A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function
文献类型：期刊论文
| 作者 | Peng, JM; Kanzow, C; Fukushima, M |
| 刊名 | OPTIMIZATION METHODS & SOFTWARE
 |
| 出版日期 | 1999 |
| 卷号 | 10期号:5页码:687-710 |
| 关键词 | variational inequality problem box constraints D-gap function Newton's method unconstrained optimization global convergence quadratic convergence |
| ISSN号 | 1055-6788 |
| 英文摘要 | A box constrained variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. Some basic properties of the affine variational inequality subproblems in the classical Josephy-Newton method are studied. A hybrid Josephy-Newton method is then proposed for minimizing the D-gap function. Under suitable conditions, the algorithm is shown to be globally convergent and locally quadratically convergent. Some numerical results are also presented. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000082074400002 |
| 出版者 | GORDON BREACH SCI PUBL LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14429]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Acad Sinica, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 2.Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany 3.Kyoto Univ, Dept Appl Math & Phys, Grad Sch Informat, Kyoto 6068501, Japan |
| 推荐引用方式 GB/T 7714 | Peng, JM,Kanzow, C,Fukushima, M. A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function[J]. OPTIMIZATION METHODS & SOFTWARE,1999,10(5):687-710. |
| APA | Peng, JM,Kanzow, C,&Fukushima, M.(1999).A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function.OPTIMIZATION METHODS & SOFTWARE,10(5),687-710. |
| MLA | Peng, JM,et al."A hybrid Josephy-Newton method for solving box constrained variational inequality problems via the D-gap function".OPTIMIZATION METHODS & SOFTWARE 10.5(1999):687-710. |
入库方式： OAI收割
来源：数学与系统科学研究院
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