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求解单调变分不等式的一个近似邻近点算法

An Approximate Proximal Point Algorithm for Monotone Variational Inequalities
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摘要 给出求解单调变分不等式问题的一个近似邻近点算法,在不需要任何中间步骤的条件下证明算法的收敛性.本算法的误差准则比已知算法更宽松. An approximate proximal point algorithm for solving monotone variational inequalities is constructed, and the convergence of the algorithm is proved under the condition that any indirect step is not required. The error criterion of this algorithm is less restrictive than known algorithms.
作者 唐国吉
机构地区 广西民族大学数学与计算机科学学院
出处 《广西科学》 CAS 2008年第3期257-259,共3页 Guangxi Sciences
基金 广西民族大学青年科学基金项目(2007QN25)资助
关键词 变分不等式 邻近点算法 收敛性 variational inequalities, proximal point algorithm, convergence
分类号 O224 [理学—运筹学与控制论]
  • 相关文献

参考文献9

  • 1Ferris M C,Pang J S. Engineering and economic applications of complementarity problems[J]. SIAM Review, 1997,39 : 669-713.
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  • 6何炳生,杨振华,廖立志.极大单调算子的一个新的近似邻近点算法[J].中国科学（A辑）,2002,32(11):1026-1032. 被引量：13
  • 7王治华.关于单调变分不等式的不精确邻近点算法的收敛性分析[J].高等学校计算数学学报,2003,25(4):336-343. 被引量：8
  • 8Han Deren,He Bingsheng. A new accuracy criterion for approximate proximal point algorithms[J]. J Math Anal and Appl, 2001,263 : 343-354.
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二级参考文献23

  • 1[1]Brezis H. Operateurs Maximaux Monotone et Semi-Groups de Contractions dans les Espaces de Hilbert.Amsterdam: North-Holland, 1973
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共引文献14

广西科学
2008年 第3期

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