一个关于混合变分不等式问题的投影算法.pdfVIP

2007,27A(2):215–220 ℄ ∗
(   610068) ℄   ℄ MR(2000) 90C33; 90C25; 74C05 O22; O177.92 A 1003-3998(2007)02-215-06 1  x ∈ domϕ F (x), y − x + ϕ(y) − ϕ(x) ≥ 0, ∀y ∈ domϕ, (1) F : Rn → Rn ϕ Rn  domϕ := {x ∈ Rn : ϕ(x) ∞} ϕ , ℄ [1] [2] , Hartman-Stampacchia X x F (x), y − x ≥ 0, ∀y ∈ X. (2) ϕ X [3] 1990 [4] [5–9, 3, 4, 10]. [11] Solodov [7] Svaiter Æ [9] Æ [7] ℄ ÆÆ [7] 2005-10-20; 2006-06-06 E-mail: yrhe@alumni.cuhk.net ∗ Æ (A0324638) (06ZQ026-013) (SZD0406) 216 Æ Vol.27A 2 X ⊂ Rn dist(z, X ) := inf z − x z X x∈X ΠX (z) z X ΠX (x) x − ΠX (x) = dist(x, X ). 2.1 F x∗ ∈ domϕ ϕ y ∈ domϕ , ∗ ∗ ∗ F (x ), y − x + ϕ(y) − ϕ(x ) ≥ 0 ∗ ∗ F (y), y − x + ϕ(y) − ϕ(x ) ≥ 0. ϕ Rn  ϕ x ∈ domϕ ∂ϕ(x) := {ξ ∈ Rn : ϕ(y) − ϕ(x) ≥ ξ, y − x,∀y ∈ domϕ}. (3) [12], ∂ϕ() λ 0, (I + λ∂ϕ)−1 I Jλ (x) := (I + λ∂ϕ)−1(x), p(x) := (I + ∂ϕ)−1(x − F (x)), r(x) := x − p (x). ϕ X Jλ (x) p (x) ΠX (x) ΠX (x − F (x)).  Æ 2.1 x∗ r (x∗ ) = 0. ∗ ∗ ∗ x −F (x ) ∈ ∂ϕ(x ); ∗ ∗ ∗ ∗ x − F (x ) ∈ (I + ∂ϕ)