CSpace
A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints
Zhang, LP; Lai, YL
2000-08-01
Source PublicationMATHEMATICAL METHODS OF OPERATIONS RESEARCH
ISSN1432-2994
Volume51Issue:3Pages:459-470
AbstractIn this payer, a Newton-like method for variational inequality problems is considered. One feature of the algorithm is that only the solution of linear systems of equations is required at each iteration and that the strict complementarity assumption is never invoked. Another is that under mild assumptions, the sequence produced by the Newton-like method Q-superlinearly converges to the solution of the VIP. Furthermore, a simpler version of this method is studied and it is shown that it is also superlinearly convergent.
KeywordNewton-like method variational inequality problems superlinear convergence
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000089089700007
PublisherPHYSICA-VERLAG GMBH & CO
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/15716
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhang, LP
AffiliationAcad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Zhang, LP,Lai, YL. A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH,2000,51(3):459-470.
APA Zhang, LP,&Lai, YL.(2000).A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints.MATHEMATICAL METHODS OF OPERATIONS RESEARCH,51(3),459-470.
MLA Zhang, LP,et al."A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints".MATHEMATICAL METHODS OF OPERATIONS RESEARCH 51.3(2000):459-470.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Zhang, LP]'s Articles
[Lai, YL]'s Articles
Baidu academic
Similar articles in Baidu academic
[Zhang, LP]'s Articles
[Lai, YL]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Zhang, LP]'s Articles
[Lai, YL]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.