Solution and applications of a class of general linear variational inequalities

摘要

Many problems in mathematical programming can be described as a general linear variational inequality of the following form: find a vector u~*, such that Nu~* + t∈Ω, (v-(Nu~* + t))~T(Mu~*+q) ≥ 0, any_v∈Ω. Some iterative methods for solving a class of general linear variational inequalities have been presented. It is pointed out that the methods can be used to solve some practical extended programming problems.