Derivative-free methods for monotone variational inequality and complementarity problems

被引：6

作者：

Peng, JM ^{[1
]}

机构：

[1] Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1998年 / 99卷 / 01期

基金：

中国国家自然科学基金;

关键词：

variational inequality problems; complementarity problems; NCP functions; unconstrained optimization; constrained optimization;

D O I：

10.1023/A:1021712513685

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Monotone variational inequality problems with box constraints and complementarity problems are reformulated as simple-bound optimization problems. Some derivative-free methods for these problems are proposed. It is shown that, for these new methods, the updated point sequence remains feasible with respect to its simple constraints if the initial point is feasible. Under certain conditions, these methods are globally convergent.

引用

页码：235 / 252

页数：18

共 50 条

[1] Derivative-free methods for monotone variational inequality and complementarity problems
Stt. Key Lab. of Sci. and Eng. Comp., Inst. Compl. Math. Sci./Eng. Comp., Chinese Academy of Sciences, Beijing, China
不详
[J]. J. Optim. Theory Appl, 1 (235-252):
[2] Derivative-Free Methods for Monotone Variational Inequality and Complementarity Problems
J. M. Peng
[J]. Journal of Optimization Theory and Applications, 1998, 99 : 235 - 252
[3] A Linearly Convergent Derivative-Free Descent Method for Strongly Monotone Complementarity Problems
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