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求解结构型强制单调变分不等式的下降法
引用本文:孙敏,柏庆国.求解结构型强制单调变分不等式的下降法[J].安徽大学学报(自然科学版),2010,34(5).
作者姓名:孙敏  柏庆国
作者单位:1. 枣庄学院,数学与信息科学系,山东,枣庄,277160
2. 曲阜师范大学,运筹与管理学院,山东,日照,276826
基金项目:国家自然科学基金资助项目 
摘    要:对结构型强制单调变分不等式问题提出了一种新的下降方法.每次迭代新方法只需计算一些正交投影值和函数值,因此它的计算量非常小.在不需要线性搜索的条件下,新方法具有全局收敛性,并且步长一致有正下界.最后给出的一些数值模拟试验验证了新方法的有效性.

关 键 词:变分不等式  强制单调函数  全局收敛性

A descent method for structured co-coercive variational inequalities
SUN Min,BAI Qing-guo.A descent method for structured co-coercive variational inequalities[J].Journal of Anhui University(Natural Sciences),2010,34(5).
Authors:SUN Min  BAI Qing-guo
Institution:SUN Min1,BAI Qing-guo2(1.Department of Mathematics , Information Sciences,Zaozhuang University,Zaozhuang 277160,China,2.School of Operations Research , Management Sciences,Qufu Normal University,Rizhao 276826,China)
Abstract:This paper gave a new descent method for structured co-coercive variational inequalities.At each iteration,the new method only need to perform some orthogonal projections and some function evaluations,so its computational load was very tiny.Without carrying out any line search technique,we proved the global convergence of the new method.Some numerical results were given to illustrate the efficiency of the new method.
Keywords:variational inequalities  co-coercive function  global convergence  
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