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用带广义可变罚因子的交替方向法求解变分不等式
引用本文:孙秀真. 用带广义可变罚因子的交替方向法求解变分不等式[J]. 中国石油大学学报(自然科学版), 2001, 25(5)
作者姓名:孙秀真
作者单位:石油大学应用数学系,
摘    要:交替方向法中的罚因子一般取为一个数列 ,给出了求解带线性约束的变分不等式的一种交替方向法 ,即罚因子取为正定对称矩阵序列 ,证明了该算法的性质。

关 键 词:交替方向法  罚因子  变分不等式  求解

SOLVING OF VARIATIONAL INEQUALITY WITH ALTERNATE DIRECTION METHOD INCLUDING EXTENSIVE VARIABLE PENALTY FACTOR
SUN Xiu-zhen. SOLVING OF VARIATIONAL INEQUALITY WITH ALTERNATE DIRECTION METHOD INCLUDING EXTENSIVE VARIABLE PENALTY FACTOR[J]. Journal of China University of Petroleum (Edition of Natural Sciences), 2001, 25(5)
Authors:SUN Xiu-zhen
Abstract:A number sequence is chosen as a penalty factor in the alternate direction method. This paper gives a new alternate direction method for solving the variational inequality with a linear bound. In this method, a symmetric matrix sequence is chosen as a penalty factor. The property of this method is proved.
Keywords:variational inequality  penalty factor  linear bound  matrix sequence  alternate direction method
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