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变分不等式的一类梯度投影算法

Keywords: 变分不等式,梯度投影算法,Lipschitz连续函数,收敛

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Abstract:

在有限维欧氏空间给出了一类梯度投影算法.通过利用真凸Lipschitz连续函数及适当假设来构造投影区域,从而推广了同类算法,并给出了例子及计算机演示结果,使得所生成的序列均有以下特点(1){‖xk-x0‖}是递增序列;(2)变分不等式的解的存在性可通过所生成的序列的特点来验证;(3)在适当的假设条件下该算法所生成的序列收敛到解集中一点PSˇ(x0).

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