变分不等式的混沌搜索算法  

Chaos Search Method for Variational Inequality Problems

作　　者：赵晖[1] 高自友[1] 

机构地区：[1]北京交通大学交通运输学院,北京100044

出　　处：《北京交通大学学报》2006年第6期85-88,共4页JOURNAL OF BEIJING JIAOTONG UNIVERSITY

基　　金：国家自然科学基金资助项目(70471088);国家杰出青年科学基金资助项目(70225005);高校博士点专项基金(20050004005)

摘　　要：基于变分不等式的等价形式,构造了一种混沌搜索算法来直接求解变分不等式问题,根据混沌行为的遍历性和规则性,可以得到算法的渐进收敛性.数值试验结果表明,该算法是一个有效的方法.Based on the equivalent formulation of the variational inequalities, we establish a chaos search method is established to solve the variational inequality problems directly. From the ergodicity and the regularity of chaotic behavior, it is conclude that the algorithm has the asymptotical convergence property. Numerical experiments are carried out to investigate the chaotic approach. It is shown that the chaos search method has more outstanding computational performance when it is used in ill-conditioned problems especially.

关 键 词：变分不等式 混沌搜索方法 遍历性 随机性 规则性 

分 类 号：O22[理学—运筹学与控制论] O24[理学—数学]