求解一类带约束的“黑箱”逆变分不等式
首发时间:2006-09-06
摘要: 在很多平衡系统状态控制问题中,平衡状态往往被限制在一个约束集中,而不是变量。我们称这种问题的数学形式为逆变分不等式(IVI),因为(IVI)中的变量和函数的位置与经典变分不等式(VI)中的位置刚好相反。此外, IVI中的函数通常没有任何显式形式, 我们只能通过一些“黑箱”观测或者计算出函数值。为求解一类带约束的“黑箱”逆变分不等式问题,我们提出一种基于临近点算法(PPA)的求解方法,在求解过程中该方法只需要给定变量的函数值。
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Solving a class of constrained `black-box
Abstract:In many system equilibrium state control problems, the equilibrium states, instead of the control variables, are required to be in a constrained set. We call the mathematical form of such problems an inverse variational inequality (IVI) because the variable and the function in IVI are in the opposite positions of a classical variational inequality (VI). In addition, the function in IVI usually may not have any explicit forms and we can only evaluate or observe the functional values through some `black-box
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