A QP-free constrained Newton-type method for variational inequality problems

	A QP-free constrained Newton-type method for variational inequality problems
	Kanzow, C ; Qi, HD
刊名	MATHEMATICAL PROGRAMMING
	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.