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作 者:Shuang CHEN Li-ping PANG Dan LI Jin-he WANG
机构地区:[1]Information and Engineering College of Dalian University,Dalian 116622,China [2]School of Mathematical Science,Dalian University of Technology,Dalian 116024,China [3]School of Engineering,Huzhou University,Huzhou 313000,China
出 处:《Acta Mathematicae Applicatae Sinica》2019年第3期591-606,共16页应用数学学报(英文版)
基 金:supported by the National Natural Science Foundation of China(Nos.11701061,11801503);the Doctoral Fund of Liaoning Province(Nos.20170520373);the Huzhou Science and Technology Plan(Nos.2016GY03)
摘 要:For the variational inequality with symmetric cone constraints problem,we consider using the inexact modified Newton method to efficiently solve it.It provides a unified framework for dealing with the variational inequality with nonlinear constraints,variational inequality with the second-order cone constraints,and the variational inequality with semi-definite cone constraints.We show that each stationary point of the unconstrained minimization reformulation based on the Fischer-Burmeister merit function is a solution to the problem.It is proved that the proposed algorithm is globally convergent under suitable conditions.The computation results show that the feasibility and efficiency of our algorithm.For the variational inequality with symmetric cone constraints problem, we consider using the inexact modified Newton method to efficiently solve it. It provides a unified framework for dealing with the variational inequality with nonlinear constraints, variational inequality with the second-order cone constraints,and the variational inequality with semi-definite cone constraints. We show that each stationary point of the unconstrained minimization reformulation based on the Fischer-Burmeister merit function is a solution to the problem. It is proved that the proposed algorithm is globally convergent under suitable conditions. The computation results show that the feasibility and efficiency of our algorithm.
关 键 词:VARIATIONAL INEQUALITY symmetric cone INEXACT modified NEWTON method Fischer-Burmeister function
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