Solving box constrained variational inequalities by using the natural residual with D-gap function globalization

DOI10.1016/S0167-6377(98)00023-6zbMath0941.90070OpenAlexW2075825252WikidataQ126551145 ScholiaQ126551145MaRDI QIDQ1306473

Masao Fukushima, Christian Kanzow

Publication date: 19 December 1999

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6377(98)00023-6

zbMATH Keywords

global convergenceNewton's methodquadratic convergencevariational inequality problemmixed complementarity problemfinite terminationD-gap functionnatural residual

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• PATH Solver
• MCPLIB

Cites Work

• Unnamed Item
• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities
• Solution of monotone complementarity problems with locally Lipschitzian functions
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• A theoretical and numerical comparison of some semismooth algorithms for complementarity problems
• On finite termination of an iterative method for linear complementarity problems
• Two-Metric Projection Methods for Constrained Optimization
• Projected gradient methods for linearly constrained problems
• Semismooth and Semiconvex Functions in Constrained Optimization
• A computable generalized Hessian of the D-gap function and Newton-type methods for variational inequality problems
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Nonmonotone Line Search Technique for Newton’s Method