一类广义隐互补问题的投影组合算法

郑邦贵,王刚,邓晓卫

系统科学与数学 ›› 2014, Vol. 34 ›› Issue (1) : 43-52.

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PDF(357 KB)
系统科学与数学 ›› 2014, Vol. 34 ›› Issue (1) : 43-52. DOI: 10.12341/jssms12247
论文

一类广义隐互补问题的投影组合算法

    郑邦贵,王刚,邓晓卫
作者信息 +

A LINEAR COMBINATORIAL PROJECTION METHOD FOR A CLASS OF GENERALIZED IMPLICIT COMPLEMENTARITY PROBLEMS

    ZHENG Banggui ,WANG Gang, DENG Xiaowei
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摘要

隐互补问题在自然科学中的诸多领域有着广泛的应用.研究了一类广义隐互补问题.利用外梯度法的两种改进算法构造了新的投影迭代算法,并将其应用到这类广义隐互补问题中,研究了在伪单调的条件下算法的收敛性,并讨论了新算法的参数和校正步长的选择方法.

Abstract

Implicit complementarity problem (ICP) can be applied to many fileds of natural science. In this article, we study a class of generalized implicit complemen-
tarity problems. We suggest a linear combinatorial projection method based on two improved extra-gradient methods. And the lineacombinatorial projection method is used to solve ICP. The linear combinatorial projection method is applied to gener- alized implicit complementarity problem and its convergence with pseudomonotone function is proven. Finally, the choice for the step size correction and the parameters of the method is discussed.

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郑邦贵,王刚,邓晓卫. 一类广义隐互补问题的投影组合算法. 系统科学与数学, 2014, 34(1): 43-52. https://doi.org/10.12341/jssms12247
ZHENG Banggui ,WANG Gang, DENG Xiaowei. A LINEAR COMBINATORIAL PROJECTION METHOD FOR A CLASS OF GENERALIZED IMPLICIT COMPLEMENTARITY PROBLEMS. Journal of Systems Science and Mathematical Sciences, 2014, 34(1): 43-52 https://doi.org/10.12341/jssms12247
中图分类号: 90C33   
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