数学物理学报(英文版)
數學物理學報(英文版)
수학물이학보(영문판)
Acta Mathematica Scientia
2002年
1期
63-71
,共9页
Box constrained variational inequalities%the KKT-conditions problem%global convergence algorithm
The authors consider optimization methods for box constrained variational inequalities. First, the authors study the KKT-conditions problem based on the original problem. A merit function for the KKT-conditions problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original problem is reformulated as minimization with simple constraints. Then, the authors show that any stationary point of the optimization problem is a solution of the original problem. Finally, a descent algorithm is presented for the optimization problem, and global convergence is shown.
