KMS Of Academy of mathematics and systems sciences, CAS
A hybrid Newton method for solving the variational inequality problem via the D-gap function | |
Peng, JM; Fukushima, M | |
1999-11-01 | |
Source Publication | MATHEMATICAL PROGRAMMING |
ISSN | 0025-5610 |
Volume | 86Issue:2Pages:367-386 |
Abstract | The 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. |
Keyword | variational inequality problem D-gap function Newton's method unconstrained optimization global convergence quadratic convergence |
Language | 英语 |
WOS Research Area | Computer Science ; Operations Research & Management Science ; Mathematics |
WOS Subject | Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied |
WOS ID | WOS:000083989800007 |
Publisher | ELSEVIER SCIENCE BV |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/14208 |
Collection | 中国科学院数学与系统科学研究院 |
Affiliation | 1.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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