增广Lagrangian对偶分解方法求解变分不等式系统(英文)  

Decomposition Method Using Augmented Lagrangian for Solving Systems of Variational Inequalities

作　　者：鲁其辉[1] 朱道立[1,2] 

机构地区：[1]复旦大学管理学院,上海200433 [2]交通研究中心,Montreal大学,加拿大

出　　处：《应用数学》2005年第4期644-653,共10页Mathematica Applicata

基　　金：Supported by the National Natural Sciences Foundation of China (70432001) andGraduated Student Innovation Foundation of Fudan University (CQH1019008)

摘　　要：本文考虑带约束的变分不等式系统.提出一个基于增广Lagrangian对偶的分解算法,本文给出了算法的收敛性分析.In this paper, we consider the system of variational inequalities with constraints. We give a decomposition algorithm based on the augmented Lagrangian duality. In this paper we main consider the iterative algorithm＇s convergence analysis.

关 键 词：变分不等式系统 对偶理论 增广Lagrangian 分解算法 

分 类 号：O178[理学—数学]