有限维变分不等式的熵函数法  

Entropy Function Method for Variational Inequalities

作　　者：陈余泉[1] 曾瑾[2] 陈国庆[3] 

机构地区：[1]南海东软信息技术学院基础部,广东佛山528225 [2]宁夏大学生命科学学院,宁夏银川750021 [3]内蒙古大学数学科学学院,内蒙古呼和浩特010021

出　　处：《宁夏大学学报（自然科学版）》2008年第4期298-301,共4页Journal of Ningxia University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(19701016)

摘　　要：提出求解有限维变分不等式的熵函数法.分析了算法的性质,在一定条件下证明了熵函数逼近问题解的存在性,并证明熵函数法逼近方程组产生的点列的每个极限点均为有限维变分不等式的解.在一定条件下,熵函数法全局收敛且具有二次收敛率.数值算例表明了方法的有效性.Based on brief review of the numerical methods for variationalinequalities, an entropy method for solving variational inequalities is proposed. The properties of the method are analyzed. On a certain condition, the existence of entropy method is proved. It is proved that the limited point generated by entropy method is unique solution of variational inequalities. On a certain condition, the global convergence is proved, and its rate is square. The numerical experiments indicate that the method is efficient.

关 键 词：有限维变分不等式 熵函数法 算法 

分 类 号：O221.2[理学—运筹学与控制论]