A non-interior-point smoothing method for variational inequality problem

DOI10.1016/j.cam.2010.01.011zbMath1191.65081OpenAlexW2027436180MaRDI QIDQ966082

Zhenhua Liu, Xiangsong Zhang, San-Yang Liu

Publication date: 27 April 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.01.011

zbMATH Keywords

algorithmglobal convergencevariational inequalitynumerical examplesnonlinear complementarity problemcomplementarity conditionsFischer-Burmeister functionlocally quadratic convergencenon-interior-point smoothing methodstrongly-semismooth

Mathematics Subject Classification ID

Variational inequalities (49J40) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15)

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

Uses Software

• LOQO

Cites Work

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