A globally convergent Newton method for solving strongly monotone variational inequalities

DOI10.1007/BF01581276zbMath0792.49007OpenAlexW1995227244MaRDI QIDQ2367916

Kouichi Taji, Toshihide Ibaraki, Masao Fukushima

Publication date: 17 August 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581276

zbMATH Keywords

rate of convergenceNewton's methoddifferentiable optimizationasymmetric variational inequality problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Variational inequalities (49J40) Newton-type methods (49M15) General equilibrium theory (91B50) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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