具简单界约束变分不等式的拟牛顿算法的收敛性分析  

CONVERGENCE ANALYSIS OF A QUASI-NEWTON ALGORITHM FOR VARIATIONAL INEQUALITY PROBLEMS WITH BOUND CONSTRAINTS

作　　者：李董辉[1] 杨余飞[1] 

机构地区：[1]湖南大学应用数学系,长沙410082

出　　处：《计算数学》2001年第1期59-70,共12页Mathematica Numerica Sinica

基　　金：国家自然科学基金

摘　　要：We establish a quasi-Newton algorithm for solving a class of variational inequality problems which subproblems are linear equations. By presenting a suitable line search, the algorithm is well-defined. And under certain conditions, we get its global convergence and locally superlinear convergence.We establish a quasi-Newton algorithm for solving a class of variational inequality problems which subproblems are linear equations. By presenting a suitable line search, the algorithm is well-defined. And under certain conditions, we get its global convergence and locally superlinear convergence.

关 键 词：变分不等式 线搜索 拟牛顿法 全局收敛 超线性收敛 非线性互补问题 

分 类 号：O242[理学—计算数学]