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ALTERNATING PROJECTION BASED PREDICTION-CORRECTION METHODS FOR STRUCTURED VARIATIONAL INEQUALITIES
  • ISSN号:0254-9409
  • 期刊名称:《计算数学:英文版》
  • 时间:0
  • 分类:O221[理学—运筹学与控制论;理学—数学]
  • 作者机构:[1]Department of Mathematics, Nanjing University, Nanjing 210093, China, [2]Department of Mathematics, Hong Kong Baptist University, Hong Kong, China, [3]Department of Mathematics, California State University, FuUerton CA 92834, USA
  • 相关基金:The research of the first author is supported by NSFC Grant 10571083. The research of the second author is supported in part by grants from Hong Kong Baptist University and the Research Grant Council of Hong Kong,
中文摘要:

单调变化不平等Ⅵ(Ω, F ) 有广阔应用程序,包括最佳的控制和凸的编程。在我们在Ⅵ上集中的这篇论文,有详细规格切开的问题组织并且在哪个印射的 F 没有一种明确的形式,因此,它的仅仅功能价值能为解决如此的问题在数字方法被采用。我们学习是的一套数字方法容易工具能。建议方法的每次重复由二个过程组成。(预言) 首先,过程利用轮流出现的设计生产一个预言者。第二(修正) 过程产生新经由一些次要的计算重申。建议方法的集中在温和条件下面被证明。为一些交通平衡问题的初步的数字实验说明建议方法的有效性。

英文摘要:

The monotone variational inequalities VI(Ω, F) have vast applications, including optimal controls and convex programming. In this paper we focus on the VI problems that have a particular splitting structure and in which the mapping F does not have an explicit form, therefore only its function values can be employed in the numerical methods for solving such problems. We study a set of numerical methods that are easily implementable. Each iteration of the proposed methods consists of two procedures. The first (prediction) procedure utilizes alternating projections to produce a predictor. The second (correction) procedure generates the new iterate via some minor computations. Convergence of the proposed methods is proved under mild conditions. Preliminary numerical experiments for some traffic equilibrium problems illustrate the effectiveness of the proposed methods.

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期刊信息
  • 《计算数学:英文版》
  • 主管单位:
  • 主办单位:中国科学院数学与系统科学研究院
  • 主编:
  • 地址:北京2719信箱
  • 邮编:100080
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  • 国际标准刊号:ISSN:0254-9409
  • 国内统一刊号:ISSN:11-2126/O1
  • 邮发代号:
  • 获奖情况:
  • 中国期刊方阵“双效”期刊
  • 国内外数据库收录:
  • 美国数学评论(网络版),德国数学文摘,荷兰文摘与引文数据库,美国科学引文索引(扩展库),英国科学文摘数据库,日本日本科学技术振兴机构数据库
  • 被引量:193