摘要
单调的变分不等式在实际中有很多应用.该文中的变分不等式是带有不等式约束的,其中映射F是可分离的,并且只知道F的函数值,不知道具体的表达式.本文提出的方法,每次迭代过程包含预测-校正两步.第一步是预测步,利用交替投影生成预测点.第二步是校正步,只需要做一些简单的运算.方法的线性收敛性也是在比较宽松的条件下得到证明的.
The monotone variational inequalities have vast applications. In this paper , the VI problems with inequalities constraints have a particular splitting structure and in which the mapping F does not have an explicit form, therefore only its function values can be employed in the numerical methods for solving sueh problems. Each iteration of the proposed method consists of two procedures. The first (prediction) procedure utilizes alternating projections to produce a predictor. The second(correction) procedure generates the new iterate via some minor computations. Linear convergence of the proposed method is proved under mild conditions.
出处
《湘潭大学自然科学学报》
CAS
CSCD
北大核心
2009年第3期28-34,共7页
Natural Science Journal of Xiangtan University
关键词
结构型变分不等式
单调性
预测-校正方法
structured variational inequality
monotonicity
prediction-correction method