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A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints (2000)

Zhang, Liping ; Lai, Yanlian

Springer

Mathematical methods of operations research 51 (2000), S. 459-470

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Details

ISSN: 1432-5217

Schlagwort(e): Key words: Newton-like method, variational inequality problems, superlinear convergence

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik , Wirtschaftswissenschaften

Notizen: Abstract. In this paper, 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.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/s001860000052

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