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2005年04月15日

【期刊论文】Some recent advances in projection-type methods for variational inequalities

修乃华, Naihua Xiua, Jianzhong Zhangb, *

Journal of Computational and Applied Mathematics 152(2003)559~585,-0001,():

-1年11月30日

摘要

Projection-type methods are a class of simple methods for solving variational inequalities, especially for complementarity problems.In this paper we review and summarize recent developments in this class of methods, and focus mainly on some new trends in projection-type methods.

Variational inequality problem, Complementarity problem, Projection method, Predictor, Corrector

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2005年04月15日

【期刊论文】Convergence of the Gradient Projection Method for Generalized Convex Minimization*

修乃华, CHANGYU WANG, NAIHUA XIU

Computational Optimization and Applications, 16, 111~120, 2000,-0001,():

-1年11月30日

摘要

This paper develops convergence theory of the gradient projection method by Calamai andMore (Math. Programming, vol. 39, 93-116, 1987) which, for minimizing a continuously differentiable optimization problem min{f .(x): x ∈ Ω} where Ω is a nonempty closed convex set, generates a sequence xk+1=(ak-ak)▽f (xk))where the stepsize ak > 0 is chosen suitably. It is shown that, when f (x) is a pseudo-convex (quasi-convex) function, this method has strong convergence results: either xk→x* and x* is a minimizer (stationary point); or ‖xk‖→arg min{f (x) : x ∈ Ω}= and f (xk) inf{ f (x): x ∈ Ω}.

generalized convex minimization,, gradient projection method,, global convergence

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2005年04月15日

【期刊论文】A GLOBAL LINEAR AND LOCAL QUADRATIC NONINTERIOR CONTINUATION METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS BASED ON CHEN-MANGASARIAN SMOOTHING FUNCTIONS

修乃华, BINTONG CHEN†, AND NAIHUA XIU‡

SIAM J. OPTIM. 1999 Society for Industrial and Applied Mathematics Vol. 9, No.3, pp. 605~623,-0001,():

-1年11月30日

摘要

A noninterior continuation method is proposed for nonlinear complementarity problems. It improves the noninterior continuation methods recently studied by Burke and Xu [Math. Oper. Res., 23 (1998), pp. 719{734} and Xu [The Global Linear Convergence of an Infeasible Non-Interior Path-following Algorithm for Complementarity Problems with Uniform P-functions, Preprint, Department of Mathematics, University of Washington, Seattle, 1996]; the interior point neighborhood technique is extended to a broader class of smoothing functions introduced by Chen and Mangasarian [Comput. Optim. Appl., 5 (1996), pp. 97{138}. The method is shown to be globally linearly convergent following the methodology established by Burke and Xu. In addition, a local acceleration step is added to the method so that it is also locally quadratically convergent under suitable assumptions.

nonlinear complementarity problem,, continuation method,, smoothing function,, global linear convergence,, local quadratic convergence

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2005年04月15日

【期刊论文】Modified Fixed-Point Equations and Related Iterative Methods for Variational Inequalities

修乃华, NAIHUA XIU, YiJu WANG, XIANGSUN ZHANG

Computers and Mathematics with Applications 47(2004)913~920,-0001,():

-1年11月30日

摘要

In this paper, we study the equivalence characterizations of several modified fixedpoint equations to variational inequalities (VI). Based on these equations, we give some applications in constructing iterative methods for the solution of the VI. Especially, we show global convergence, the sublinear convergence, and the finite termination of a new iterative algorithm under certain conditions.

Variational inequalities,, Fixed-point equation,, Projection,, lterative method.,

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2005年04月15日

【期刊论文】A Characteristic Quantity of P-Matrices

修乃华, NAIHUA XIu, JIANZHONG ZHANG

Applied Mathematics Letters 15(2002)41~46,-0001,():

-1年11月30日

摘要

In this note, we develop some new properties of a fundamental quantity associated with a P-matrix introduced by Mathias and Pang[1]. Also, based on extensions of such a quantity, we obtain global error bounds for the vertical and horizontal linear complementarity problems.

P-matrix,, Vertical (, horizontal), linear complementarity problem,, Global error bound.,

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    北京交通大学,北京

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