A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function

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	A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function
	Peng, JM ; Kanzow, C ; Fukushima, M
	1999
发表期刊	OPTIMIZATION METHODS & SOFTWARE
ISSN	1055-6788
卷号	10 期号:5 页码:687-710
摘要	A box constrained variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. Some basic properties of the affine variational inequality subproblems in the classical Josephy-Newton method are studied. A hybrid Josephy-Newton method is then proposed for minimizing the D-gap function. Under suitable conditions, the algorithm is shown to be globally convergent and locally quadratically convergent. Some numerical results are also presented.
关键词	variational inequality problem box constraints 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:000082074400002
出版者	GORDON BREACH SCI PUBL LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14430
专题	中国科学院数学与系统科学研究院
作者单位	1.Acad Sinica, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 2.Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany 3.Kyoto Univ, Dept Appl Math & Phys, Grad Sch Informat, Kyoto 6068501, Japan
推荐引用方式 GB/T 7714	Peng, JM,Kanzow, C,Fukushima, M. A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function[J]. OPTIMIZATION METHODS & SOFTWARE,1999,10(5):687-710.
APA	Peng, JM,Kanzow, C,&Fukushima, M.(1999).A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function.OPTIMIZATION METHODS & SOFTWARE,10(5),687-710.
MLA	Peng, JM,et al."A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function".OPTIMIZATION METHODS & SOFTWARE 10.5(1999):687-710.