东南大学学报（英文版）2008，Vol.24Issue(4)：537-540,4.
求解单调变分不等式的两类近似邻近点算法比较
Comparison of two kinds of approximate proximal point algorithms for monotone variational inequalities
陶敏1
作者信息
- 1. 南京邮电大学数理学院,南京,210046
- 折叠
摘要
Abstract
This paper proposes two kinds of approximate proximal point algorithms (APPA) for monotone variational inequalities, both of which can be viewed as two extended versions of Solodov and Svaiter's APPA in the paper "Error bounds for proximal point subproblems and associated inexact proximal point algorithms" published in 2000. They are both prediction-correction methods which use the same inexactness restriction; the only difference is that they use different search directions in the correction steps. This paper also chooses an optimal step size in the two versions of the APPA to improve the profit at each iteration. Analysis also shows that the two APPAs are globally convergent under appropriate assumptions, and we can expect algorithm 2 to get more progress in every iteration than algorithm 1. Numerical experiments indicate that algorithm 2 is more efficient than algorithm 1 with the same correction step size.关键词
单调变分不等式/近似邻近点算法/非精确准则Key words
monotone variational inequality/approximate proximate point algorithm/inexactness criterion分类
数理科学引用本文复制引用
陶敏..求解单调变分不等式的两类近似邻近点算法比较[J].东南大学学报（英文版）,2008,24(4):537-540,4.
