A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints
文献类型：期刊论文
| 作者 | Zhang, LP; Lai, YL |
| 刊名 | MATHEMATICAL METHODS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2000-08-01 |
| 卷号 | 51期号:3页码:459-470 |
| 关键词 | Newton-like method variational inequality problems superlinear convergence |
| ISSN号 | 1432-2994 |
| 英文摘要 | In this payer, 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. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000089089700007 |
| 出版者 | PHYSICA-VERLAG GMBH & CO |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15715]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhang, LP |
| 作者单位 | Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, LP,Lai, YL. A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH,2000,51(3):459-470. |
| APA | Zhang, LP,&Lai, YL.(2000).A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints.MATHEMATICAL METHODS OF OPERATIONS RESEARCH,51(3),459-470. |
| MLA | Zhang, LP,et al."A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints".MATHEMATICAL METHODS OF OPERATIONS RESEARCH 51.3(2000):459-470. |
入库方式： OAI收割
来源：数学与系统科学研究院
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