| 变分不等式问题带非负约束转化的一类信赖域法 |
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| 引用本文： | 刘景昭,张玉忠.变分不等式问题带非负约束转化的一类信赖域法[J].山东师范大学学报(自然科学版),2005,20(3):10-13. |
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| 作者姓名： | 刘景昭 张玉忠 |
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| 作者单位： | 1. 曲阜师范大学学报编辑部,273165,山东,曲阜
2. 曲阜师范大学运筹与管理学院,276826,山东,日照 |
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| 基金项目： | 国家自然科学基金资助项目（10171054） |
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| 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域子问题转化为无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。
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| 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 |
| 收稿时间： | 2005-03-31 |
| 修稿时间： | 2005-03-31 |
A CLASS OF TRUST REGION ITERATIVE METHODS FOR VARIATIONAL INEQUALITY PROBLEMS WITH THE NONNEGATIVE CONSTRAINED REFORMULATION FORM |
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| Liu Jingzhao,ZHANG Yuzhong.A CLASS OF TRUST REGION ITERATIVE METHODS FOR VARIATIONAL INEQUALITY PROBLEMS WITH THE NONNEGATIVE CONSTRAINED REFORMULATION FORM[J].Journal of Shandong Normal University(Natural Science),2005,20(3):10-13. |
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| Authors: | Liu Jingzhao ZHANG Yuzhong |
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| Abstract: | For the nonnegative constrained 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 truncated conjugate gradient method. |
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| Keywords: | variational inequality trust region method line search method truncated conjugate gradientmethod global convergence |
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