运筹学学报
運籌學學報
운주학학보
OR TRANSACTIONS
2005年
1期
58-64
,共7页
运筹学%变分不等式%伪单调性%投影算法%收敛性
運籌學%變分不等式%偽單調性%投影算法%收斂性
운주학%변분불등식%위단조성%투영산법%수렴성
Operations research%variational inequality%pseudo-monotonicity%projection-type algorithm%convergence
本文提出了两种求解伪单调变分不等式的定步长的投影算法.这与Solodov＆Tseng(1996)和He(1997)的变步长策略不同.我们证明了算法的全局收敛性,并且还在一定条件下证明了算法的Q-线性收敛性.
本文提齣瞭兩種求解偽單調變分不等式的定步長的投影算法.這與Solodov＆Tseng(1996)和He(1997)的變步長策略不同.我們證明瞭算法的全跼收斂性,併且還在一定條件下證明瞭算法的Q-線性收斂性.
본문제출료량충구해위단조변분불등식적정보장적투영산법.저여Solodov＆Tseng(1996)화He(1997)적변보장책략불동.아문증명료산법적전국수렴성,병차환재일정조건하증명료산법적Q-선성수렴성.
In this paper, we present two projection-type algorithms for solving pseudo-monotone variational inequality problems. These algorithms use the fixed stepsize strategy, different from the ones presented by Solodov & Tseng (1996) and He (1997) using the variable stepsize strategy. It has been shown that the algorithms are globally convergent and, under some mild conditions, they are convergent Q-linearly.
