WIENER-HOPF EQUATIONS AND VARIATIONAL-INEQUALITIES

被引：102
作者：
NOOR, MA [1 ]
机构：
[1] KING SAUD UNIV,COLL SCI,DEPT MATH,RIYADH,SAUDI ARABIA
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1993年 / 79卷 / 01期
关键词：
WIENER-HOPF EQUATIONS; VARIATIONAL INEQUALITIES; ITERATIVE ALGORITHMS; CONVERGENCE CRITERIA;
D O I：
10.1007/BF00941894
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we show that the general variational inequality problem is equivalent to solving the Wiener-Hopf equations. We use this equivalence to suggest and analyze a number of iterative algorithms for solving general variational inequalities. We also discuss the convergence criteria for these algorithms.
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收藏
页码：197 / 206
页数：10
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