A QP-free constrained Newton-type method for variational inequality problems | |
Kanzow, C; Qi, HD | |
刊名 | MATHEMATICAL PROGRAMMING
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1999-05-01 | |
卷号 | 85期号:1页码:81-106 |
关键词 | variational inequality problem Newton's method semismoothness global convergence quadratic convergence strong regularity |
ISSN号 | 0025-5610 |
英文摘要 | We consider a simply constrained optimization reformulation of the Karush-Ruhn-Tucker conditions arising from variational inequalities. Based on this reformulation, we present a new Newton-type method for the solution of variational inequalities. The main properties of this method are: (a) it is well-defined for an arbitrary variational inequality problem, (b) it is globally convergent at least to a stationary point of the constrained reformulation, (c) it is locally superlinearly/quadratically convergent under a certain regularity condition, (d) all iterates remain feasible with respect to the constrained optimization reformulation, and (e) it has to solve just one linear system of equations at each iteration. Some preliminary numerical results indicate that this method is quite promising. |
WOS研究方向 | Computer Science ; Operations Research & Management Science ; Mathematics |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:000081702900005 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14915] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Kanzow, C |
作者单位 | 1.Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Kanzow, C,Qi, HD. A QP-free constrained Newton-type method for variational inequality problems[J]. MATHEMATICAL PROGRAMMING,1999,85(1):81-106. |
APA | Kanzow, C,&Qi, HD.(1999).A QP-free constrained Newton-type method for variational inequality problems.MATHEMATICAL PROGRAMMING,85(1),81-106. |
MLA | Kanzow, C,et al."A QP-free constrained Newton-type method for variational inequality problems".MATHEMATICAL PROGRAMMING 85.1(1999):81-106. |
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