变分不等式与互补问题、双层规划与平衡约束数学规划问题的若干进展.pdfVIP

2014年3月 Mar. , 2014 运筹学学报 Operations Research Transactions 变分不等式与互补问题、双层规划 与平衡约束数学规划问题的若干进展* 黄正海l 林贵华2 修乃华3，↑ 第18卷第1期 Vo1.18 No.1 摘要考虑有限维变分不等式与互补问题、双层规划以及均衡约束的数学规划问题.在简 单介绍这些问题之后，重点介绍近年来这些领域中发展迅速的几个研究方向，包括对称锥互 补问题的理论与算法、变分不等式的投影收缩算法、随机变分不等式与随机互补问题的模型 与方法、双层规划以及均衡约束数学规划问题的新方法.最后提出几个进一步研究的方向. 关键词变分不等式，互补问题，双层规划，均衡约束的数学规划问题 中图分类号 0224， 0221 2010 数学分类号 90C33 ， 90C30, 65K05 , 65K10 , 65K15 Several developments of variational inequalities and complementarity problems, bilevel programming and 岛1PEC* HUANG Zhenghai 1 LIN Guihua 2 XIU Naihua 3 ,t Abstract This paper investigates finite-dimensional variational inequalities and complementarity problems, bilevel programming problems and mathematical programs with equilibrium constraints (MPECs). After a brief introduction to these problems, this paper focuses on several recent rapidly developing aspects in these fields, which include theories and methods for symmetric cone complementarity problems, projection and con- traction methods for variational inequality problems, models and methods for stochastic variational inequalities and stochastic complementarity problems, and new methods for bilevel programming problems and MPECs. Finally, several future research directions are proposed in this paper. Keywords variational inequality, complementarity problem, bilevel programming, mathematical program with equilibrium constraints Chinese Library Classification 0224, 0221 2010 Mathematics Subject Classification 90C33, 90C30, 65K05 , 65K10 , 65K15 收稿日期: 2013年12月 19 日 *基金项目:国家自然科学基金 (Nos. 1.天津大学理学院数学系，天津 300072; Department of Mathematics, School of Science, Tianjin Uni- versity, Tianjin 300072, China 2. 上海大学管理学院，上海 200444; School of Management, Shanghai University, Shanghai 200444, China 3. 北京交通大学理学院数学系，北京 100044; Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, China f 通讯作者 Corresponding author, Email: nhxiu@ 114 黄正海，林贵华，修乃华 1