A globally and locally superlinearly convergent inexact Newton-GMRES method for large-scale variational inequality problem

DOI10.1080/00207160.2013.797076zbMath1297.90157OpenAlexW2125022941MaRDI QIDQ2875299

Cheng-Xian Xu, Shao-Ping Rui

Publication date: 14 August 2014

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2013.797076

zbMATH Keywords

global convergencesuperlinear convergencevariational inequality problemlarge-scale problemsinexact Newton-GMRES method

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

A smoothing inexact Newton method for variational inequalities with nonlinear constraints

Cites Work

• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
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• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Semismooth and Semiconvex Functions in Constrained Optimization
• A special newton-type optimization method
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Inexact Newton methods for the nonlinear complementarity problem
• Iterative methods for linear complementarity problems with upperbounds on primary variables
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Variational Inequalities and Economic Equilibrium
• A Theoretical Comparison of the Arnoldi and GMRES Algorithms

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