A hybrid Newton method for solving the variational inequality problem via the D-gap function

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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
发表期刊	MATHEMATICAL PROGRAMMING
ISSN	0025-5610
卷号	86 期号:2 页码:367-386
摘要	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.
关键词	variational inequality problem D-gap function Newton's method unconstrained optimization global convergence quadratic convergence
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science ; Mathematics
WOS类目	Computer Science, Software Engineering ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000083989800007
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14208
专题	中国科学院数学与系统科学研究院
通讯作者	Peng, JM
作者单位	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
推荐引用方式 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.