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

被引：0
|
作者：
Yun-juan Wang
De-tong Zhu
机构：
[1] Shanghai Dianji Univ.,School of Arts and Sci.
[2] Shanghai Normal Univ.,Dept. of Math.
[3] Shanghai Normal Univ.,College of Business
来源：
Applied Mathematics-A Journal of Chinese Universities | 2008年 / 23卷
关键词：
trust region; line search; projected gradient; variational inequality; 90C33; 49M99;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：463 / 474
页数：11
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