In this paper we introduce a class of iterative methods for solution of monotone variational inequalities. The method can be viewed as an extension of the Levenberg-Marquardt method for unconstrained optimization, or the generalization of the Douglas-Rachford operator splitting methods when applied to monotone variational inequalities. Each iteration of the method consists essentially of solving a system of nonlinear equations. The convergence proof for the presented method is very
在〔1〕、〔2〕中,尚毅提出了求解线性规划的所谓“鞍面法”,本文指出,这种“鞍面法”就是苏联Korpelevich 1976年发表的外梯度方法。 1 简化后的“鞍面法”公式对于标准形的线性规划 (LP) min C^T x s.t Ax=b x≥0和它的对偶问题 (DLP) max b^T y s.t
