Merit function and global algorithm for box constrained variational inequalities
文献类型：期刊论文
| 作者 | Zhang, LP; Gao, ZY; Lai, YL |
| 刊名 | ACTA MATHEMATICA SCIENTIA
 |
| 出版日期 | 2002 |
| 卷号 | 22期号:1页码:63-71 |
| 关键词 | box constrained variational inequalities the KKT-conditions problem global convergence algorithm |
| ISSN号 | 0252-9602 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000174929700008 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17282]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.No Jiaotong Univ, Sch Traff & Transportat, Beijing 100044, Peoples R China 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, LP,Gao, ZY,Lai, YL. Merit function and global algorithm for box constrained variational inequalities[J]. ACTA MATHEMATICA SCIENTIA,2002,22(1):63-71. |
| APA | Zhang, LP,Gao, ZY,&Lai, YL.(2002).Merit function and global algorithm for box constrained variational inequalities.ACTA MATHEMATICA SCIENTIA,22(1),63-71. |
| MLA | Zhang, LP,et al."Merit function and global algorithm for box constrained variational inequalities".ACTA MATHEMATICA SCIENTIA 22.1(2002):63-71. |
入库方式： OAI收割
来源：数学与系统科学研究院
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