变分不等式问题的次梯度外梯度投影算法研究-运筹学与控制论专业论文.docx

优秀毕业论文 V V On Subgradient Extragradient Projection Algorithms for Solving Variational Inequality Problems ABSTRACT Variational inequality problem(VIP) is a very important research field in the Operational Research and has a wide range of applications in signal processing ， image reconstruction ，system identification ，automatic control and other science 且elds. It has been concerned widely by many domestic and foreign experts and scholars since being proposed. Some 仕uitful results have been achieved in its theories and algorithms. Among others ，the projection-tye algorithms are impor- tant and representative in these algorithms. It is well known ，if the projection is easily calculated ，projection-type algorithms are not only simple in form ，but also practical and effective ，small space occupied ，suitable for dealing with large scale problems. However ，in some cases it is impossible or needs too much work to exactly compute the orthogonal projection ，which will certainly affect the co且ver- gence speed. To overcome this shortcoming of the projection algorithm ，Censor presented the subgradient extragradient projection algorithm. To some exte旧， he has reduced the computational complexity of the algorithm. On this basis ， we give a further study for the subgradient extragradient projection algorithm in this article. The full thesis is divided into three chapters. The 且rst chapter is a丑 introduction. We describe the application back- grounds and the research situations of the variational inequality problems(VIP) and the main results obtained in this article. In the second chapter ，we propose two Armijo-like stepsize subgradient ex- tragradient projection algorithms and their inexact forms for solving variational inequality problems. In order to overcome the difficulty on the computation of the orthogonal projection ，Censor proposes a class of subgradient extragradient projection algorithms ，which repl