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A hybrid Newton method for solving the variational inequality problem via the D-gap function
Peng, JM; Fukushima, M
1999-11-01
Source PublicationMATHEMATICAL PROGRAMMING
ISSN0025-5610
Volume86Issue:2Pages:367-386
AbstractThe variational inequality problem (VIP) can be reformulated as an unconstrained minimization problem through the D-gap function. It is proved that the D-gap function has bounded level sets for the strongly monotone VIP. A hybrid Newton-type method is proposed for minimizing the D-gap function. Under some conditions, it is shown that the algorithm is globally convergent and locally quadratically convergent.
Keywordvariational inequality problem D-gap function Newton's method unconstrained optimization global convergence quadratic convergence
Language英语
WOS Research AreaComputer Science ; Operations Research & Management Science ; Mathematics
WOS SubjectComputer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000083989800007
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:44[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/14208
Collection中国科学院数学与系统科学研究院
Affiliation1.Delft Univ Technol, Fac Tech Math & Informat, NL-2628 CD Delft, Netherlands
2.Acad Sinica, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
3.Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan
Recommended Citation
GB/T 7714
Peng, JM,Fukushima, M. A hybrid Newton method for solving the variational inequality problem via the D-gap function[J]. MATHEMATICAL PROGRAMMING,1999,86(2):367-386.
APA Peng, JM,&Fukushima, M.(1999).A hybrid Newton method for solving the variational inequality problem via the D-gap function.MATHEMATICAL PROGRAMMING,86(2),367-386.
MLA Peng, JM,et al."A hybrid Newton method for solving the variational inequality problem via the D-gap function".MATHEMATICAL PROGRAMMING 86.2(1999):367-386.
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