|
OALib Journal期刊
ISSN: 2333-9721
费用：99美元
|
|
|
|
解线性变分不等式问题的一个简单交替方向法(英文)
, PP. 21-25
Keywords: 交替方向法,线性变分不等式,全局收敛
Abstract:
解变分不等式的交替方向法每一步需要解一个(几个)变分不等式子问题,算法的有效性受这些子问题的影响很大.本文提出了一个解线性变分不等式的简单的交替方向法.在每一步迭代中,只需要做矩阵-向量乘法和到简单集合的投影,使得算法的效率得到保证.在适当的条件下证明了算法的全局收敛性.初步的数值结果表明,我们的新算法较原有同类算法有所改进.
| [1] | arrowkj,hurwiczl,uzawah.studiesinlinearandnonlinearprogramming[m].california:stanforduniversitypress,1958.
|
| [2] | gabayd,mercierb.adualalgorithmforthesolutionofnonlinearvariationalproblemsviafinite-elementapproximations[j].computersandmathematicswithapplications,1976,2(1):17-40.
|
| [3] | fortinm,glowinskir.augmentedlagrangianmethods:applicationstothesolutionofboundary-valuedproblems[m].amsterdam:northhollandpublishingco,1983.
|
| [4] | glowinskir,leptallec.augmentedlagrangianandoperator-splittingmethodinnonlinearmechanics[c]//siamstudiesinappliedmathematics.philadelphia:pa,1989.
|
| [5] | nagurneya.networkeconomics,avariationalinequalityapproach[m].dordrecht:kluweracademic,1993.
|
| [6] | houls,sunwy.three-termpreconditionedconjugategradientmethodandtrustregionsubproblem[j].journalofnanjingnormaluniversity:naturalscienceedition,2001,24(3):1-6.
|
| [7] | solodovmv,tsengp.modifiedprojection-typemethodsformonotoneinequalities[j].siamjournaloncontrolandoptimization,1996,34:1814-1830.
|
| [8] | hebs,zhouj.amodifiedalternationdirectionmethodforconvexminimizationproblems[j].appliedmathematicsletters,2000,13(1):122-130.
|
| [9] | glowinskir.numericalmethodsfornonlinearvariationalproblems[m].newyork:springer-verlag,1984.
|
| [10] | handr,hongklo.anewstepsizeruleinheandzhous’alternatingdirectionmethod[j].appliedmathematicsletters,2002,15:181-185.
|
| [11] | kojimam,shindos.extensionsofnewtonandquasi-newtonmethodstosystemsofpc1equations[j].journalofoperationsresearchsocietyofjapan,1986,29:352-374.
|
| [12] | solodovmv,svaiterbf.anewprojectionmethodforvariationalinequalityproblems[j].siamjournaloncontrolandoptimization,1999,37:765-776.
|
Full-Text
|
|
Contact Us
service@oalib.com QQ:3279437679 
WhatsApp +8615387084133
|
|
