A trust region method for a semismooth reformulation to variational inequality problems

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	A trust region method for a semismooth reformulation to variational inequality problems
	Yang, YF ; Li, DH ; Zhou, SZ
	2000
发表期刊	OPTIMIZATION METHODS & SOFTWARE
ISSN	1055-6788
卷号	14 期号:1-2 页码:139-157
摘要	We present a well defined trust region method for solving the KKT system of a variational inequality problem based on its semismooth reformulation. The proposed method solves subproblems inexactly. We show that the proposed method converges globally without monotone assumption on the problems, and the convergent rate is superlinear/quadratic even if strict complementarity does not hold at the solution. Moreover, some numerical results are presented.
关键词	semismoothness trust region method variational inequality problem global convergence superlinear 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:000165321100008
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/15084
专题	中国科学院数学与系统科学研究院
作者单位	1.Hunan Univ, Dept Appl Math, Changsha 410082, Peoples R China 2.Acad Sinica, State Key Lab Sci & Engn Comp, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Yang, YF,Li, DH,Zhou, SZ. A trust region method for a semismooth reformulation to variational inequality problems[J]. OPTIMIZATION METHODS & SOFTWARE,2000,14(1-2):139-157.
APA	Yang, YF,Li, DH,&Zhou, SZ.(2000).A trust region method for a semismooth reformulation to variational inequality problems.OPTIMIZATION METHODS & SOFTWARE,14(1-2),139-157.
MLA	Yang, YF,et al."A trust region method for a semismooth reformulation to variational inequality problems".OPTIMIZATION METHODS & SOFTWARE 14.1-2(2000):139-157.