ISSN:
1432-5217
Keywords:
Key words: Newton-like method, variational inequality problems, superlinear convergence
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s001860000052
