摘要
利用Chen—Harker—Kanzow—Smale光滑函数提出了一种新的解葙约束变分不等式的光滑牛顿算法．此算法在每一步迭代中只需处理一个光滑函数,不需考虑使近似参数下降的过程．当满足适当条件时可证明本算法是超线性收敛的．
In this paper, a new smoothing Newton algorithm for sloving box constrained variational inequality is proposed through using Chen-Harker-Kanzow-Smale smoothing function, This method has the advantage that it has only to deal with a smooth function at each iteration and it never requires a procedure to decrease an approximation parameter. Under the proper conditions, its convergence rate is superlinear.
出处
《临沂师范学院学报》
2005年第6期7-10,共4页
Journal of Linyi Teachers' College
关键词
光滑函数
箱约束变分不等式
光滑牛顿算法
超线性收敛
smoothing function
box constrained variational inequality
smoothing Newton algorithm
superlinear convergence
