An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
type: Item
instance of: scholarly article
title: An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
zbMATH Open document ID: 1323.65080
author: Jia Wu
author: Liwei Zhang
author: Yi Zhang
published in: Numerical Algorithms
publication date: 2015-09-01T00:00:00Z
review text: A new method is proposed for the numerical solution of the stationary mathematical programs constrained by parameterized quasi-variational inequalities (QVI) occurring in engineering design and economic modeling. The strict complementarity condition is removed by formulating the necessary optimality conditions as a system of nonsmooth equations. The authors prove that quadratic convergence is achieved for the inexact Newton method under the set of second-order sufficient conditions and linear independence constraint qualification. Numerical results show that the inexact Newton method with the conjugate gradient method as preconditioner can solve effectively the mathematical problems with QVI constraints.
reviewed by: Bülent Karasözen
Mathematics Subject Classification ID: 65K15
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 49M15
Mathematics Subject Classification ID: 65F05
zbMATH DE Number: 6477403
zbMATH Keywords: inexact Newton method
zbMATH Keywords: optimality conditions
zbMATH Keywords: strongly BD-regularity
zbMATH Keywords: quasi-variational inequalities
zbMATH Keywords: system of nonsmooth equations
zbMATH Keywords: quadratic convergence
zbMATH Keywords: numerical result
zbMATH Keywords: conjugate gradient method
zbMATH Keywords: preconditioner
describes a project that uses: OPECgen
describes a project that uses: MacMPEC
MaRDI profile type: Publication
full work available at URL: s11075-014-9922-0
OpenAlex ID: W2013910033
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DOI: 10.1007/S11075-014-9922-0
description: scientific article; zbMATH DE number 6477403