首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Prediction-correction method with BB step sizes
Authors:Xiaomei Dong  Xingju Cai  Deren Han
Institution:1. Jiangsu Key Laboratory for NSLSCS, School of Mathematical Sciences, Nanjing Normal University, Nanjing 210023, China2. School of Mathematics and Systems Science, Beihang University, Beijing 100191, China
Abstract:In the prediction-correction method for variational inequality (VI) problems, the step size selection plays an important role for its performance. In this paper, we employ the Barzilai-Borwein (BB) strategy in the prediction step, which is efficient for many optimization problems from a computational point of view. To guarantee the convergence, we adopt the line search technique, and relax the conditions to accept the BB step sizes as large as possible. In the correction step, we utilize a longer step length to calculate the next iteration point. Finally, we present some preliminary numerical results to show the efficiency of the algorithms.
Keywords:BB step sizes  projection method  prediction-correction method  line search  
本文献已被 SpringerLink 等数据库收录!
点击此处可从《Frontiers of Mathematics in China》浏览原始摘要信息
点击此处可从《Frontiers of Mathematics in China》下载免费的PDF全文
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号