A DESCENT ALGORITHM FOR SOLVING MONOTONE VARIATIONAL-INEQUALITIES AND MONOTONE COMPLEMENTARITY-PROBLEMS

被引：36

作者：

SMITH, MJ

机构：

[1] Univ of York, Dep of Mathematics,, York, Engl, Univ of York, Dep of Mathematics, York, Engl

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1984年 / 44卷 / 03期

关键词：

MATHEMATICAL TECHNIQUES - Variational Techniques;

D O I：

10.1007/BF00935463

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Provides a descent algorithm for solving certain monotone variational inequalities and shows how this algorithm may be used for solving certain monotone complementarity problems. Convergence is proved under natural monotonicity and smoothness conditions; neither symmetry nor strict monotonicity is required.

引用

页码：485 / 496

页数：12

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