Merit function and global algorithm for box constrained variational inequalities

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	Merit function and global algorithm for box constrained variational inequalities
	Zhang, LP ; Gao, ZY ; Lai, YL
	2002
发表期刊	ACTA MATHEMATICA SCIENTIA
ISSN	0252-9602
卷号	22 期号:1 页码:63-71
摘要	The authors consider optimization methods for box constrained variational inequalities. First, the authors study the KKT-conditions problem based on the original problem. A merit function for the KKT-conditions problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original problem is reformulated as minimization with simple constraints. Then, the authors show that any stationary point of the optimization problem is a solution of the original problem. Finally, a descent algorithm is presented for the optimization problem, and global convergence is shown.
关键词	box constrained variational inequalities the KKT-conditions problem global convergence algorithm
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000174929700008
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17283
专题	中国科学院数学与系统科学研究院
作者单位	1.No Jiaotong Univ, Sch Traff & Transportat, Beijing 100044, Peoples R China 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, LP,Gao, ZY,Lai, YL. Merit function and global algorithm for box constrained variational inequalities[J]. ACTA MATHEMATICA SCIENTIA,2002,22(1):63-71.
APA	Zhang, LP,Gao, ZY,&Lai, YL.(2002).Merit function and global algorithm for box constrained variational inequalities.ACTA MATHEMATICA SCIENTIA,22(1),63-71.
MLA	Zhang, LP,et al."Merit function and global algorithm for box constrained variational inequalities".ACTA MATHEMATICA SCIENTIA 22.1(2002):63-71.