Year: 1999
Author: Bing-Sheng He
Journal of Computational Mathematics, Vol. 17 (1999), Iss. 4 : pp. 425–434
Abstract
Some optimization problems in mathematical programming can be translated to a variant variational inequality of the following form: Find a vector $\u^*$,such that $$Q(u^*)∈Ω,(v-Q(u^*))^Tu^* ≥ 0, ∀_v∈Ω.$$. This paper presents a simple iterative method for solving this class of variational inequalities. The method can be viewed as an extension of the Goldstein's projection method. Some results of preliminary numerical experiments are given to indicate its applications.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1999-JCM-9113
Journal of Computational Mathematics, Vol. 17 (1999), Iss. 4 : pp. 425–434
Published online: 1999-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Variational inequality Goldstein Projection method.