摘要
In this paper we introduce a class of iterative methods for solution of monotone variational inequalities. The method can be viewed as an extension of the Levenberg-Marquardt method for unconstrained optimization, or the generalization of the Douglas-Rachford operator splitting methods when applied to monotone variational inequalities. Each iteration of the method consists essentially of solving a system of nonlinear equations. The convergence proof for the presented method is very
In this paper we introduce a class of iterative methods for solution of monotone variational inequalities. The method can be viewed as an extension of the Levenberg-Marquardt method for unconstrained optimization, or the generalization of the Douglas-Rachford operator splitting methods when applied to monotone variational inequalities. Each iteration of the method consists essentially of solving a system of nonlinear equations. The convergence proof for the presented method is very simple
出处
《计算数学》
CSCD
北大核心
1998年第4期337-344,共8页
Mathematica Numerica Sinica
基金
国家自然科学基金!19671041
江苏省自然科学基金
国家教委博士点专项基金
