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一种求解拟变分不等式问题的算法
引用本文:张善美,屈彪. 一种求解拟变分不等式问题的算法[J]. 青岛大学学报(自然科学版), 2008, 21(4)
作者姓名:张善美  屈彪
作者单位:曲阜师范大学运筹与管理学院;曲阜师范大学图书馆,山东,日照,276826;曲阜师范大学运筹与管理学院
基金项目:国家自然科学基金 , 曲阜师范大学校基金  
摘    要:拟变分不等式问题在最优化和控制等领域有着广泛应用,目前处于初级研究阶段.利用优化中的梯度投影技术,提出了求解拟变分不等式问题的一种全局收敛算法,给出了算法的全局收敛性定理,同时通过数值试验说明了算法的可行性和有效性.

关 键 词:拟变分不等式  算法  收敛

An Algorithm for Quasi-variational Inequality Problem
ZHANG Shan-mei,QU Biao. An Algorithm for Quasi-variational Inequality Problem[J]. Journal of Qingdao University(Natural Science Edition), 2008, 21(4)
Authors:ZHANG Shan-mei  QU Biao
Affiliation:ZHANG Shan-mei1,2,QU Biao1(1.College of Operations Research , Management,Qufu Normal University,Rizhao 276826,China,2.Library of Qufu Normal University,Rizhao 276826)
Abstract:A generalization of the variational inequality-quasi-variational inequality(QVI) which can be used to formulate economic problems,engineering mechanics and optimizations problems is studied in this paper.The study of the QVI to date is in its infancy at best.In this paper,using the gradient projection technique of optimization,a globally convergent algorithm is proposed for solving the QVI.Preliminary numerical results used to demonstrate the feasibility and viability of the proposed algorithm are also repo...
Keywords:Quasi-variational inequality problem  algorithm  convergence  
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