This paper considers a class of variational inequalities with linear constraints:finding x∗∈Ω,such that F(x∗)T(x-x∗)≥0,∀x∈Ω,where Ω={x∈Rn|Ax≤b,x∈K},A∈Rm×n,b∈Rm,K is a simple nonempty closed convex subset of Rn,F is a continuous unknown mapping from Rn toRn,and satisfies the strong monotonicity.We study a new prediction correction method for this class of problems.Based on the previous convergence results,we further analyze the linear convergence by using the error bound condition.Finally,two numerical results in traffic equilibrium problems with linear constraints demonstrate the effectiveness of the algorithm.
关键词
线性约束/变分不等式/全局线性收敛性/预测校正方法
Key words
linear constraints/variational inequalities/global linear convergence/prediction correction method
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