Font Size: a A A

SQP Methods Present Error Bounds For Variational Inequality Problem And Its Application

Posted on:2014-11-16Degree:MasterType:Thesis
Country:ChinaCandidate:Y N ZhaoFull Text:PDF
GTID:2370330491454122Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
For the variational inequality problem in this paper,we through studying the property of the optimal value function of SQP sub-problems,provide a global and local error estimate for feasible solution to the distance of the optimal solution set.Based on the error estimate we try to analysis the sequence of the feasible solution's convergence and the finite termination.We obtain the following conclusions as follows:In the first chapter,we briefly introduce variational inequality problem's research background and current situation,and generally introduce the main tasks of this article.In the second chapter lists some basic definitions and symbols used in this article,and then we define a cost function by utilizing sequential quadratic programming method for variational inequality problems.In the third chapter,for the optimal value function given in the second chapter,we study its property,and give the theoretical basis for the error estimates that will be given in the fourth chapter.In the fourth chapter,using the value function defined in the third chapter,we provide several types of error estimates.Using the property of value function when it is strongly monotone or monotonous,and the property of the optimal value function,we provide a global error estimates and a local error estimate for the distance of the optimal solution set.In the fifth chapter,Based on the error estimate we try to analysis the sequence of the feasible solution's convergence and the finite termination.
Keywords/Search Tags:variational inequality, optimal value function, error estimate, convergence, finite termination
PDF Full Text Request
Related items