求解单调变分不等式问题的连续型牛顿法  

Continuation-type Newton Method for Solving the Monotone Variational Inequality Problem

作　　者：李飞[1] 梁昔明[2] 徐成贤[1] 

机构地区：[1]西安交通大学理学院,西安710049 [2]中南大学信息科学与工程学院,长沙410083

出　　处：《工程数学学报》2001年第3期1-5,15,共6页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学基金资助项目 (199710 6 5 )

摘　　要：提出了一类求解单调变分不等式问题的连续型牛顿法。方法采用不精确的线性搜索以确保整体收敛性 ,从本质上改进了TajiK等 (1993)只能求解强单调变分不等式问题的局限性 ,同时又保持局部二次收敛率。We first present a continuation type Newton method for solving the monotone variational inequality problems. The method uses the technique of the inexact linear search for assuring its global convergence, and improves essentially the method of Taji K et al(1993), which can only solve the strongly monotone variational inequality problems, and has locally quadratic convergent rate under some conditions. In the last section, numerical results indicate the stability and efficiency of the proposed method.

关 键 词：变分不等式问题 连续算法 牛顿法 整体收敛性 收敛率 线性搜索 

分 类 号：O242.22[理学—计算数学]