[1]浦志勤.解线性变分不等式问题的一个简单交替方向法(英文)[J].南京师范大学学报(自然科学版),2007,30(03):21-25.
 Pu Zhiqin.A Simple Alternating Direction Method for Linear Variational Inequality Problems[J].Journal of Nanjing Normal University(Natural Science Edition),2007,30(03):21-25.
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解线性变分不等式问题的一个简单交替方向法(英文)()
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《南京师范大学学报》(自然科学版)[ISSN:1001-4616/CN:32-1239/N]

卷:
第30卷
期数:
2007年03期
页码:
21-25
栏目:
数学
出版日期:
2007-09-30

文章信息/Info

Title:
A Simple Alternating Direction Method for Linear Variational Inequality Problems
作者:
浦志勤;
南京师范大学数学与计算机科学学院 江苏南京210097
Author(s):
Pu Zhiqin
School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097,China
关键词:
交替方向法 线性变分不等式 全局收敛
Keywords:
altern at ing d irect ion m ethod linear var iational inequal ity p rob lem global convergence
分类号:
O178
摘要:
解变分不等式的交替方向法每一步需要解一个(几个)变分不等式子问题,算法的有效性受这些子问题的影响很大.本文提出了一个解线性变分不等式的简单的交替方向法.在每一步迭代中,只需要做矩阵-向量乘法和到简单集合的投影,使得算法的效率得到保证.在适当的条件下证明了算法的全局收敛性.初步的数值结果表明,我们的新算法较原有同类算法有所改进.
Abstract:
The alternat ing d irectionm ethods for so lving variational in equality problem s n eeds to solve several subprob lem s, wh ich are also variational inequ alities. Thu s, the ef ficiency of th is type ofm ethod s is in fluenced by the m ethod s for solving the subprob lem s. In th is paper, w e p ropose a sim ple alternating d irection m ethod. It need s on ly to perform som e m atrix- vector p roduct ions and project ion on to a sim p le set. Under m ild assum p tion, w e show the global conver gence of the m ethod. Som e prelim inary com putational resu lts are reported, show ing th e efficiency of the proposedm eth od.

参考文献/References:

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备注/Memo

备注/Memo:
Biography: Pu Zh iq in, born in 1965, lecturer, m ajored in theory and app licat ion of opt im ization. E-m ail:puzh iq in@ n jnu. edu. cn
更新日期/Last Update: 2013-05-05