| A projected gradient method with nonmonotonic backtracking technique for solving convex constrained monotone variational inequality problem |
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| 作者单位： | WANG Yun-juan1，2 ZHU De-tong31 School of Arts and Sci.，Shanghai Dianji Univ.，Shanghai 200240，China 2 Dept.of Math.，Shanghai Normal Univ.，Shanghai 200234，China 3 College of Business，Shanghai Normal Univ.，Shanghai 200234，China |
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| 基金项目： | 国家自然科学基金
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the Ph.D. Foundation of China Education Ministry
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Shanghai Educational Development Foundation and the Science Foundation of Shanghai Education Committee
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| 摘 要： | Based on a differentiable merit function proposed by Taji, et al in “Mathematical Programming, 1993, 58： 369-383”, a projected gradient trust region method for the monotone variational inequality problem with convex constraints is presented. Theoretical analysis is given which proves that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm.
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| 关 键 词： | 信任区域 线搜索 预算梯度 非单调回溯技术 |
A projected gradient method with nonmonotonic backtracking technique for solving convex constrained monotone variational inequality problem |
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| Authors: | Yun-juan Wang De-tong Zhu |
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| Affiliation: | [1]School of Arts and Sci., Shanghai Dianji Univ., Shanghai 200240, China [2]Dept. of Math., Shanghai Normal Univ., Shanghai 200234, China [3]College of Business, Shanghai Normal Univ., Shanghai 200234, China |
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| Abstract: | Based on a differentiable merit function proposed by Taji,et al in "Mathematical Programming,1993,58:369-383",a projected gradient trust region method for the monotone variational inequality problem with convex constraints is presented.Theoretical analysis is given which proves that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions.The results of numerical experiments are reported to show the effectiveness of the proposed algorithm. |
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| Keywords: | trust region line search projected gradient variational inequality |
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