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
DOI: 10.12677/AAM.2015.41009, PDF,    国家自然科学基金支持
作者: 袁媛媛, 张文伟, 屈 彪：曲阜师范大学管理学院，山东 日照
关键词: 拟变分不等式；投影；外梯度；Quasi-Variational Inequality； Projection； Extragradient
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。
Abstract: 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. 
文章引用：袁媛媛, 张文伟, 屈彪. 求解拟变分不等式问题的一种外梯度算法[J]. 应用数学进展, 2015, 4(1): 70-75. https://dx.doi.org/10.12677/AAM.2015.41009

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