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Derivative-free methods for monotone variational inequality and complementarity problems
Peng, JM
1998-10-01
Source PublicationJOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN0022-3239
Volume99Issue:1Pages:235-252
AbstractMonotone variational inequality problems with box constraints and complementarity problems are reformulated as simple-bound optimization problems. Some derivative-free methods for these problems are proposed. It is shown that, for these new methods, the updated point sequence remains feasible with respect to its simple constraints if the initial point is feasible. Under certain conditions, these methods are globally convergent.
Keywordvariational inequality problems complementarity problems NCP functions unconstrained optimization constrained optimization
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000076614100012
PublisherPLENUM PUBL CORP
Citation statistics
Cited Times:2[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/13674
Collection中国科学院数学与系统科学研究院
AffiliationChinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China
Recommended Citation
GB/T 7714
Peng, JM. Derivative-free methods for monotone variational inequality and complementarity problems[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,1998,99(1):235-252.
APA Peng, JM.(1998).Derivative-free methods for monotone variational inequality and complementarity problems.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,99(1),235-252.
MLA Peng, JM."Derivative-free methods for monotone variational inequality and complementarity problems".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 99.1(1998):235-252.
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