《A Smoothing Newton Method for the Box Constrained Variational Inequality Problems》.pdfVIP

A Smoothing Newton Method for the Box Constrained Variational Inequality Problems XIE Ya-jun1MA Chang-feng2 1.Department of Computer Science, College of Fujian Jiangxia, Fuzhou 350108, China; 2.School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, China Abstract: The box constrained variational inequality problem can be reformulated as a nonsmooth equation by using median operator. In this paper, we present a smoothing New ton method for solving the box constrained variational inequality problem based on a new smoothing approximation function. The proposed algorithm is proved to be well defined and convergent globally under weaker conditions. Key words: median operator; variational inequality problem; smoothing Newton method; global convergence O224 A 1002-0462 (2012) 01-0152-07 2011-01-05 Foundation item: Supported by the NNSF of China; Supported by the Fujian Natural Science Foundation(2009J01002); Supported by the Fujian Department of Education Foundation(JA11270) Biographies: XIE Ya-jun(1980-), male, native of Huian, Fujian, a lecturer of College of Fujian Jiangxia, engages in the theory and algorithms of optimization; MA Chang-feng(1962-), male, native of Longhui, Hunan, a professor of Fujian Normal University, Ph.D., engages in the theory of optimum and algorithm, lattice boltzmann method, etc. 万方数据 NO．1 XIE etahA NewtonMethodforthe 153 Ya-jun Smoothing Itisobviousthat tothe equivalent problem(1．1)is following Z≥0，Xi=Ci， o=0，Cizidi， (1．2) Z