A hybrid Newton method for solving the variational inequality problem via the D-gap function
文献类型：期刊论文
| 作者 | Peng, JM; Fukushima, M |
| 刊名 | MATHEMATICAL PROGRAMMING
 |
| 出版日期 | 1999-11-01 |
| 卷号 | 86期号:2页码:367-386 |
| 关键词 | variational inequality problem D-gap function Newton's method unconstrained optimization global convergence quadratic convergence |
| ISSN号 | 0025-5610 |
| 英文摘要 | The variational inequality problem (VIP) can be reformulated as an unconstrained minimization problem through the D-gap function. It is proved that the D-gap function has bounded level sets for the strongly monotone VIP. A hybrid Newton-type method is proposed for minimizing the D-gap function. Under some conditions, it is shown that the algorithm is globally convergent and locally quadratically convergent. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000083989800007 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14207]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Peng, JM |
| 作者单位 | 1.Delft Univ Technol, Fac Tech Math & Informat, NL-2628 CD Delft, Netherlands 2.Acad Sinica, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China 3.Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan |
| 推荐引用方式 GB/T 7714 | Peng, JM,Fukushima, M. A hybrid Newton method for solving the variational inequality problem via the D-gap function[J]. MATHEMATICAL PROGRAMMING,1999,86(2):367-386. |
| APA | Peng, JM,&Fukushima, M.(1999).A hybrid Newton method for solving the variational inequality problem via the D-gap function.MATHEMATICAL PROGRAMMING,86(2),367-386. |
| MLA | Peng, JM,et al."A hybrid Newton method for solving the variational inequality problem via the D-gap function".MATHEMATICAL PROGRAMMING 86.2(1999):367-386. |
入库方式： OAI收割
来源：数学与系统科学研究院
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