A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints

	A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints
	Zhang, LP; Lai, YL
刊名	MATHEMATICAL METHODS OF OPERATIONS RESEARCH
	2000-08-01
卷号	51 期号:3 页码:459-470
关键词	Newton-like method variational inequality problems superlinear convergence
ISSN号	1432-2994
英文摘要	In this payer, a Newton-like method for variational inequality problems is considered. One feature of the algorithm is that only the solution of linear systems of equations is required at each iteration and that the strict complementarity assumption is never invoked. Another is that under mild assumptions, the sequence produced by the Newton-like method Q-superlinearly converges to the solution of the VIP. Furthermore, a simpler version of this method is studied and it is shown that it is also superlinearly convergent.
WOS研究方向	Operations Research & Management Science ; Mathematics
语种	英语
出版者	PHYSICA-VERLAG GMBH & CO
WOS记录号	WOS:000089089700007
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/15715]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, LP
作者单位	Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, LP,Lai, YL. A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH,2000,51(3):459-470.
APA	Zhang, LP,&Lai, YL.(2000).A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints.MATHEMATICAL METHODS OF OPERATIONS RESEARCH,51(3),459-470.
MLA	Zhang, LP,et al."A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints".MATHEMATICAL METHODS OF OPERATIONS RESEARCH 51.3(2000):459-470.