A regularized smoothing Newton method for box constrained variational inequality problems with P-0-functions
文献类型：期刊论文
| 作者 | Qi, HD |
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2000-02-23 |
| 卷号 | 10期号:2页码:315-330 |
| 关键词 | smoothing Newton's method semismoothness global convergence superlinear convergence |
| ISSN号 | 1052-6234 |
| 英文摘要 | Based on Qi, Sun, and Zhou's smoothing Newton method, we propose a regularized smoothing Newton method for the box constrained variational inequality problem with P-0-function (P-0 BVI). The proposed algorithm generates an infinite sequence such that the value of the merit function converges to zero. If P-0 BVI has a nonempty bounded solution set, the iteration sequence must be bounded. This result implies that there exists at least one accumulation point. Under CD-regularity, we prove that the proposed algorithm has a superlinear (quadratic) convergence rate without requiring strict complementarity conditions. The main feature of our global convergence results is that we do not assume a priori the existence of an accumulation point. This assumption is used widely in the literature due to the possible unboundedness of level sets of various adopted merit functions. Preliminary numerical results are also reported. |
| 语种 | 英语 |
| WOS记录号 | WOS:000085671900001 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15544]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Qi, HD |
| 作者单位 | Chinese Acad Sci, Inst Computat Math & Sci Engn, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Qi, HD. A regularized smoothing Newton method for box constrained variational inequality problems with P-0-functions[J]. SIAM JOURNAL ON OPTIMIZATION,2000,10(2):315-330. |
| APA | Qi, HD.(2000).A regularized smoothing Newton method for box constrained variational inequality problems with P-0-functions.SIAM JOURNAL ON OPTIMIZATION,10(2),315-330. |
| MLA | Qi, HD."A regularized smoothing Newton method for box constrained variational inequality problems with P-0-functions".SIAM JOURNAL ON OPTIMIZATION 10.2(2000):315-330. |
入库方式： OAI收割
来源：数学与系统科学研究院
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