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通过广义D-间隙函数求解变分不等式问题的全局收敛性的推广
引用本文:王长钰,屈彪. 通过广义D-间隙函数求解变分不等式问题的全局收敛性的推广[J]. 工程数学学报, 2003, 20(2): 108-112
作者姓名:王长钰  屈彪
作者单位:曲阜师范大学运筹学研究所,曲阜,273165
基金项目:国家自然科学基金,10171055,
摘    要:变分不等式问题(VIP)可以通过D-间隙函数转化为一个无约束最优化问题。最近,Peng提出了一种混合型Newton方法来极小化D—间隙函数。本文对Pens的算法中作了适当的修改,建立了一个更强的全局收敛性定理,所得的结果推广了相应文献中的结果。

关 键 词:广义D-间隙函数 变分不等式 全局收敛性 无约束最优化问题 混合型Newton方法

An Improvement of the Global Convergence of a Method for Solving VIP via the D-gap Function
Abstract. An Improvement of the Global Convergence of a Method for Solving VIP via the D-gap Function[J]. Chinese Journal of Engineering Mathematics, 2003, 20(2): 108-112
Authors:Abstract
Abstract:The variational inequality problem (VIP) can be reformulted as an unconstrained minimization problem through the D-gap function. Recently, Peng proposed a hybrid Newton-type method for minimizing the D-gap function. A modification of the method proposed by Peng for solving variational inequality problem is presented. It is shown that the algorithm has nice global convergence. This result here have improved and generalized those in the literatures.
Keywords:variational inequality problem  D-gap function  global convergence
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