数学之美何炳生10C.pdf

X - 1 : Projection and Contraction Method for linearly constrained monotone variational inequalities hebma@nju.edu.cn The context of this lecture is based on the publications [2] X - 2 1 Introduction Let and , be a nonempty closed convex set and be a continuous and monotone mapping from into itself. In this paper, we focus on the following constrained variational inequality problem Find such that (1.1) where (1.2) or (1.3) In transportation equilibrium problem, the vector is the path-flow. Usually, denotes the path-link incidence matrix and thus the link flow vector is . The vector denotes the link capacity. Therefore, we use (1.3) to denote the constraint set in the problem (1.1). The method in this lecture is based on the paper [2]. We assume that does not have any explicit form and only its value can be evaluated for given variable. Moreover, we assume that the projection on is simple to carry out. X - 3 By introducing the Lagrangian multiplier and to the linear constraints and , respectively, problem (1.1) can be translated to an enlarged variational inequality VI : Find such that (1.4) where