A DIFFERENTIAL EQUATION METHOD FOR SOLVING BOX CONSTRAINED VARIATIONAL INEQUALITY PROBLEMS

Indexed by:期刊论文

Journal:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

Included Journals:Scopus、SCIE

Volume:7

Issue:1

Page Number:183-198

ISSN No.:1547-5816

Key Words:Box constrained variational inequality problem; differential equations; differential inclusion; asymptotical stability; global convergence

Abstract:In this paper, we discuss a system of differential equations based on the projection operator for solving the box constrained variational inequality problems. The equilibrium solutions to the differential equation system are proved to be the solutions of the box constrained variational inequality problems. Two differential inclusion problems associated with the system of differential equations are introduced. It is proved that the equilibrium solution to the differential equation system is locally asymptotically stable by verifying the locally asymptotical stability of the equilibrium positions of the differential inclusion problems. An Euler discrete scheme with Armijo line search rule is introduced and its global convergence is demonstrated. The numerical experiments are reported to show that the Euler method is effective.

Date of Publication:2011-02-01