邹雨航, 叶明露. 求解伪单调广义变分不等式的次梯度外梯度算法[J]. 内江师范学院学报, 2023, 38(4): 24-28. DOI: 10.13603/j.cnki.51-1621/z.2023.04.005
    引用本文: 邹雨航, 叶明露. 求解伪单调广义变分不等式的次梯度外梯度算法[J]. 内江师范学院学报, 2023, 38(4): 24-28. DOI: 10.13603/j.cnki.51-1621/z.2023.04.005
    ZOU Yuhang, YE Minglu. A subgradient extradient algorithm for solving pseudomonotone generalized variational inequalities[J]. Journal of Neijiang Normal University, 2023, 38(4): 24-28. DOI: 10.13603/j.cnki.51-1621/z.2023.04.005
    Citation: ZOU Yuhang, YE Minglu. A subgradient extradient algorithm for solving pseudomonotone generalized variational inequalities[J]. Journal of Neijiang Normal University, 2023, 38(4): 24-28. DOI: 10.13603/j.cnki.51-1621/z.2023.04.005

    求解伪单调广义变分不等式的次梯度外梯度算法

    A subgradient extradient algorithm for solving pseudomonotone generalized variational inequalities

    • 摘要: 2012年Censor等在欧氏空间里提出了一种求解伪单调变分不等式的算法.该算法在映射为Lipschitz连续且伪单调的条件下得到了全局收敛性.基于该算法,将其推广到广义变分不等式,并在集值映射F连续且伪单调的条件下,证明了算法的全局收敛性.数值实验表明了新算法的可行性.

       

      Abstract: In 2012, Censor etc proposed an algorithm for solving pseudo-monotone variational inequalities in Euclidean space. The algorithm achieves global convergence under the condition that the mapping is Lipschitz continuous and pseudo-monotone, based on which the algorithm is extended to generalized variational inequalities, and the global convergence of the algorithm is proved under the condition that the set-valued map is continuous and pseudo-monotone. Numerical experiments are conducted to confirm the feasibility of new algorithm.

       

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