一种求解单调变分不等式的下降型邻近点交替方向乘子法

被引：1

作者：

王永丽

鹿岩

贺国平

机构：

[1] 山东科技大学数学与系统科学学院

来源：

山东科技大学学报(自然科学版) | 2014年 / 33卷 / 05期

关键词：

变分不等式; 可分离结构; 交替方向乘子法; 邻近点算法; 下降方向;

D O I：

10.16452/j.cnki.sdkjzk.2014.05.003

中图分类号：

O224 [最优化的数学理论];

学科分类号：

070105 [运筹学与控制论];

摘要：

针对具有可分结构的单调变分不等式问题,基于邻近点算法和文献[12]提出的下降型算法构造了一个新的下降方向,并利用下降量的下界来选择最优步长,提出一种下降型邻近点交替方向乘子法;证明了算法的收敛性;并将该方法与文献[11]中算法的下降量下界进行比较,从理论上说明了算法的优越性。

引用

页码：95 / 101

页数：7

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