数学物理学报(英文版) ›› 2002, Vol. 22 ›› Issue (1): 63-71.

• 论文 • 上一篇    下一篇

MERIT FUNCTION AND GLOBAL ALGORITHM FOR BOX CONSTRAINED VARIATIONAL INEQUALITIES

 张立平, 高自友, 赖炎连   

  1. School of Traffic and Transportation, Northern Jiaotong University, Beijing 100044, China Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China
  • 出版日期:2002-01-14 发布日期:2002-01-14
  • 基金资助:

    This work is supported by the National Natural Science Foundation of China(No.19971002)

MERIT FUNCTION AND GLOBAL ALGORITHM FOR BOX CONSTRAINED VARIATIONAL INEQUALITIES

 ZHANG Li-Ping, GAO Zi-You, LAI Yan-Lian   

  1. School of Traffic and Transportation, Northern Jiaotong University, Beijing 100044, China Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China
  • Online:2002-01-14 Published:2002-01-14
  • Supported by:

    This work is supported by the National Natural Science Foundation of China(No.19971002)

摘要:

The authors consider optimization methods for box constrained variational inequalities. First, the authors study the KKT-conditions problem based on the original problem. A merit function for the KKT-conditions problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original problem is reformulated as minimization with simple constraints. Then, the authors show
that any stationary point of the optimization problem is a solution of the original problem. Finally, a descent algorithm is presented for the optimization problem, and global convergence is shown.

关键词: Box constrained variational inequalities, the KKT-conditions problem,global convergence algorithm

Abstract:

The authors consider optimization methods for box constrained variational inequalities. First, the authors study the KKT-conditions problem based on the original problem. A merit function for the KKT-conditions problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original problem is reformulated as minimization with simple constraints. Then, the authors show
that any stationary point of the optimization problem is a solution of the original problem. Finally, a descent algorithm is presented for the optimization problem, and global convergence is shown.

Key words: Box constrained variational inequalities, the KKT-conditions problem,global convergence algorithm

中图分类号: 

  • 90C33