摘要
本文考虑如下带约束广义变分不等式问题的增广Lagrangian对偶理论:寻找一点x∈Γ使满足,〈F(x),y-x〉+φ(x,y)-φ(x,x)≥0,y∈Γ,其中,Γ={y∈X｜Θ(y)∈-C}.对于求解这类一般变分不等式问题的基于增广Lagrangian对偶理论分解算法,本文给出了算法的收敛性分析.
In this paper, we generalize the augmented Lagrangian duality theory for the general variational inequality problem （GVI） defined as follow： find x^＊∈Г such that （F（x^＊）,y-x^＊）＋φ（x^＊,y）-φ（x^＊,x^＊）≥0,νy∈Г, where Г={y∈X｜Θ（y）∈-C}. We propose a general decomposition algorithm based on the augmented Lagrangian for solving this complex general variational inequality problems with the coupling constraints.
出处
《应用数学》
CSCD
北大核心
2006年第2期236-245,共10页
Mathematica Applicata
基金
SupportedbytheNationalNaturalSciencesFoundationofChina(70432001),grantedbyGraduatedStudentInnovationFoundationofFudanUniversity
