标题:
求解拟变分不等式问题的一种外梯度算法An Extragradient Algorithm for Quasi-Variat-Ional Inequality Problem
作者:
袁媛媛, 张文伟, 屈彪
关键字:
拟变分不等式, 投影, 外梯度Quasi-Variational Inequality, Projection, Extragradient
期刊名称:
《Advances in Applied Mathematics》, Vol.4 No.1, 2015-02-27
摘要:
本文给出了求解拟变分不等式问题的一种投影算法，在算法的第二次投影步中，把到一般闭凸集上的投影松弛为到半空间的投影，这在一定程度上减少了计算的难度。该算法的全局收敛性得到证明。In this paper, we present a projection-like algorithm for solving the quasi-variational inequality problem. In the second projection step of the algorithm, we replace the orthogonal projection onto a general closed convex set with a projection onto a halfspace, which reduces the difficulty of cal-culation to some extent. The global convergence of the algorithm is given.