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NEW SIMPLE SMOOTH MERIT FUNCTION FOR BOX CONSTRAINED VARIATIONAL INEQUALITIES AND DAMPED NEWTON TYPE METHOD
作者姓名:Ulji
作者单位:Department of Mathematics,College of Science and Technology,Inner Mongolia University,Department of Mathematics,College of Science and Technology,Inner Mongolia University Hohhot 010021,P.R.China,Hohhot 010021,P.R.China
基金项目:Project supported by the Teaching and Research Award Program for the 0utstanding Young Teachers in Higher Education Institutes of Munistry of Education, P. R. China
摘    要:IntroductionLetX Rn,F:X→Rnbe given, the variational inequality, denoted byVI(X,F),is tofind a vectorx∈ Xsuch thatF(x)T(y-x)≥0, y∈ X. (1)DenoteN∶={1,2,…,n},whenX =a,b]∶={x∈Rn|ai≤xi≤bi,i∈N},theVI(X,F)is called the box constrained variational ine

关 键 词:强变化不等式  球形收敛  超线性收敛  二次方程  有限元分析
文章编号:0253-4827(2005)08-1083-10
收稿时间:2003-10-08
修稿时间:2005-03-10

New simple smooth merit function for box constrained variational inequalities and damped Newton type method
Ulji,Chen Guo-qing.NEW SIMPLE SMOOTH MERIT FUNCTION FOR BOX CONSTRAINED VARIATIONAL INEQUALITIES AND DAMPED NEWTON TYPE METHOD[J].Applied Mathematics and Mechanics(English Edition),2005,26(8):1083-1092.
Authors:Ulji  Chen Guo-qing
Institution:Department of Mathematics, College of Science and Technology, Inner Mongolia University, Hohhot 010021, P. R. China
Abstract:By introducing a smooth merit function for the median function, a new smooth merit function for box constrained variational inequalities (BVIs) was constructed. The function is simple and has some good differential properties. A damped Newton type method was presented based on it.Global and local superlinear/quadratic convergence results were obtained under mild conditions, and the finite termination property was also shown for the linear BVIs. Numerical results suggest that the method is efficient and promising.
Keywords:box constrained variational inequalities  global convergence  local superlinear or quadratic convergence  finite termination property
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