| 有界约束单调变分不等式的内点连续算法 |
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| 引用本文： | 简金宝,黎健玲,莫兴德. 有界约束单调变分不等式的内点连续算法[J]. 高校应用数学学报(A辑), 2003, 18(2): 223-233 |
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| 作者姓名： | 简金宝 黎健玲 莫兴德 |
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| 作者单位： | 广西大学,数学与信息科学系,广西,南宁,530004 |
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| 基金项目： | 国家自然科学基金 (1 0 2 6 1 0 0 1 )，广西自然科学基金 (0 2 3 6 0 0 1 ,0 2 4 90 0 3 )，广西“十百千人才工程”资金 (992 1 4) |
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| 摘 要： | 讨论变分不等式问题VIP(X，F)，其中F是单调函数，约束集X为有界区域．利用摄动技术和一类光滑互补函数将问题等价转化为序列合两个参数的非线性方程组，然后据此建立VIP(X，F)的一个内点连续算法．分析和论证了方程组解的存在性和惟一性等重要性质，证明了算法很好的整体收敛性，最后对算法进行了初步的数值试验。
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| 关 键 词： | 单调函数 变分不等式 连续算法 |
| 文章编号： | 1000-4424(2003)02-0223-11 |
| 修稿时间： | 2002-08-21 |
An interior-point continuation method for monotone variational inequalities with box constraint |
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| JIAN Jin|bao,LI Jian|ling,MO Xing|de. An interior-point continuation method for monotone variational inequalities with box constraint[J]. Applied Mathematics A Journal of Chinese Universities, 2003, 18(2): 223-233 |
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| Authors: | JIAN Jin|bao LI Jian|ling MO Xing|de |
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| Abstract: | This paper studies VIP( X,F) ,where F is a monotone function and constraint set X has the form of box constraint.By means of perturbation technique and a type of smooth complementarity function,at first the problem is equivalently transformed into a sequential system of nonlinear equations with two parameters and then an interior|point continuation method is established.Secondly,some important properties of the system of equations such as existence and uniqueness of solution are analysed and discussed.At the same time,the global convergence of proposed algorithm is also proved.Finally,some preliminary numerical results are reported.$$$$ |
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| Keywords: | monotone function variational inequalities continuation method |
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