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求解一类变分不等式问题的内点信赖域方法
引用本文:刘景昭. 求解一类变分不等式问题的内点信赖域方法[J]. 聊城大学学报(自然科学版), 2005, 18(2): 21-23,25
作者姓名:刘景昭
作者单位:曲阜师范大学,学报编辑部,山东,曲阜,273165
摘    要:针对变分不等式的带非负约束的转化形式给出了一类信赖域迭代算法.该方法的特点是通过利用内点技术,将带非负约束的信赖子问题转化成约束形式的信赖域子问题,从而可以利用截断共轭梯度法来近似求解.

关 键 词:变分不等式 信赖域算法 线搜索法 共轭梯度法 全局收敛
文章编号:1672-6634(2005)02-0021-03

By the Interior Technique Solving the Trust Region Subproblem of the Variational Inequlity Problems with the Nonnegative Constrained Reformulation Form
LIU Jing-zhao. By the Interior Technique Solving the Trust Region Subproblem of the Variational Inequlity Problems with the Nonnegative Constrained Reformulation Form[J]. JOURNAL OF LIAOCHENG UNIVERSITY (NATURAL SCIENCE, 2005, 18(2): 21-23,25
Authors:LIU Jing-zhao
Abstract:For the nonnegative reformulation form of the variational inequality,we propose a class of trust region algorithm.The character of this method is that we reformulate the trust region subproblem with nonnegative constraint as an unconstrained one by means of interior technique,therefore the subproblem can be solved by the truncatad conjugate gradient method.
Keywords:variational inequality  trust region method  line search method  truncated conjugate gradient method  global  convergence
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