一类广义隐互补问题的投影组合算法  

A LINEAR COMBINATORIAL PROJECTION METHOD FOR A CLASS OF GENERALIZED IMPLICIT COMPLEMENTARITY PROBLEMS

作　　者：郑邦贵[1] 王刚[1] 邓晓卫[1] 

机构地区：[1]南京工业大学理学院应用数学系,南京211816

出　　处：《系统科学与数学》2014年第1期43-52,共10页Journal of Systems Science and Mathematical Sciences

基　　金：江苏省高校自然科学研究项目(2KJB110006);教育部人文社科规划项目(11YJA910001)资助课题

摘　　要：隐互补问题在自然科学中的诸多领域有着广泛的应用.研究了一类广义隐互补问题.利用外梯度法的两种改进算法构造了新的投影迭代算法,并将其应用到这类广义隐互补问题中,研究了在伪单调的条件下算法的收敛性,并讨论了新算法的参数和校正步长的选择方法.Implicit complementarity problem （ICP） can be applied to many fileds of natural science. In this article, we study a class of generalized implicit complemen- tarity problems. We suggest a linear combinatorial projection method based on two improved extra-gradient methods. And the linear combinatorial projection method is used to solve ICP. The linear combinatorial projection method is applied to gener- alized implicit complementarity problem and its convergence with pseudomonotone function is proven. Finally, the choice for the step size correction and the parameters of the method is discussed.

关 键 词：广义隐互补问题 投影组合算法 线性收敛性 校正步长 

分 类 号：O224[理学—运筹学与控制论]