Self-adaptive Prediction-correction Method for Constrained Linear Variational Inequality Problems

摘要：

Projection-type methods are classical approaches for variational inequalities. This article presents a new self-adaptive projection type prediction-correction method for solving a class of linear variational inequalities. At each iteration, it only needs to perform some orthogonal projections onto simple convex sets and some matrix-vector multiplications. The method makes use of a new descent direction to produce the new iterate and can be also viewed as a projection-based descent method. Convergence of the proposed method is proved under certain conditions.

关键词： linear variational inequalities prediction-correction method projection-based method

作者: Kaixun Chen Min Sun

作者单位: Feixian School Linyi Normal University Feixian, Shandong, P.R. China Department of Mathematics and Information Science Zaozhuang University Zaozhuang, Shandong, P.R. Chi

会议类型: 国际会议

会议名称: 2010 International Asia Conference on Optical Instrument and Measurement(2010年IEEE光学仪器与测量国际会议 ACPIM 2010)

会议地点: 深圳

会议语种:英文

页码: 118-121

在线出版日期: 2010-11-20（万方平台首次上网日期，不代表论文的发表时间）