A QP-free constrained Newton-type method for variational inequality problems

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	A QP-free constrained Newton-type method for variational inequality problems
	Kanzow, C ; Qi, HD
	1999-05-01
发表期刊	MATHEMATICAL PROGRAMMING
ISSN	0025-5610
卷号	85 期号:1 页码:81-106
摘要	We consider a simply constrained optimization reformulation of the Karush-Ruhn-Tucker conditions arising from variational inequalities. Based on this reformulation, we present a new Newton-type method for the solution of variational inequalities. The main properties of this method are: (a) it is well-defined for an arbitrary variational inequality problem, (b) it is globally convergent at least to a stationary point of the constrained reformulation, (c) it is locally superlinearly/quadratically convergent under a certain regularity condition, (d) all iterates remain feasible with respect to the constrained optimization reformulation, and (e) it has to solve just one linear system of equations at each iteration. Some preliminary numerical results indicate that this method is quite promising.
关键词	variational inequality problem Newton's method semismoothness global convergence quadratic convergence strong regularity
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:000081702900005
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/14916
专题	中国科学院数学与系统科学研究院
通讯作者	Kanzow, C
作者单位	1.Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Kanzow, C,Qi, HD. A QP-free constrained Newton-type method for variational inequality problems[J]. MATHEMATICAL PROGRAMMING,1999,85(1):81-106.
APA	Kanzow, C,&Qi, HD.(1999).A QP-free constrained Newton-type method for variational inequality problems.MATHEMATICAL PROGRAMMING,85(1),81-106.
MLA	Kanzow, C,et al."A QP-free constrained Newton-type method for variational inequality problems".MATHEMATICAL PROGRAMMING 85.1(1999):81-106.