Based on the regularization gap function proposed by Fukushima, we develop a trust region method for solving variational inequality problems with inequality constraints, and prove its global convergence.
In this paper,by the modified barrier function method and the techniques for solving unconstrained optimization problems, we construct an ODE algorithm for inequality constrained optimization problems and prove its co...
An entropy function (or refered to as K-S function or envelop function) based algorithm for min-max problems with equality and/or inequality constraints are established. We prove that any cluster of the K-T points of ...