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求解伪单调变分不等式的两种投影算法
引用本文:林贵华,张立卫,庞丽萍.求解伪单调变分不等式的两种投影算法[J].运筹学学报,2005,9(1):58-64.
作者姓名:林贵华  张立卫  庞丽萍
作者单位:大连理工大学应用数学系,大连,116024
基金项目:Supported by the NSF of China 10001007 State Foundations of Ph.D Units 20020141013 research foundation of DUT (2002-03).
摘    要:本文提出了两种求解伪单调变分不等式的定步长的投影算法.这与Solodov & Tseng(1996)和He(1997)的变步长策略不同.我们证明了算法的全局收敛性,并且还在一定条件下证明了算法的Q-线性收敛性.

关 键 词:单调变分不等式  求解  全局收敛性  证明  投影算法  线性  变步长

Two Projection-Type Algorithms for Solving Pseudo-Monotone Variational Inequality Problems
Lin Guihua,ZHANG Liwei,Pang Liping.Two Projection-Type Algorithms for Solving Pseudo-Monotone Variational Inequality Problems[J].OR Transactions,2005,9(1):58-64.
Authors:Lin Guihua  ZHANG Liwei  Pang Liping
Institution:Lin Guihua Zhang Liwei Pang Liping Department of Applied Mathematics,Dalian University of Technology,Dalian 116024,China:
Abstract:In this paper, we present two projection-type algorithms for solving pseudo-monotone variational inequality problems. These algorithms use the fixed stepsize strategy, different from the ones presented by Solodov & Tseng (1996) and He (1997) using the variable stepsize strategy. It has been shown that the algorithms are globally convergent and, under some mild conditions, they are convergent Q-linearly.
Keywords:Operations research  variational inequality  pseudo-monotonicity  projection-type algorithm  convergence
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