求解拟变分不等式问题的一种投影算法  

A Projection-like Algorithm for the Quasi-variational Inequality Problem

作　　者：屈彪[1] 张善美[1,2] 

机构地区：[1]曲阜师范大学运筹与管理学院,日照276826 [2]日照校区图书馆,日照276826

出　　处：《应用数学学报》2008年第5期922-928,共7页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(10701047，10571106)资助项目

摘　　要：拟变分不等式问题在经济、工程、最优化和控制等领域都有着广泛的应用,目前,对拟变分不等式问题的研究还处于初级阶段.在本文中,我们利用梯度投影技术,给出了一种求解拟变分不等式问题的投影类算法,证明了该算法的全局收敛性,并给出了数值试验结果.The quasi-variational inequality（QVI）theory has been applied extensively in the study of a large numbers of problems arising in economics,engineering mechanics,optimization and control,etc.The study of the QVI to date is in its infancy at best.In this paper,using the gradient projection technique,we present a projection-like algorithm for the quasi-variational inequality problem.It is proved that the proposed algorithm is globally convergent.Preliminary numerical results are also reported.

关 键 词：拟变分不等式 算法 收敛 

分 类 号：O221.2[理学—运筹学与控制论]