Derivative-free methods for monotone variational inequality and complementarity problems

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	Derivative-free methods for monotone variational inequality and complementarity problems
	Peng, JM
	1998-10-01
发表期刊	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN	0022-3239
卷号	99 期号:1 页码:235-252
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.
关键词	variational inequality problems complementarity problems NCP functions unconstrained optimization constrained optimization
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000076614100012
出版者	PLENUM PUBL CORP
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13674
专题	中国科学院数学与系统科学研究院
通讯作者	Peng, JM
作者单位	Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Peng, JM. Derivative-free methods for monotone variational inequality and complementarity problems[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,1998,99(1):235-252.
APA	Peng, JM.(1998).Derivative-free methods for monotone variational inequality and complementarity problems.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,99(1),235-252.
MLA	Peng, JM."Derivative-free methods for monotone variational inequality and complementarity problems".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 99.1(1998):235-252.