| 仿射变换内点信赖域类方法解单调变分不等式问题 |
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| 引用本文： | 王云娟,朱德通.仿射变换内点信赖域类方法解单调变分不等式问题[J].运筹学学报,2008,12(3). |
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| 作者姓名： | 王云娟 朱德通 |
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| 作者单位： | 1. 上海师范大学数学系,上海,200234;上海电机学院文理学院,上海,200240
2. 上海师范大学商学院,上海,200234 |
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| 基金项目： | 国家自然科学基金，Ph.D. Foundation of Chinese Education Ministry，Science Foundation of Shanghai Education Committee |
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| 摘 要： | 基于Taji引入的一类可微的简单边界约束的严格单调变分不等式问题的势函数,本文提出了仿射变换内点信赖域类修正牛顿法.进一步,作者不仅从理论上证明了该算法的整体收敛性,并且在合理的假设条件下,给出了算法具有局部二次收敛速率.
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| 关 键 词： | 运筹学 信赖域 仿射变换 内点 变分不等式问题 |
An Affine Scaling Interior Trust Region-Type Method for Solving Monotone Variational Inequality Problem |
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| Wang Yunjuan,Zhu Detong.An Affine Scaling Interior Trust Region-Type Method for Solving Monotone Variational Inequality Problem[J].OR Transactions,2008,12(3). |
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| Authors: | Wang Yunjuan Zhu Detong |
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| Abstract: | Based on a differentiable merit function proposed by Taji et al. in "Math. Prog. Stud., 58, 1993, 369-383", we present an affine scaling interior trust region-typem odification of Newton method for the strictly monotone variational inequality problem with simple bounds on variables. Theoretical analysis are given which prove that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions. |
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| Keywords: | Operations research trust region affine scaling interior point variational inequality problem |
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