| 连续化方法求解变分不等式问题 |
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| 引用本文： | 李飞,梁惜明.连续化方法求解变分不等式问题[J].系统科学与数学,2005,25(5):525-532. |
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| 作者姓名： | 李飞 梁惜明 |
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| 作者单位： | 1. 北京工商大学经济学院,北京,100037
2. 中南大学信息科学与工程学院,长沙,410083 |
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| 基金项目： | 国家自然科学基金资助课题． |
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| 摘 要： | 利用变分不等式问题的KKT条件,给出了连续化方法求解变分不等式问题的一般框架,该框架包含了现存的几种连续方法;并给出一种求解的基本算法,证明了基本算法的可行性及算法的收敛性;最后用数值试验验证了算法的稳定性和有效性。
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| 关 键 词： | 变分不等式问题 连续方法 扰动结构 数值试验 |
| 修稿时间： | 2003年12月28 |
A CONTINUATION METHOD FOR SOLVING VARIATIONAL INEQUALITY PROBLEMS |
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| Li Fei,Liang Ximing.A CONTINUATION METHOD FOR SOLVING VARIATIONAL INEQUALITY PROBLEMS[J].Journal of Systems Science and Mathematical Sciences,2005,25(5):525-532. |
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| Authors: | Li Fei Liang Ximing |
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| Institution: | (1)The College of Economics,Beijing Technology and BusinessUniversity, Beijing 100037;(2)College of Information Science and Engineering, Central South University, Changsha 410083 |
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| Abstract: | In this paper, a general framework of continuation methods for variational inequality problems is proposed by using its KKT-condition, and this framework includes the perturbation structure of many existing continuation methods. We then present a basic algorithm for solving this framework and prove the algorithm's feasibility and convergence. Lastly sector, we also give numerical experiment results which shows the effectiveness and stability of the proposed algorithm. |
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| Keywords: | Variational inequality problem continuation method perturbation structure numerical experiment |
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