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| An Affine Scaling Interior Trust Region Method via Optimal Path for Solving Monotone Variational Inequality Problem with Linear Constraints |
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Citation： |
Yunjuan WANG,Detong ZHU.An Affine Scaling Interior Trust Region Method via Optimal Path for Solving Monotone Variational Inequality Problem with Linear Constraints[J].Chinese Annals of Mathematics B,2008,29(3):273~290 |
| Page view： 1193
Net amount： 796 |
Authors： |
Yunjuan WANG; Detong ZHU |
Foundation： |
Project supported by the National Natural Science Foundation of China (No. 10471094), the DoctoralmProgrammer Foundation of the Ministry of Education of China (No. 0527003), the Shanghai Leading Aca- demic Discipline Project (No. T0401), and the Science Foundation Grant of Shanghai Municipal Education Committee (Nos. 05DZ11, 06A110). |
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| Abstract： |
Based on a differentiable merit function proposed by Taji et al. in “Math. Prog. Stud., 58, 1993, 369–383”, the authors propose an affine scaling interior trust region strategy via optimal path to modify Newton method for the strictly monotone variational inequality problem subject to linear equality and inequality constraints. By using the eigensystem decomposition and affine scaling mapping, the authors form an affine scaling optimal curvilinear path very easily in order to approximately solve the trust region subproblem. Theoretical analysis is given which shows that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions. |
Keywords： |
Trust region, Affine scaling, Interior point, Optimal path, Variational inequality problem |
Classification： |
90C33, 49M99 |
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