A projected gradient method with nonmonotonic backtracking technique for solving convex constrained monotone variational inequality problem

被引：1
|
作者：
Wang Yun-juan [1 ,2 ]
Zhu De-tong [3 ]
机构：
[1] Shanghai Dianji Univ, Sch Arts & Sci, Shanghai 200240, Peoples R China
[2] Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China
[3] Shanghai Normal Univ, Coll Business, Shanghai 200234, Peoples R China
来源：
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B | 2008年 / 23卷 / 04期
基金：
中国国家自然科学基金;
关键词：
D O I：
10.1007/s11766-008-1887-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Based on a differentiable merit function proposed by Taji, et al in "Mathematical Programming, 1993, 58: 369-383", a projected gradient trust region method for the monotone variational inequality problem with convex constraints is presented. Theoretical analysis is given which proves that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm.
引用
收藏
页码：463 / 474
页数：12
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