半正定单调变分不等式的CPC算法  

CPC Algorithm for Semidefinite Monotone Variational Inequalities

作　　者：徐海文[1] 张黔川[1] 杨成[1] 雷开洪[1] 

机构地区：[1]中国民航飞行学院计算机学院,四川广汉618307

出　　处：《四川师范大学学报（自然科学版）》2009年第4期450-453,共4页Journal of Sichuan Normal University（Natural Science）

基　　金：国家自然科学基金(60472128)资助项目

摘　　要：研究关于单调半正定变分不等式的CPC算法.通过变分不等式的3个常用的性质和半正定变分不等式的定义得到了单调半正定变分不等式的CPC算法;CPC算法不仅可以解决一般的非线性函数的半正定互补问题,而且可以解决一类没有显式函数的半正定互补问题,只要求几个迭代点的函数值的信息就可以算出最优解来,这也正是半正定CPC算法的优点;通过几个例子的计算,表明了CPC算法的优越性.This paper studies CPC algorithm for semidefinite monotone variational inequalities （ab. SMVI）, which is obtained based on three useful properties of variational inequalities and the definition of SMVI, The algorithm solves the semidefinite complemen- tarity problems not only for general nonlinear functions, but also for those functions without manifest expressions. It is the strong point of CPC algorithm that the optimum solution could be eaeulated based on a few values on several iterated points. Some numerical exampies are given to illustrate the efficiency of CPC algorithm

关 键 词：变分不等式问题 CPC算法 半正定互补问题 

分 类 号：O221[理学—运筹学与控制论]