P_(0^-)函数箱约束变分不等式的正则半光滑牛顿法  被引量:12

A REGULARIZED SEMISMOOTH NEWTON METHOD FOR SOLVING BOX CONSTRAINED VARIATIONAL INEQUALITIES WITH P_0-FUNCTION

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作  者:刘水霞[1] 陈国庆[1] 

机构地区:[1]内蒙古大学理工学院数学系,呼和浩特010021

出  处:《高等学校计算数学学报》2006年第2期111-121,共11页Numerical Mathematics A Journal of Chinese Universities

基  金:教育部优秀青年教师教学科研奖励计划资助项目.

摘  要:设X包含于R^n,F:R^n→R^n,变分不等式VI(X,F)是指:求x∈X,使F(x)^T(y-x)≥0,任意y∈X。Based on a new NCP-function for the box constrained variational inequality problems VI(a, b, F) proposed by the authors in the previous papers, a regularized semismooth Newton method for solving the VI(a, b, F) with P0-function is developed. For the VI(a, b, F) with P0-function, it is proved that the method is globally convergent. Under CD-regularity, the method has a superlinear/quadratic convergence rate without requiring strict complementarity conditions. Numerical results are reported.

关 键 词:变分不等式 牛顿法 半光滑 正则 函数 R^N 

分 类 号:O176[理学—数学] O241.7[理学—基础数学]

 

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