A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints

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	A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints
	Zhang, LP; Lai, YL
	2000-08-01
发表期刊	MATHEMATICAL METHODS OF OPERATIONS RESEARCH
ISSN	1432-2994
卷号	51 期号:3 页码:459-470
摘要	In 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.
关键词	Newton-like method variational inequality problems superlinear convergence
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000089089700007
出版者	PHYSICA-VERLAG GMBH & CO
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15716
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, LP
作者单位	Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 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.