A QP-free constrained Newton-type method for variational inequality problems
文献类型：期刊论文
| 作者 | Kanzow, C; Qi, HD |
| 刊名 | MATHEMATICAL PROGRAMMING
 |
| 出版日期 | 1999-05-01 |
| 卷号 | 85期号:1页码:81-106 |
| 关键词 | variational inequality problem Newton's method semismoothness global convergence quadratic convergence strong regularity |
| ISSN号 | 0025-5610 |
| 英文摘要 | We consider a simply constrained optimization reformulation of the Karush-Ruhn-Tucker conditions arising from variational inequalities. Based on this reformulation, we present a new Newton-type method for the solution of variational inequalities. The main properties of this method are: (a) it is well-defined for an arbitrary variational inequality problem, (b) it is globally convergent at least to a stationary point of the constrained reformulation, (c) it is locally superlinearly/quadratically convergent under a certain regularity condition, (d) all iterates remain feasible with respect to the constrained optimization reformulation, and (e) it has to solve just one linear system of equations at each iteration. Some preliminary numerical results indicate that this method is quite promising. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000081702900005 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14915]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Kanzow, C |
| 作者单位 | 1.Univ Hamburg, Inst Appl Math, D-20146 Hamburg, Germany 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Kanzow, C,Qi, HD. A QP-free constrained Newton-type method for variational inequality problems[J]. MATHEMATICAL PROGRAMMING,1999,85(1):81-106. |
| APA | Kanzow, C,&Qi, HD.(1999).A QP-free constrained Newton-type method for variational inequality problems.MATHEMATICAL PROGRAMMING,85(1),81-106. |
| MLA | Kanzow, C,et al."A QP-free constrained Newton-type method for variational inequality problems".MATHEMATICAL PROGRAMMING 85.1(1999):81-106. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。