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求解结构型单调变分不等式的投影类交替方向法
引用本文:孙敏.求解结构型单调变分不等式的投影类交替方向法[J].安徽大学学报(自然科学版),2009,33(2).
作者姓名:孙敏
作者单位:枣庄学院,数学与信息科学系,山东,枣庄,277160
摘    要:基于Han D提出的交替方向法,通过一系列的改进,对Ye C提出的结构型单调变分不等式问题给出了一种新的投影类交替方向法.新方法具有如下特点:每次迭代只需计算一次正交投影和几个函数值,这比Ye C的方法简单;方法产生的迭代点列关于问题的解集具有非扩张性;方法产生的步长一致有正下界.在解集非空和函数单调的条件下,方法具有全局收敛性.最后给出了初步的数值试验.

关 键 词:变分不等式  交替方向法  投影收缩  全局收敛性

A projection-type alternating direction method for structured monotone variational inequality problems
SUN Min.A projection-type alternating direction method for structured monotone variational inequality problems[J].Journal of Anhui University(Natural Sciences),2009,33(2).
Authors:SUN Min
Institution:Department of Mathematics and Information Science;Zaozhuang University;Zaozhuang 277160;China
Abstract:Based on the alternating direction method proposed by Han,we gave a new projection type alternating direction method for the structured variational inequality proposed by Ye.The new method had the following properties: At each iteration,the method only need to perform an orthogonal projection and some function evaluations,which was much easier than Ye's method;the generated sequence was nonexpansive with respect to the solution set of the problem;the generated stepsizes had uniformly positive bound from bel...
Keywords:variational inequality problems  alternating direction method  projection and contraction  global convergence  
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