簡易檢索 / 詳目顯示

研究生: 蔡佩旻
Pei-Min Tsai
論文名稱: 關於變分不等式的輔助問題原理
指導教授: 朱亮儒
Chu, Liang-Ju
學位類別: 碩士
Master
系所名稱: 數學系
Department of Mathematics
論文出版年: 2002
畢業學年度: 90
語文別: 中文
論文頁數: 24
中文關鍵詞: kwc 變分不等式近似點方法輔助問題原理偽單調算子強偽單調算子(l,w)-上半連續(w,s)-上半連續
英文關鍵詞: kwe variational inequality, proximal point algorithm, auxiliary principle problem, pseudomonotone, strongly pseudomonotone, pseudo-Dunn property, (l,w)-u.s.c., (w,s)-u.s.c.
論文種類: 學術論文
相關次數: 點閱:374下載:7
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 輔助問題原理允許我們藉由解決輔助問題的一個數列去尋找最佳化的問題(例如:最小化問題,鞍點問題,變分不等式問題,...等)的解。
    根據 Cohen 的輔助問題原理,我們介紹並分析一個演算法來解決一般性的變分不等式 VI(T,C)問題。
    為了解決關於一般的非單調算子在自反的巴那赫空間中多值的變分不等式問題,所以在這篇文章裡,近似方法的觀念被介紹而且一個收斂的演算法也被提出。而我們文章的目標就是為了輔助問題原理去建立類似的連結。事實上,這篇論文的要旨有兩層:
    (1)一般化單調算子的條件之下,以輔助問題原理為基礎,
    我們處理演算法的收斂性,例如: pseudo-Dunn property,強偽單調性,$alpha$-強偽單調性,...等。
    (2)我們提出一個修改的演算法,在一個缺乏強單調性質的輔助函數條件之下,來解決變分不等式的解之收斂性。

    The auxiliary problem principle allows us to find the solution of an optimization problem (minimization problem, saddle-point problem, variational inequality problem, etc.) by solving a sequence of auxiliary problem. Following the auxiliary problem principle of Cohen, we introduce and analyze an algorithm to solve the usual variational inequality VI(T,C). In this paper, the concept of proximal method is introduced and a convergent algorithm is proposed for solving set-valued variational inequalities involving nonmonotone operators in reflexive Banach spaces. The aim of our work is to establish similar links for the auxiliary problem principle. In fact, the purpose of this paper has two folds :
    (1) We first deal with the convergence of algorithm based on the auxiliary problem principle under generalized
    monotonicity, such as, pseudo-Dunn property, strong pseudomonotonicity, $alpha$-strong pseudomonotonicity, etc.
    (2) We present a modified algorithm for solving our variational inequalities under a weaker condition on the auxiliary function without strong monotonicity.

    1. Introduction and Preliminaries 2. A Generalized Proximal Point Algorithm 3. Convergence Results With Strong Convexity 4. A Modified Algorithm Without Strong Convexity

    [1] Chadli, O., Chbani, Z. & Riahi, H. (2000). Equilibrium Problems with Generalized
    Monotone Bifunctions and Applications to Variational Inequalities, J. Optim.
    Theory Appl. 105(2), 299-323.
    [2] Cohen, G. & Zhu, R. U. (1983). Decomposition-Coordination Methods in Large
    Scale Optimization Problems : The Nondi erentiable Case and the Use of Augmented
    Lagrangians, Advances in Large Scale Systems Theory and Applications, Edited by
    J. B. Cruz, JAI Press, Greenwich, Connecticut, Vol. 1, 203-266.
    [3] Cohen, G. (1988). Auxiliary Problem Principle Extended to Variational Inequality,
    J. Optim. Theory Appl. 59, 325-333.
    [4] Cohen, G. (1980). Auxiliary Problem Principle and Decomposition of Optimization
    Problem, J. Optim. Theory Appl. 32, 277-305.
    [5] Cohen, G. (1978). Optimization by Decomposition and Coordination : A Unified
    Approach, IEEE Transactions on Automatic Control, Vol. AC-23, No. 2, 222-232.
    [6] Crouzeix, J. P. (1997). Pseudomonotone Variational Inequality Problems : Existence
    of Solutions, Mathematical Programming 78, 305-314.
    [7] Dafermos, D. (1983). An Iterative Scheme for Variational Inequalities, Mathematical
    Programming 26, 40-47.
    [8] El Farouq, N. & Cohen, G. (1998). Progressive Regularization of Variational
    Inequalities and Decomposition Algorithms, J. Optim. Theory Appl. 97, 407-433.
    [9] El Farouq, N. (2001). Pseudomonotone Variational Inequalites : Convergence of
    Proximal Method, J. Optim. Theory Appl. 109(2), 311-326.
    [10] El Farouq, N. (2001). Pseudomonotone Variational Inequalites : Convergence of
    the Auxiliary Problem Method, J. Optim. Theory Appl. 111(2), 305-326.
    [11] Ekeland, I. & Temam, R. (1976). Convex Analysis and Variational Problems,
    North-Holland, Amsteram, Holland.
    [12] Harker, P. T. & Pang, J. S. (1990). Finite-Dimensional Variational Inequality
    and Nonlinear Complementarity Problems : A Survey of Theory, Algorithms, and
    Applications, Mathematical Programming 48, 161-220.
    [13] Kanzow, C. (1996). Nonlinear Complementarity as Unconstrained Optimization,
    J. Optim. Theory Appl. 88, 139-155.
    [14] Karamardian, S. & Schaible, S. (1990). Seven Kinds of Monotone Maps, J.
    Optim. Theory Appl. 66, 37-47.
    [15] Karamardian, S. (1969). The Nonlinear Complementarity Problem with Applications,
    Part 2, J. Optim. Theory Appl. 4, 167-181.
    [16] Karamardian, S. (1976). Complementarity Problems over Cones with Monotone
    and Pseudomonotone Maps, J. Optim. Theory Appl. 18, 445-455.
    [17] Karamardian, S., Schaible, S. & Crouzexi, J. P. (1993). Characterizations of
    Generalized Monotone Maps, J. Optim. Theory Appl. 76, 399-413.
    [18] Komlosi, S. (1995). Generalized Monotonicity and Generalized Convexity, J. Optim.
    Theory Appl. 84, 361-376.
    [19] Nagurnty, A. (1993). Network Economics : A Variational Inequality Approach,
    Kluwer Academic Publishers, Boston, Massachusetts.
    [20] Ortega, J. M. & Rheinboldt, W. C. (1970). Iteractive Solutions of Nonlinear
    Equations in Several Variables, Academic Press, New York, New York.
    [21] Rockafellar, R. T. (1976). Monotone Operators and Proximal Point Algorithms,
    SIAM. Journal on Control and Optimization 14, 877-898.
    [22] Schaible, S. (1995). Generalized Monotonicity: Concepts and Uses, Variational
    Inequalities and Network Equilibrium Problems, Edited by F. Giannessi and A.
    Maugeri, Plenum Publishing Corporation, New York, NY, pp.289-299.
    [23] Shih, M. H. & Tan, K. K. (1988). Browder-Hartman-Stampacchia Variational
    Inequality for Multi-valued Monotone Operators, J. Math. Analysis and Applications
    134, 431-440.
    [24] Verma, R. U. (1998). Variational Inequality Involving Strongly Pseudomonotone
    Hemicontinuous Mappings in Nonreflexive Banach Spaces, Appl. Math. Lett. 11(2),
    41-43.
    [25] Yao, J. C. (2001). Multi-valued Variational Inequalities with K-Pseudomonotone
    Operators , J. Optim. Theory Appl. 83(2), 391-403.
    [26] Yao, J. C. (1994). Variational Inequalities with Generalized Monotone Operators ,
    Mathematics of Operations Research. 19, 691-705.
    [27] Zhu, D. L. & Marcotte, P. (1996). Cocoercivity and Its Role in the Convergence of
    Iterative Schemes for Solving Variational Inequalities, SIAM Journal on Optimization
    6, 714-726.
    [28] Zhu, D. L. & Marcotte, P. (1995). New Classes of Generalized Monotonicity, J.
    Optim. Theory Appl. 87, 457-471.
    pg 24

    QR CODE