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箱约束变分不等式的一个简单光滑价值函数和阻尼牛顿法

乌力吉 陈国庆

乌力吉, 陈国庆. 箱约束变分不等式的一个简单光滑价值函数和阻尼牛顿法[J]. 应用数学和力学, 2005, 26(8): 988-996.
引用本文: 乌力吉, 陈国庆. 箱约束变分不等式的一个简单光滑价值函数和阻尼牛顿法[J]. 应用数学和力学, 2005, 26(8): 988-996.
Ulji, CHEN Guo-qing. New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method[J]. Applied Mathematics and Mechanics, 2005, 26(8): 988-996.
Citation: Ulji, CHEN Guo-qing. New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method[J]. Applied Mathematics and Mechanics, 2005, 26(8): 988-996.

箱约束变分不等式的一个简单光滑价值函数和阻尼牛顿法

基金项目: 高等学校优秀青年教师教学科研奖励计划资助项目(教人司[2002]123号)
详细信息
    作者简介:

    乌力吉(1962- ),男,内蒙古赤峰人,副教授,硕士(联系人.联系地址:内蒙古工业大学理学院数学系,呼和浩特,010062;Tel:+86-471-6575425;Fax:+86-471-6575877;E-mail:Ulji@imut.edu.cn).

  • 中图分类号: O211

New Simple Smooth Merit Function for Box Constrained Variational Inequalities and Damped Newton Type Method

  • 摘要: 通过引入中间值函数的一类光滑价值函数,构造了箱约束变分不等式的一种新的光滑价值函数,该函数形式简单且具有良好的微分性质.基于此给出了求解箱约束变分不等式的一种阻尼牛顿算法,在较弱的条件下,证明了算法的全局收敛性和局部超线性收敛率,以及对线性箱约束变分不等式的有限步收敛性.数值实验结果表明了算法可靠有效的实用性能.
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出版历程
  • 收稿日期:  2003-12-08
  • 修回日期:  2005-03-10
  • 刊出日期:  2005-08-15

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