摘要
提出了一类求解单调变分不等式问题的连续型牛顿法。方法采用不精确的线性搜索以确保整体收敛性 ,从本质上改进了TajiK等 (1993)只能求解强单调变分不等式问题的局限性 ,同时又保持局部二次收敛率。
We first present a continuation type Newton method for solving the monotone variational inequality problems. The method uses the technique of the inexact linear search for assuring its global convergence, and improves essentially the method of Taji K et al(1993), which can only solve the strongly monotone variational inequality problems, and has locally quadratic convergent rate under some conditions. In the last section, numerical results indicate the stability and efficiency of the proposed method.
出处
《工程数学学报》
EI
CSCD
北大核心
2001年第3期1-5,15,共6页
Chinese Journal of Engineering Mathematics
基金
国家自然科学基金资助项目 (199710 6 5 )
