对一类变形的变分不等式:求,使得提出了一类投影收缩算法,并得到了该算法的收敛性及相关性质. 相似文献
9.
设F(p,q)和G(p,q)在无穷远点的邻域内是分别关于p和q的近似凸函数,且具有二次增长.考虑由F和G构成的一对定义在Soblev空间中的泛函.本文利用blowup技巧,证明了这样一对泛函的Nash平衡点实际上是Lipschitz连续的. 相似文献
10.
A globally convergent Newton method for solving strongly monotone variational inequalities 总被引:14,自引:0,他引:14
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. 相似文献