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连续非单调变分不等式的一种惯性投影算法

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一种求解非单调变分不等式问题的投影算法(IPA)由Ye(2022)提出.IPA无需变分不等式的映射具有任何的单调性,仅在映射连续且对偶变分不等式解集非空的条件下得到了算法的全局收敛性.本文提出了惯性的IPA算法,并在相同的假设下证明了新算法的全局收敛性.数值实验表明,惯性方法能加速IPA.
An inertial projection algorithm for nonmonotone continuous variational inequalities
An infeasible projection algorithm(IPA)for solving nonmonotone varia-tional inequality problems was proposed by Ye(2022).Without needing any monotonicity condition of the underlying mapping,the global convergence of the sequence generated by IPA is established whenever the underlying mapping is continuous and the solution set of the dual variational inequality is nonempty.In this paper,we present an inertial I-PA for solving nonmonotone variational inequalities.The global convergence of this new algorithm is proved under the same assumptions in IPA.Numerical experiments show that the inertial technique can accelerate IPA.

variational inequalitiesprojection algorithmnonmonotoneinertial technique

叶明露、黄明

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四川高等院校优化理论与应用重点实验室,西华师范大学数学与信息学院,四川南充 637009

变分不等式 投影算法 非单调 惯性方法

国家自然科学基金面上项目西华师范大学培育项目

1187105920A024

2024

运筹学学报
中国运筹学会

运筹学学报

CSTPCD北大核心
影响因子:0.25
ISSN:1007-6093
年,卷(期):2024.28(2)