| 一种求解单调变分不等式的下降型邻近点交替方向乘子法 |
| |
| 引用本文： | 王永丽,鹿岩,贺国平. 一种求解单调变分不等式的下降型邻近点交替方向乘子法[J]. 山东科技大学学报(自然科学版), 2014, 0(5): 95-101 |
| |
| 作者姓名： | 王永丽 鹿岩 贺国平 |
| |
| 作者单位： | 山东科技大学数学与系统科学学院; |
| |
| 基金项目： | 国家自然科学基金项目(10971122,11241005);山东科技大学科技创新团队项目(2012KYTD105) |
| |
| 摘 要： | 针对具有可分结构的单调变分不等式问题,基于邻近点算法和文献[12]提出的下降型算法构造了一个新的下降方向,并利用下降量的下界来选择最优步长,提出一种下降型邻近点交替方向乘子法;证明了算法的收敛性;并将该方法与文献[11]中算法的下降量下界进行比较,从理论上说明了算法的优越性。
|
| 关 键 词： | 变分不等式 可分离结构 交替方向乘子法 邻近点算法 下降方向 |
A Descent Proximal Alternating Direction Method of Multipliers for Monotone Variational Inequalities |
| |
| Wang Yongli,Lu Yan,He Guoping. A Descent Proximal Alternating Direction Method of Multipliers for Monotone Variational Inequalities[J]. Journal of Shandong Univ of Sci and Technol: Nat Sci, 2014, 0(5): 95-101 |
| |
| Authors: | Wang Yongli Lu Yan He Guoping |
| |
| Affiliation: | (College of Mathematics and Systems Science, Shandong University of Science and Technology ,Qingdao, Shandong 266590, China) |
| |
| Abstract: | The problem of variational inequalities with separable structure was studied. A new descent direction was designed based on proximal point algorithm and decent algorithm hy reference [12] ,and appropriate step size in light of lower bound of slippage was selected. A descent proximal alternating direction method of multipliers was presen ted. In addition, the convergence of the algorithm was proved. The new method was compared on the lower bound of slippage with the one by reference [11]. The result shows that the new one is superior in theoretical senses. |
| |
| Keywords: | variational inequalities separable structure alternating direction method of multipliers proximal pointmethod descent direction |
| 本文献已被 CNKI 维普 等数据库收录！ |
